closed.testing function

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))
if (requireNamespace("mets",quietly=TRUE)) {
   p.correct(a)
}
as.vector(closed.testing(a))