simes: Simes (1986) procedure for multiple testing

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

Simes (1986) procedure for multiple testing

Description

simes() takes a vector of p-values corresponding to individual null hypotheses and performs the Simes (1986) procedure for the global null hypothesis. The global null hypothesis is the intersection of all individual null hypotheses.

Usage

simes(pvals, alpha)

Arguments

pvals	A numeric vector of p-values corresponding to the p-values of the individual null hypotheses.
alpha	A numeric value representing the global significance level.

Details

See Simes (1986), \Sexpr[results=rd]{tools:::Rd_expr_doi("doi:10.1093/biomet/73.3.751")}.

Value

simes() returns a list with three named elements. $reject stores a logical value whether the global null hypothesis has been rejected. $alpha stores the significance level that was chosen. $details stores a matrix of the individual null hypothesis p-values, the adjusted significance level according to Simes' procedure, and the rejection decision for each individual hypothesis test.

robust2sls documentation built on June 8, 2025, 10:28 a.m.