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Questions tagged [chunk-test]

Testing hypothesis involving more than one parameter, also called simultaneous test

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Sequential Approach lower error than Simultaneous approach

I'm looking for a situation/code example and dataset (preferably 2 datasets), where the greedy/sequential approach has a lower cross-validation error than a simultaneous approach (where comparison is ...
matthew George's user avatar
3 votes
2 answers

If I have one non-significant factor level in a glm, is that entire variable now considered non significant?

I have a question similar to this one, but I just wanted to follow on and ask if the entire variable is now insignificant? I have a factor with 3 levels. When doing the model simplification, it showed ...
trizzo's user avatar
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2 votes
1 answer

how can I obtain a beta value for three way interaction term in a logistic regression

I am using the RMS package in R to conduct a logistic regression that contains a three-way interaction. As part of my modelling approach, I have conducted chunk tests of the interaction (using Wald ...
user183974's user avatar
1 vote
2 answers

P-values for spline terms in coxph in R

I have a Cox PH model including a smoothing spline as follows, where x and z are covariates: fit<-coxph(Surv(start,end,exit) ~ x + pspline(z)) While I ...
Conor Little's user avatar
20 votes
2 answers

What are chunk tests?

In answer to a question on model selection in the presence of multicollinearity, Frank Harrell suggested: Put all variables in the model but do not test for the effect of one variable adjusted for ...
fmark's user avatar
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