More power by using fewer permutations

• 成果类型: Article
• 署名作者: Koning, Nick W.
• 署名单位: Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asae031
• 发表日期: 2024
• 页码: 14051412
• 关键词: randomization tests

摘要

It is conventionally believed that permutation-based testing methods should ideally use all permutations. We challenge this by showing that we can sometimes obtain dramatically more power by using a tiny subgroup. As the subgroup is tiny, this also comes at a much lower computational cost. Moreover, the method remains valid for the same hypotheses. We exploit this to improve the popular permutation-based Westfall and Young MaxT multiple testing method. We analyse the relative efficiency in a Gaussian location model, and find the largest gain in high dimensions.