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tappek committed Feb 2, 2024
1 parent 43f716a commit c1edcb4
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20 changes: 10 additions & 10 deletions R/test_uroot.R
Original file line number Diff line number Diff line change
Expand Up @@ -1110,21 +1110,21 @@ print.summary.purtest <- function(x, ...){
#' Simes Test for unit roots in panel data
#'
#' Simes' test of intersection of individual hypothesis tests
#' (\insertCite{SIMES:86;textual}{plm}) applied to panel unit root tests as suggested by
#' \insertCite{HANCK:13;textual}{plm}.
#' (\insertCite{SIMES:86;textual}{plm}) applied to panel unit root tests as
#' suggested by \insertCite{HANCK:13;textual}{plm}.
#'
#' Simes' approach to testing is combining p-values from single hypothesis tests
#' with a global (intersected) hypothesis. \insertCite{HANCK:13;textual}{plm}
#' mentions it can be applied to any panel unit root test which yield a p-value
#' mentions it can be applied to any panel unit root test which yields a p-value
#' for each individual series.
#' The test is robust versus general patterns of cross-sectional dependence.
#'
#' Further, this approach allows to discriminate between individuals for which
#' the individual H0 (unit root present for individual series) is rejected/is
#' not rejected by Hommel's procedure (\insertCite{HOMM:88;textual}{plm}) for
#' family-wise error rate control (FWER) at pre-specified significance level
#' alpha via argument `alpha` (defaulting to `0.05`), i.e., it controls for the
#' multiplicity in testing.
#' family-wise error rate control (FWER) at a pre-specified significance level
#' \eqn{\alpha} via argument `alpha` (defaulting to `0.05`), i.e., it controls
#' for the multiplicity in testing.
#'
#' The function `phansitest` takes as main input `object` either a plain numeric
#' containing p-values of individual tests or a `purtest` object which holds
Expand All @@ -1144,12 +1144,12 @@ print.summary.purtest <- function(x, ...){
#' @param alpha numeric, the pre-specified significance level (defaults to `0.05`),
#' @param x an object of class `c("phansitest", "list")` as produced by
#' `phansitest` to be printed,
#' @param cutoff integer, cutoff value for printing of enumeration of individuals with
#' rejected individual H0, for print method only,
#' @param cutoff integer, cutoff value for printing of enumeration of individuals
#' with rejected individual H0, for print method only,
#' @param \dots further arguments (currently not used).
#'
#' @return For `phansitest`, an object of class `c("phansitest", "list")` which i
#' s a list with the elements:
#' @return For `phansitest`, an object of class `c("phansitest", "list")` which
#' is a list with the elements:
#' - `id`: integer, the identifier of the individual (integer sequence referring to
#' position in input),
#' - `name`: character, name of the input's individual (if it has a name,
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20 changes: 10 additions & 10 deletions man/phansitest.Rd

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