wald检验matlab,Wald检验和Wald-F检验一样么？高手帮帮忙

Wald检验只需要估计无约束模型

Wald-F检验需要估计有约束、跟无约束的两个模型

下面贴出matlab jplv7工具箱中的waldf函数，在\jplv7\regress目录下

function [fstat, fprb] = waldf(resultr,resultu)

% PURPOSE: computes Wald F-test for two regressions

%---------------------------------------------------

% USAGE: [fstat fprob] = waldf(resultr,resultu)

%    or: waldf(resultr,resultu), which prints to the screen

% Where: resultr = results structure from ols() restricted regression

%        resultu = results structure from ols() unrestrcted regression

%---------------------------------------------------

% RETURNS: fstat = {(essr - essu)/#restrict}/{essu/(nobs-nvar)}

%          fprb  = marginal probability for fstat

% NOTE:  large fstat => reject the restrictions as inconsisent

%                       with the data

%------------------------------