OptSig

Optimal Level of Significance for Regression and Other Statistical Tests

v2.2 · Jul 3, 2022 · GPL-2

Description

The optimal level of significance is calculated 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 and Choi (2020) <doi:10.1111/abac.12172>, and Kim (2021) <doi:10.1080/00031305.2020.1750484>.

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r-devel-linux-x86_64-debian-clang	NOTE	41.7s
r-devel-linux-x86_64-debian-gcc	NOTE	29.9s
r-devel-linux-x86_64-fedora-clang	OK	65.9s
r-devel-linux-x86_64-fedora-gcc	OK	63.5s
r-devel-macos-arm64	OK	14s
r-devel-windows-x86_64	OK	69s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	33s
r-oldrel-windows-x86_64	OK	75s
r-patched-linux-x86_64	OK	38.4s
r-release-linux-x86_64	OK	38.1s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	39s
r-release-windows-x86_64	OK	67s

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Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’

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  Authors@R: person(given = c("Jae", "H."),
                    family = "Kim",
                    role = c("aut", "cre"),
                    email = "jaekim8080@gmail.com")
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Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’

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  Authors@R: person(given = c("Jae", "H."),
                    family = "Kim",
                    role = c("aut", "cre"),
                    email = "jaekim8080@gmail.com")
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Jae", "H."),
                    family = "Kim",
                    role = c("aut", "cre"),
                    email = "jaekim8080@gmail.com")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Jae", "H."),
                    family = "Kim",
                    role = c("aut", "cre"),
                    email = "jaekim8080@gmail.com")
as necessary.

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Version History

new 2.2 Mar 10, 2026