cherry (version 0.6-14)

Closed Testing: Closed Testing for Exploratory Research

Description

Performs the closed testing procedure for user-specified local test.

Usage

closed (test, hypotheses, alpha = 0.05, adjust=FALSE)

Arguments

test

A function that performs the local test. The function should accept a subvector of the hypotheses argument as input, and return a p-value.

hypotheses

Identifiers of the collection of elementary hypotheses.

alpha

The significance level of the test procedure. If set to NA, the function calculates adjusted p-values for each hypothesis in the closure.

adjust

Whether adjusted p-values should be calculated.

Value

The function closed returns an object of class closure.

Details

The function closed performs the closed testing procedure on the collection hypotheses, testing all their intersection hypotheses and controlling the familywise error rate.

References

Goeman and Solari (2011) Statistical Science 26 (4) 584-597.

Examples

# NOT RUN {
  # Example: the birthwt data set from the MASS library
  # We want to find variables associated with low birth weight
  library(MASS)
  fullfit <- glm(low~age+lwt+race+smoke+ptl+ht+ui+ftv, family=binomial, data=birthwt)
  hypotheses <- c("age", "lwt", "race", "smoke", "ptl", "ht", "ui", "ftv")

  # Define the local test to be used in the closed testing procedure
  mytest <- function(hyps) {
    others <- setdiff(hypotheses, hyps)
    form <- formula(paste(c("low~",  paste(c("1", others), collapse="+"))))
    anov <- anova(glm(form, data=birthwt, family=binomial), fullfit, test="Chisq")
    res <- anov$"Pr("[2]                    # for R >= 2.14.0
    if (is.null(res)) res <- anov$"P("[2]   # earlier versions
    res
  }

  # perform the closed testing
  cl <- closed(mytest, hypotheses)
  cl

  # how many variables among a chosen set are associated with the response?
  pick(cl, c("ht", "lwt", "smoke", "ui"))
  
  # adjusted p-values and a confidence distribution
  cl <- closed(mytest, hypotheses, alpha=NA)
  pick(cl, c("ht", "lwt", "smoke", "ui"))
# }