Hi all
I run a nonlinear sur using "nlsur"
I then run a test on nearly 8 nonlinear restrictions on the resulting coefficients using "testnl". I add to "testnl" the option, mtest(noadjust), which is the default and then alternatively mtest(holm).
The resulting outputs are as following:

Code:
---------------------------------------
       |F(df,190574)     df       p
-------+-------------------------------
  (1)  |      414.41      1     0.0000 #
  (2)  |        4.24      1     0.0395 #
  (3)  |       98.97      1     0.0000 #
  (4)  |        2.51      1     0.1131 #
  (5)  |       35.04      1     0.0000 #
  (6)  |        4.91      1     0.0268 #
  (7)  |        1.96      1     0.1616 #
  (8)  |     5423.86      1     0.0000 #
-------+-------------------------------
  all  |     1230.26      8     0.0000
---------------------------------------
                  # unadjusted p-values
and then the Holm adjustment leads to :

Code:
---------------------------------------
       |F(df,190574)     df       p
-------+-------------------------------
  (1)  |      414.41      1     0.0000 #
  (2)  |        4.24      1     0.1185 #
  (3)  |       98.97      1     0.0000 #
  (4)  |        2.51      1     0.2262 #
  (5)  |       35.04      1     0.0000 #
  (6)  |        4.91      1     0.1070 #
  (7)  |        1.96      1     0.1616 #
  (8)  |     5423.86      1     0.0000 #
-------+-------------------------------
  all  |     1230.26      8     0.0000
---------------------------------------
               # Holm adjusted p-values
My question is:
Focusing on the unadjusted p_values and the results on the test of restriction number (6). When I comment on the significance (using a 5% significance level), I say that there is a significant difference with regard to restriction number (6) as the p-value of 0.026 is less than 5%.

Now, with regard to the Holm adjusted P-value (which is really new to me but was recommended by a reviewer), do I also compare between the Stata output of Holm adjusted p values i.e. 0.107 in restriction number (6) and the same 5% significance level and hence my comment would be that there is no significant relation (because 0.107>5%) ? or that I must also adjust the 5% conventional significance level by dividing by number of tests which is 8 here??

In other words, does Stata give us the adjusted p value that we directly compare with the conventional significance levels, for example 5%, or that we are also required to adjust the significance level of 5% as well before comparing with the Holm adjusted p values and make comment on significance??