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.
Labels of the active groups in the order they were included.
Selective p-values computed from appropriate truncated distributions.
Estimate of error variance used in computing p-values.
Observed value of truncated χ or F.
Rank of group of variables when it was added to the model.
List of intervals defining the truncation region of the corresponding statistic.
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