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Adjust P-Values for Multiple Testing

Source: R/p_adjustment.R
adjust_p_values.Rd

Computes adjusted p-values for AAR and CAAR test statistics across the event window, correcting for the multiple comparisons problem. Supports all methods available in p.adjust.

Usage

adjust_p_values(task, method = "BH", stat_name = "CSectT", group = NULL)

Arguments

task

A fitted EventStudyTask with aar_caar_tbl populated.

method

Adjustment method passed to p.adjust. Common choices: "BH" (Benjamini-Hochberg, default), "bonferroni", "holm", "hochberg", "BY", "none".

stat_name

Name of the multi-event test statistic to adjust. Must match a column name in task$aar_caar_tbl. Default "CSectT".

group

Optional group name to filter. If NULL, adjusts all groups.

Value

A tibble with columns from the original test statistic result plus p_raw_aar, p_adj_aar, p_raw_caar, p_adj_caar.

See also

Other eventstudy-statistics: ARTTest, BHARTTest, BMPTest, CARTTest, CSectTTest, CalendarTimePortfolioTest, GeneralizedSignTest, KolariPynnonenTest, MultiEventStatisticsSet, PatellZTest, RankTest, SignTest, SingleEventStatisticsSet, StatisticsSetBase, TestStatisticBase, bootstrap_test(), car_by_group(), car_quantiles(), cross_sectional_regression(), model_diagnostics(), pretrend_test(), simulate_event_study(), validate_task()