This chapter presents a survey of multiple hypothesis testing procedures with an emphasis on those procedures that can be applied in the context of the classical linear regression model. Multiple hypothesis testing is the testing of two or more separate hypotheses simultaneously. The t and F...

Much empirical research is concerned with estimating conditional mean, median, or hazard functions. For example, labor economists are interested in estimating the mean wages of employed individuals conditional on characteristics such as years of work experience and education. The most frequently...