A class of improved hybrid Hochberg-Hommel type step-up multiple test procedures

Jiangtao Gou, Ajit C Tamhane, Dong Xi, Dror Rom

Research output: Contribution to journalArticlepeer-review

21 Scopus citations

Abstract

In this paper we derive a new p-value based multiple testing procedure that improves upon the Hommel procedure by gaining power as well as having a simpler step-up structure similar to the Hochberg procedure. The key to this improvement is that the Hommel procedure can be improved by a consonant procedure. Exact critical constants of this new procedure can be numerically determined. The zeroth-order approximations to the exact critical constants, albeit slightly conservative, are simple to use and need no tabling, and hence are recommended in practice. The proposed procedure is shown to control the familywise error rate under independence among the p-values. Simulations empirically demonstrate familywise error rate control under positive and negative dependence. Power superiority of the proposed procedure over competing ones is also empirically demonstrated. Illustrative examples are given.

Original languageEnglish (US)
Pages (from-to)899-911
Number of pages13
JournalBiometrika
Volume101
Issue number4
DOIs
StatePublished - Dec 1 2014

Keywords

  • Adjusted p-value
  • Closure method
  • Consonant procedure
  • Familywise error rate
  • p-value based multiple test procedure
  • Stepwise procedure

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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