Improving Holm's procedure using pairwise dependencies

• 成果类型: Article
• 署名作者: Sarkar, Sanat K.; Fu, Yiyong; Guo, Wenge
• 署名单位: Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; New Jersey Institute of Technology
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asv063
• 发表日期: 2016
• 页码: 237243
• 关键词: multiple; tests

摘要

Seneta & Chen (2005) tightened the familywise error rate control of Holm's procedure by sharpening its critical values using pairwise dependencies of the p-values. In this paper we further sharpen these critical values in the case where the distribution functions of the pairwise maxima of null p-values are convex, a property shown to hold in some applications of Holm's procedure. The newer critical values are uniformly larger, providing tighter familywise error rate control than the approach of Seneta & Chen (2005), significantly so under high pairwise positive dependencies. The critical values can be further improved under exchangeable null p-values.