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The global test statistic is constructed as the maximum of squared standardized statistics for individual coefficients, which are based on a two-step standardization procedure.
Jan 21, 2020
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... global test statistic for a set of alternative covariates can be written as a weighted sum of the global test statistics for each single contributing covariate.
Testing specific rather than general hypotheses increases statistical power, which is especially advantageous with small sample sizes. View chapterExplore book.