MHTREG: Stata module for multiple hypothesis testing controlling for FWER

Andreas Steinmayr

Statistical Software Components from Boston College Department of Economics

Abstract: mhtreg is a module for multiple hypothesis testing that asymptotically controls familywise error rate and is asymptotically balanced. It is based on List et al. (Experimental Economics, 2019) but modified to be used in a multivariate regression setting.

Language: Stata
Requires: Stata version 14 and moremata from SSC (q.v.)
Keywords: hypothesis testing; regression; family-wise error rate (search for similar items in EconPapers)
Date: 2020-10-19
Note: This module should be installed from within Stata by typing "ssc install mhtreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mhtreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mhtreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhtreg.mlib Mata object library (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458853

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