Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [simultaneous-test]

A test of multiple parameters; also called a 'chunk test'.

A simultaneous test is a test of multiple parameters; it is also known as a 'chunk test'. Its most common manifestation is a global model test for a multiple variable model. Another common instance is in testing nested models.

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In a multiple linear regression model, how do I test the null hypothesis that multiple coefficients are equal to zero simultaneously?

For example, if I have Y = b0 + b1X1 + b2X2 + b3X3 + b4X4, I want to test H0: b1 = b3 = 0, at alpha = 0.05. I ran an lm model in R and got the p-values for each coefficient and the overall F statistic, but I'm not sure what to do to test them…
Amber Cole
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Are the estimates of a binary proportion and of its complement considered 'simultaneous'?

Consider the inference '60% events +/- 3%' from a random sample of a binary frame. The complement is '40% non-events +/- 3%. If expressed together (i.e. '60% events AND 40% non-events), would the two point estimates be considered two simultaneous…
MCornejo
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Simultaneous confidence intervals of linear combinations of the mean

In order to obtain simultaneous confidence intervals for combinations of the mean $\mathbf{a'\mu}$, where $\mathbf{a,\mu} \in \mathbb{R}^p$, from a sample of n iid normal random variables $\mathbf{x_i}$~$N(\mathbf{\mu}, \Sigma)$, we use the…
Giacomo
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Are Simultaneous Tests and Multiple Comparison same concepts?

I Really Can't find some exact definition to the Simultaneous tests. So I am not sure if Simultaneous tests and Multiple Comparison are same concepts or not. I also need a source (Book or Article) to the definitions. Any Help will be appreciated.
SirSaleh
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