IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v55y2011i1p110-122.html
   My bibliography  Save this article

On power and sample size computation for multiple testing procedures

Author

Listed:
  • Chen, Jie
  • Luo, Jianfeng
  • Liu, Kenneth
  • Mehrotra, Devan V.

Abstract

Power and sample size determination has been a challenging issue for multiple testing procedures, especially stepwise procedures, mainly because (1) there are several power definitions, (2) power calculation usually requires multivariate integration involving order statistics, and (3) expansion of these power expressions in terms of ordinary statistics, instead of order statistics, is generally a difficult task. Traditionally power and sample size calculations rely on either simulations or some recursive algorithm; neither is straightforward and computationally economic. In this paper we develop explicit formulas for minimal power and r-power of stepwise procedures as well as complete power of single-step procedures for exchangeable and non-exchangeable bivariate and trivariate test statistics. With the explicit power expressions, we were able to directly calculate the desired power, given sample size and correlation. Numerical examples are presented to illustrate the relationship among power, sample size and correlation.

Suggested Citation

  • Chen, Jie & Luo, Jianfeng & Liu, Kenneth & Mehrotra, Devan V., 2011. "On power and sample size computation for multiple testing procedures," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 110-122, January.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:1:p:110-122
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(10)00235-5
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dunnett, Charles W. & Tamhane, Ajit C., 1993. "Power comparisons of some step-up multiple test procedures," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 55-58, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Yang & Zhao, Hui & Sun, Jianguo & Kim, KyungMann, 2014. "Nonparametric tests for panel count data with unequal observation processes," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 103-111.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kwong, K. S. & Liu, W., 2000. "Calculation of critical values for Dunnett and Tamhane's step-up multiple test procedure," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 411-416, October.
    2. Koon-Shing Kwong, 2001. "An algorithm for construction of multiple hypothesis testing," Computational Statistics, Springer, vol. 16(1), pages 165-171, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:55:y:2011:i:1:p:110-122. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.