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VOL. 47 | 2004 On O’Brien’s OLS and GLS tests for multiple endpoints


In this article we obtain some new results and extensions of the OLS and GLS tests proposed by O’Brien (1984), Procedures for comparing samples with multiple endpoints, for the one-sided multivariate testing problem. In particular, we empirically obtain an accurate small sample approximation to the critical point of the OLS test. Next we give a power comparison between the OLS test and a competing test proposed by Läuter (1996). Exact t and F tests for analyzing studies with multiple endpoints. Lastly, we extend the OLS and GLS tests to the heteroscedastic setup where the control and treatment populations have different covariance matrices.


Published: 1 January 2004
First available in Project Euclid: 28 November 2007

zbMATH: 1268.62055
MathSciNet: MR2118593

Digital Object Identifier: 10.1214/lnms/1196285627

Primary: 62J15
Secondary: 62P10

Rights: Copyright © 2004, Institute of Mathematical Statistics


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