simes {robust2sls} | R Documentation |
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).
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.