Title

Critical Values For Multiple Testing And Comparisons: One Step And Step Down Procedures

Keywords

Correlated data; Critical values; Fortran programs; Multiple comparisons; Multiple testing

Abstract

The methodology developed in Somerville (Proceedings of the 25th Symposium on the Interface, Computing Science and Statistics, April 1993, pp. 352-356; Technical Report TR-94-1, Department of Statistics, University of Central Florida, 1994; Comput. Statist. Data Anal. 25, 1997. 217-233; J. Comput. Graph. Stat. 7 (4), 1998, 529-544) to calculate the constants necessary for one-step and step-down multiple testing, and its computer implementations are reviewed in this paper. The constants can be calculated for arbitrary variance-covariance matrices, arbitrary numbers of populations, and arbitrary number of degrees of freedom for σ2. The methodology is based on methods for calculating values for multivariate normal and multivariate-t integrals over certain convex regions. A comparison of the procedures of Edwards and Berry (Biometrics 43, 1987, 913-928) and Somerville (1997) is given with the latter procedure indicated to be orders of magnitude faster for most practical situations. In addition, an example is given, demonstrating that ignoring correlations of parameter estimates can result in multiple tests for comparisons which are very conservative. © 1999 Elsevier Science B.V. All rights reserved.

Publication Date

12-1-1999

Publication Title

Journal of Statistical Planning and Inference

Volume

82

Issue

1-2

Number of Pages

129-138

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/S0378-3758(99)00036-1

Socpus ID

0033450811 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0033450811

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