Simultaneous directional inference
同时方向推断
Abstract We consider the problem of inference on the signs of n>1 parameters. We aim to provide 1−α post hoc confidence bounds on the number of positive and negative (or non-positive) parameters, with a simultaneous guarantee, for all subsets of parameters. We suggest to start by using the data to select the direction of the hypothesis test for each parameter; then, adjust the p-values of the one-sided hypotheses for the selection, and use the adjusted p-values for…