Institute of Mathematical Statistics Collections

Multiple testing of pairwise comparisons

Arthur Cohen, Harold Sackrowitz, and Chuanwen Chen

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Abstract

Multiple testing for pairwise comparisons in a one way fixed and balanced analysis of variance model is studied. Normality, independence and homogeneity of variance is assumed. Two sided alternatives are considered. The usual stepwise procedures are shown to lack an intuitive and important interval property for acceptance sections of individual tests. This renders them inadmissible in terms of both types of errors. Alternative procedures that do have the interval property are suggested. The new procedures are compared to the standard procedures in terms of power and in terms of practicality. One of the new procedures follows logical restrictions which may be a desirable property in some instances.

Chapter information

Source
James O. Berger, T. Tony Cai and Iain M. Johnstone, eds., Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2010), 144-157

Dates
First available in Project Euclid: 26 October 2010

Permanent link to this document
https://projecteuclid.org/euclid.imsc/1288099017

Digital Object Identifier
doi:10.1214/10-IMSCOLL610

Subjects
Primary: 62H15: Hypothesis testing 62C15: Admissibility

Keywords
admissibility logical restrictions maximum residual down (MRD) step-down procedure Tukey’s method

Rights
Copyright © 2010, Institute of Mathematical Statistics

Citation

Cohen, Arthur; Sackrowitz, Harold; Chen, Chuanwen. Multiple testing of pairwise comparisons. Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown, 144--157, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2010. doi:10.1214/10-IMSCOLL610. https://projecteuclid.org/euclid.imsc/1288099017


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