Closed testing procedure

closed.testing(
  object,
  idx = seq_along(coef(object)),
  null,
  return.all = FALSE,
  ...
)

Arguments

object: estimate object
idx: Index of parameters to adjust for multiple testing
null: Null hypothesis value
return.all: If TRUE details on all intersection hypotheses are returned
...: Additional arguments

Examples

m <- lvm()
regression(m, c(y1,y2,y3,y4,y5,y6,y7)~x) <- c(0,0.25,0,0.25,0.25,0,0)
regression(m, to=endogenous(m), from="u") <- 1
variance(m,endogenous(m)) <- 1
set.seed(2)
d <- sim(m,200)
l1 <- lm(y1~x,d)
l2 <- lm(y2~x,d)
l3 <- lm(y3~x,d)
l4 <- lm(y4~x,d)
l5 <- lm(y5~x,d)
l6 <- lm(y6~x,d)
l7 <- lm(y7~x,d)

(a <- merge(l1,l2,l3,l4,l5,l6,l7,subset=2))
#>     Estimate Std.Err      2.5%  97.5%   P-value
#> x   -0.02201 0.09932 -0.216676 0.1727 8.246e-01
#> ───                                            
#> x.1  0.37231 0.11565  0.145637 0.5990 1.285e-03
#> ───                                            
#> x.2  0.11982 0.11103 -0.097795 0.3374 2.805e-01
#> ───                                            
#> x.3  0.42234 0.09264  0.240763 0.6039 5.143e-06
#> ───                                            
#> x.4  0.29344 0.12136  0.055578 0.5313 1.561e-02
#> ───                                            
#> x.5  0.20565 0.10618 -0.002458 0.4138 5.277e-02
#> ───                                            
#> x.6  0.05240 0.11817 -0.179216 0.2840 6.575e-01
if (requireNamespace("mets",quietly=TRUE)) {
   p.correct(a)
}
#>        Estimate      P-value  Adj.P-value
#> x   -0.02200928 8.246281e-01 9.999717e-01
#> x.1  0.37230924 1.285283e-03 7.949481e-03
#> x.2  0.11982376 2.805072e-01 7.862887e-01
#> x.3  0.42233507 5.143276e-06 3.258334e-05
#> x.4  0.29343730 1.560907e-02 7.879128e-02
#> x.5  0.20565002 5.276836e-02 2.278589e-01
#> x.6  0.05240058 6.574626e-01 9.974245e-01
#> attr(,"adjusted.significance.level")
#> [1] 0.009449507
as.vector(closed.testing(a))
#>  [1] -2.200928e-02  3.723092e-01  1.198238e-01  4.223351e-01  2.934373e-01
#>  [6]  2.056500e-01  5.240058e-02  8.246281e-01  1.285283e-03  2.805072e-01
#> [11]  5.143276e-06  1.560907e-02  5.276836e-02  6.574626e-01  8.246281e-01
#> [16]  2.079368e-02  6.158723e-01  1.020005e-04  8.219621e-02  1.907677e-01
#> [21]  7.835113e-01