Optimal Level of Significance for Regression and Other Statistical Tests


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Documentation for package ‘OptSig’ version 2.2

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OptSig-package Optimal Level of Significance for Regression and Other Statistical Tests
data1 Data for the U.S. production function estimation
Opt.sig.norm.test Optimal significance level calculation for the mean of a normal distribution (known variance)
Opt.sig.t.test Optimal significance level calculation for t-tests of means (one sample, two samples and paired samples)
OptSig Optimal Level of Significance for Regression and Other Statistical Tests
OptSig.2p Optimal significance level calculation for the test for two proportions (same sample sizes)
OptSig.2p2n Optimal significance level calculation for the test for two proportions (different sample sizes)
OptSig.anova Optimal significance level calculation for balanced one-way analysis of variance tests
OptSig.Boot Optimal Significance Level for the F-test using the bootstrap
OptSig.BootWeight Weighted Optimal Significance Level for the F-test based on the bootstrap
OptSig.Chisq Optimal Significance Level for a Chi-square test
OptSig.F Optimal Significance Level for an F-test
OptSig.p Optimal significance level calculation for proportion tests (one sample)
OptSig.r Optimal significance level calculation for correlation test
OptSig.t2n Optimal significance level calculation for two samples (different sizes) t-tests of means
OptSig.Weight Weighted Optimal Significance Level for the F-test based on the assumption of normality in the error term
Power.Chisq Function to calculate the power of a Chi-square test
Power.F Function to calculate the power of an F-test
R.OLS Restricted OLS estimation and F-test