Currently, I did OLS regression with this function
y ~ x + z (1)
I regress many time equation (1) with the same dependent variables + independent variable (x). For control variable z, I used different control variables in each regression.
The results showed that almost all coefficients for control variable z are statistically insignificant. However, some of them are statistically significant, but the magnitudes are quite small (maybe economically insignificant). I just want to do multiple hypothesis testing to make sure my results are consistent for all control variables. I found there is one command in state at this link An overview of multiple hypothesis testing commands in Stata.
My question: Is there something equivalent in R for multiple hypothesis testing?
Thank you a lot for your time and consideration.