Description Usage Arguments Value

Computes p-values for each group of variables in a model fitted by `groupfs`

. These p-values adjust for selection by truncating the usual *χ^2* statistics to the regions implied by the model selection event. If the `sigma`

to `groupfs`

was NULL then groupfsInf uses truncated *F* statistics instead of truncated *χ*. The `sigma`

argument to groupfsInf allows users to override and use *χ*, but this is not recommended unless *σ* can be estimated well (i.e. *n > p*).

1 | ```
groupfsInf(obj, sigma = NULL, verbose = TRUE)
``` |

`obj` |
Object returned by |

`sigma` |
Estimate of error standard deviation. Default is NULL and in this case groupfsInf uses the value of sigma specified to |

`verbose` |
Print out progress along the way? Default is TRUE. |

An object of class "groupfsInf" containing selective p-values for the fitted model `obj`

. For comparison with `fsInf`

, note that the option `type = "active"`

is not available.

- vars
Labels of the active groups in the order they were included.

- pv
Selective p-values computed from appropriate truncated distributions.

- sigma
Estimate of error variance used in computing p-values.

- TC or TF
Observed value of truncated

*χ*or*F*.- df
Rank of group of variables when it was added to the model.

- support
List of intervals defining the truncation region of the corresponding statistic.

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