one_sided_test: One-sided testing

In RRI: Residual Randomization Inference for Regression Models

Description

Decides to reject or not based on observed test statistic value tobs and randomization values tvals.

Usage

one_sided_test(tobs, tvals, alpha, tol = 1e-14)

Arguments

tobs	The observed value of the test statistic (scalar).
tvals	Vector of randomization values of the test statistic (to compare with tobs).
alpha	Desired level of the test (between 0 to 1).
tol	Used to check whether tobs is equal to the 1-alpha quantile of tvals.

Details

The test may randomize to achieve the specified level alpha when there are very few randomization values.

Value

Test decision (binary).

See Also

Testing Statistical Hypotheses (Ch. 15, Lehman and Romano, 2006)

RRI documentation built on Dec. 19, 2019, 9:06 a.m.