International Statistical Review

Simple Stepwise Tests of Hypotheses and Multiple Comparisons

Eugene Seneta and John T. Chen

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Abstract

Holm's (1979) step-down and Hochberg's (1988) step-up procedures for tests of multiple hypotheses are simple to apply and are widely used. Holm's procedure controls the familywise error rate (FWE), while Hochberg's is more powerful. This paper investigates a step-down procedure (labelled CS) of Seneta & Chen (1997) which is a sharpening of Holm's, takes into account the degree of association between test statistics, and also controls the FWE. Computation for the CS procedure may be minimized by using the procedure as an adjustment to Holm's. The computational steps are detailed, and the adjustment is then illustrated by an application to a text-book example of multiple comparisons, in which step-wise procedures are shown to perform better than the usual Tukey T-comparison. Simulation investigations in a standard comparison with a control setting show that the CS step-down procedure is more powerful than Hochberg's step-up procedure and the procedure of Simes (1986), especially in regard to error rate, and not much less powerful than an optimal, but very specific, step-up procedure of Dunnett & Tamhane (1992).

Article information

Source
Internat. Statist. Rev., Volume 73, Number 1 (2005), 21-34.

Dates
First available in Project Euclid: 31 March 2005

Permanent link to this document
https://projecteuclid.org/euclid.isr/1112304810

Zentralblatt MATH identifier
1296.62124

Keywords
Multiple hypotheses Step-down tests Familywise error rate Holm's procedure Hochberg's procedure Multiple comparisons P-value Correlation Simes' test Dunnett's test Multivariate t-distribution

Citation

Seneta, Eugene; Chen, John T. Simple Stepwise Tests of Hypotheses and Multiple Comparisons. Internat. Statist. Rev. 73 (2005), no. 1, 21--34. https://projecteuclid.org/euclid.isr/1112304810


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References

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