get.p.value {hettx}

get p-value along with uncertainty on p-value

Description

Give confidence bounds (from monte carlo simulation error) for the p-values returned by a test

Usage

get.p.value(tst)

Arguments

tst

A FRTCI.test object from detect_idiosyncratic()

Value

p-value and range of p-values due to monte carlo error.

Examples

Z <- rep(c(0, 1), 100)
tau <- 4
Y <- ifelse(Z, rnorm(100, tau), rnorm(100, 0))
df <- data.frame(Y=Y, Z=Z)
tst <- detect_idiosyncratic(Y ~ Z, df, B = 50, grid.size = 50)
get.p.value( tst )