Title

Obtaining critical values for simultaneous confidence intervals and multiple testing

Authors

Authors

P. N. Somerville;F. Bretz

Comments

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Abbreviated Journal Title

Biom. J.

Keywords

multiple testing; multiple comparisons; simultaneous confidence; intervals; critical values; Mathematical & Computational Biology; Statistics & Probability

Abstract

There are many situations where it is desired to make simultaneous tests or give simultaneous confidence intervals for linear combinations (contrasts) of population or treatment means. SOMERVILLE (1997, 1999) developed algorithms for calculating the critical values for a large class of simultaneous tests and simultaneous confidence intervals. Fortran 90 and SAS-IML batch programs and interactive programs were developed. These programs calculate the critical values for 15 different simultaneous confidence interval procedures (and the corresponding simultaneous tests) and for arbitrary procedures where the user specifies a combination of one and two sided contrasts. The programs can also be used to obtain the constants for "step-down" testing of multiple hypotheses. This paper gives examples of the use of the algorithms and programs and illustrates their versatility and generality. The designs need not be balanced, multiple covariates may be present and there may be many missing values. The use of multiple regression and dummy variables to obtain the required variance covariance matrix is illustrated. Under weak normality assumptions the methods are "exact" and make the use of approximate methods or "simulation" unnecessary.

Journal Title

Biometrical Journal

Volume

43

Issue/Number

5

Publication Date

1-1-2001

Document Type

Article

Language

English

First Page

657

Last Page

663

WOS Identifier

WOS:000171069400012

ISSN

0323-3847

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