# Questions tagged [chunk-test]

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

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### 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 ...
• 4,987
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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 ...
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### 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 ...
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### 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 ...
• 401
1 vote
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### 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 ...
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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 ...
• 141
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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 ...
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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}...
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