IDEAS home Printed from https://ideas.repec.org/a/spr/sankhb/v80y2018i1d10.1007_s13571-017-0135-0.html
   My bibliography  Save this article

A Flexible Choice of Critical Constants for the Improved Hybrid Hochberg-Hommel Procedure

Author

Listed:
  • Jiangtao Gou

    (Hunter College)

  • Ajit C. Tamhane

    (Northwestern University)

Abstract

In Gou et al. (Biometrika 101(4), 899–911 2014), we proposed an improved hybrid Hochberg-Hommel (HH0) step-up multiple test procedure. The procedure used a fixed, specified set of critical constants. In this follow-up note, we show that an entire class of critical constants can be derived by relaxing one of the assumptions in that paper. This allows a choice of more powerful critical constants. These critical constants do not control the type I error under positive dependence among the test statistics as shown by simulations. Therefore, they should be used only under independence and negative dependence when not only they control the type I error but also yield higher power. If positive dependence is expected, as is common in practice, then the HH0 procedure should be used since it is robust with respect to type I error control under dependence.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-017-0135-0
    DOI: 10.1007/s13571-017-0135-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13571-017-0135-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s13571-017-0135-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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. Cai, Gengqian & Sarkar, Sanat K., 2008. "Modified Simes' critical values under independence," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1362-1368, September.
    2. 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.
    Full references (including those not matched with items on IDEAS)

    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. 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.
    2. 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.

    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:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-017-0135-0. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.