OptSig: Optimal Level of Significance for Regression and Other Statistical Tests

Calculates the optimal level of significance based on a decision-theoretic approach. The optimal level is chosen so that the expected loss from hypothesis testing is minimized. A range of statistical tests are covered, including the test for the population mean, population proportion, and a linear restriction in a multiple regression model. The details are covered in Kim, Jae H. and Choi, In, Choosing the Level of Significance: A Decision-Theoretic Approach (December 18, 2017), available at SSRN: <https://ssrn.com/abstract=2652773> or <doi:10.2139/ssrn.2652773>. See also Kim and Ji (2015) <doi:10.1016/j.jempfin.2015.08.006>.

Version: 1.0
Imports: pwr
Published: 2017-12-21
Author: Jae H. Kim
Maintainer: Jae H. Kim <J.Kim at latrobe.edu.au>
License: GPL-2
NeedsCompilation: no
CRAN checks: OptSig results

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Reference manual: OptSig.pdf
Package source: OptSig_1.0.tar.gz
Windows binaries: r-devel: OptSig_1.0.zip, r-release: OptSig_1.0.zip, r-oldrel: OptSig_1.0.zip
OS X binaries: r-release: OptSig_1.0.tgz, r-oldrel: OptSig_1.0.tgz

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