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
Copyright Status
Unknown
Socpus ID
84858307869 (Scopus)
Source API URL
https://api.elsevier.com/content/abstract/scopus_id/84858307869
STARS Citation
Yan, Xin and Su, Xiaogang, "Simultaneous Inference On All Linear Combinations Of Means With Heteroscedastic Errors" (2011). Scopus Export 2010-2014. 2336.
https://stars.library.ucf.edu/scopus2010/2336