A class of improved hybrid Hochberg-Hommel type step-up multiple test procedures

• 成果类型: Article
• 署名作者: Gou, Jiangtao; Tamhane, Ajit C.; Xi, Dong; Rom, Dror
• 署名单位: Northwestern University; Northwestern University; Novartis; Novartis USA
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asu032
• 发表日期: 2014
• 页码: 899911
• 关键词: bonferroni procedure

摘要

In this paper we derive a new p-value based multiple testing procedure that improves upon the Hommel procedure by gaining power as well as having a simpler step-up structure similar to the Hochberg procedure. The key to this improvement is that the Hommel procedure can be improved by a consonant procedure. Exact critical constants of this new procedure can be numerically determined. The zeroth-order approximations to the exact critical constants, albeit slightly conservative, are simple to use and need no tabling, and hence are recommended in practice. The proposed procedure is shown to control the familywise error rate under independence among the p-values. Simulations empirically demonstrate familywise error rate control under positive and negative dependence. Power superiority of the proposed procedure over competing ones is also empirically demonstrated. Illustrative examples are given.