#Generate the design matrix and response vector for logistic regression models
n= 100
m = 5
X = matrix(data = 0, nrow = n, ncol = m,byrow = TRUE )
for ( i in 1:n){
set.seed(1234+i)
X[i,] = as.vector(arima.sim(model = list(order = c(1, 0, 0), ar = 0.2), n = m) )
}
y = rbinom(n,1,0.6)
X[which(y==1),1:3] = X[which(y==1),1:3] + 0.8
xs = paste("x",seq(1,m,1),sep="")
colnames(X) = xs
hyps=xs[1]
#The raw p-values of globaltest
gt2(y = y, X = X, hyps = hyps, alpha = 0.05)
#p-value Statistic Expected #Cov
#7.64e-03 2.30e+02 1.24e+02 1.00e+00
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