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A simple procedure for the selection of significant effects

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  • D. R. Cox
  • Man Yu Wong

Abstract

Summary. Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.

Suggested Citation

  • D. R. Cox & Man Yu Wong, 2004. "A simple procedure for the selection of significant effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 395-400, May.
    • Handle: RePEc:bla:jorssb:v:66:y:2004:i:2:p:395-400
    DOI: 10.1111/j.1369-7412.2004.05695.x
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    Cited by:

    1. Nancy Reid & David R. Cox, 2015. "On Some Principles of Statistical Inference," International Statistical Review, International Statistical Institute, vol. 83(2), pages 293-308, August.

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