Title

A Package to Study the Performance of Step-Up and Step-Down Test Procedures

Authors

Authors

P. N. Somerville

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

Abbreviated Journal Title

J. Stat. Softw.

Keywords

step-up and step-down procedures; performance analysis; reduced step; procedures; maximum steps to guarantee true rejection probabilities; Computer Science, Interdisciplinary Applications; Statistics &; Probability

Abstract

The package can be used to analyze the performance of step-up and step-down procedures. It can be used to compare powers, calculate the "false discovery rate", to study the effects of reduced step procedures, and to calculate P[U <= k], where U is the number of rejected true hypotheses. It can be used to determine the maximum number of steps that can be made and still guarantee (with a given probability) that the number of false rejections will not exceed some specified number. The test statistics are assumed to have a multivariate-t distribution. Examples are included.

Journal Title

Journal of Statistical Software

Volume

51

Issue/Number

6

Publication Date

1-1-2012

Document Type

Article

Language

English

First Page

1

Last Page

25

WOS Identifier

WOS:000312288900001

ISSN

1548-7660

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