Optimal testing of multiple hypotheses with common effect direction

• 成果类型: Article
• 署名作者: Bittman, Richard M.; Romano, Joseph P.; Vallarino, Carlos; Wolf, Michael
• 署名单位: Stanford University; University of Zurich
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asp006
• 发表日期: 2009
• 页码: 399410
• 关键词: end-points

摘要

We present a theoretical basis for testing related endpoints. Typically, it is known how to construct tests of the individual hypotheses, but not how to combine them into a multiple test procedure that controls the familywise error rate. Using the closure method, we emphasize the role of consonant procedures, from an interpretive as well as a theoretical viewpoint. Surprisingly, even if each intersection test has an optimality property, the overall procedure obtained by applying closure to these tests may be inadmissible. We introduce a new procedure, which is consonant and has a maximin property under the normal model. The results are then applied to PROactive, a clinical trial designed to investigate the effectiveness of a glucose-lowering drug on macrovascular outcomes among patients with type 2 diabetes.