Title

Simultaneous Inference On All Linear Combinations Of Means With Heteroscedastic Errors

Abstract

We proposed a statistical method to construct simultaneous confidence intervals on all linear combinations of means without assuming equal variance where the classical Scheffé's simultaneous confidence intervals no longer preserve the familywise error rate (FWER). The proposed method is useful when the number of comparisons on linear combinations of means is extremely large. The FWERs for proposed simultaneous confidence intervals under various configurations of mean variances are assessed through simulations and are found to preserve the predefined nominal level very well. An example of pairwise comparisons on heteroscedastic means is given to illustrate the proposed method. © 2011 Xin Yan and Xiaogang Su.

Publication Date

12-1-2011

Publication Title

Journal of Probability and Statistics

Number of Pages

-

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1155/2011/484272

Socpus ID

84858307869 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/84858307869

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