satterApproxP: Satterthwaite p-values

In PoolBal: Balancing Central and Marginal Rejection of Pooled p-Values

Satterthwaite p-values

Description

p-value of the sum of dependent chi-squared using the Satterthwaite approximation for the degrees of freedom.

Usage

satterApproxP(qs, covmat, kappa)

Arguments

qs	M numeric values (observed chi-squared values)
covmat	M by M covariance matrix of qs
kappa	degrees of freedom of qs

Details

Computes the p-value of an observed vector of chi-squared variables using the Satterthwaite approximation. This approximates the sum of dependent chi-squared variables with a scaled chi-squared distribution with degrees of freedom chosen to match the first two moments of the dependent sum.

Value

a numeric in [0,1], the p-value of the sum

Author(s)

Chris Salahub

PoolBal documentation built on Nov. 22, 2023, 5:07 p.m.