[gov2001-l] Wald and Rho

didi & shahrzad the error suggests that this function (which comes from lmtest) is not designed to work with class of the t1c1 object. From the help file: "The default method is already very general and applicable to a broad range of fitted model objects, including lm and glm objects." But, also from the help file: "It can be easily made applicable to other model classes as well by providing suitable methods to the standard generics terms (for deterimining the variables in the model along with their names), update (unless only fitted model objects are passed to waldtest, as mentioned above), residuals (only used for determining the number of observations), df.residual (needed for the F statisic), coef (for extracting the coefficients; needs to be named matching the names in terms), vcov (can be user-supplied; needs to be named matching the names in terms). Furthermore, some means of determining a suitable name for a fitted model object can be specified (by default this is taken to be the result of a call to formula)." So just specify these objects in our new model (like out$coef <- your coefs, etc.) and it should work. Depending on the restrictions you want to test, the wald test should be easy to compute "manually" (you have the MLE, the alternative MLEs and the observed Fisher Information and that is all you need). jens