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

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  • Jiangtao Gou
  • Ajit C. Tamhane
  • Dong Xi
  • Dror Rom

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.

Suggested Citation

  • Jiangtao Gou & Ajit C. Tamhane & Dong Xi & Dror Rom, 2014. "A class of improved hybrid Hochberg–Hommel type step-up multiple test procedures," Biometrika, Biometrika Trust, vol. 101(4), pages 899-911.
    • Handle: RePEc:oup:biomet:v:101:y:2014:i:4:p:899-911.
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    File URL: http://hdl.handle.net/10.1093/biomet/asu032
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    Cited by:

    1. Fengqing Zhang & Jiangtao Gou, 2021. "Refined critical boundary with enhanced statistical power for non-directional two-sided tests in group sequential designs with multiple endpoints," Statistical Papers, Springer, vol. 62(3), pages 1265-1290, June.
    2. Ningning Xu & Aldo Solari & Jelle J. Goeman, 2023. "Closed testing with Globaltest, with application in metabolomics," Biometrics, The International Biometric Society, vol. 79(2), pages 1103-1113, June.
    3. Jiangtao Gou & Ajit C. Tamhane, 2018. "A Flexible Choice of Critical Constants for the Improved Hybrid Hochberg-Hommel Procedure," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 85-97, May.

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