globaltest: Global test correcting for multiple hypothesis testing

In robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing

Global test correcting for multiple hypothesis testing

Description

globaltest() uses several proportion or count tests with different cut-offs to test a global hypothesis of no outliers using the Simes (1986) procedure to account for multiple testing.

Usage

globaltest(tests, global_alpha)

Arguments

tests	A data frame that contains a column named $pval containing the different p-values for different hypothesis tests, each stored in a row.
global_alpha	A numeric value representing the global significance level.

Details

See Simes (1986).

Value

A list with three entries. The first entry named $reject contains the global rejection decision. The second entry named $global_alpha stores the global significance level. The third entry named $tests returns the input data frame tests, appended with two columns containing the adjusted significance level and respective rejection decision.

See Also

[proptest()], [counttest()]

robust2sls documentation built on Jan. 11, 2023, 5:13 p.m.