A Package to Study the Performance of Step-Up and Step-Down Test Procedures
Abbreviated Journal Title
J. Stat. Softw.
step-up and step-down procedures; performance analysis; reduced step; procedures; maximum steps to guarantee true rejection probabilities; Computer Science, Interdisciplinary Applications; Statistics &; Probability
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 of Statistical Software
"A Package to Study the Performance of Step-Up and Step-Down Test Procedures" (2012). Faculty Bibliography 2010s. 3340.