This brief post presents a function to implement the free step-down re-sampling p-value adjustment for multiple-testing for regression models. It is an adaptation of the R code presented in Foulkes (2009, pp. 114-119), but it implements the minP method in addition to the maxT method.
If you want to test whether the change in R2 is statistically significant for nested linear models with heteroscedasticity-consistent (HC) standard errors (e.g., hierarchical regression), then you can use
vcovHC() from the
sandwich package and
waldtest() from the