|
Activity Number:
|
27
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Sunday, July 29, 2007 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
IMS
|
| Abstract - #309401 |
|
Title:
|
Modified Holm's Critical Values Using Correlation
|
|
Author(s):
|
Zijiang Yang*+ and Sanat Sarkar
|
|
Companies:
|
Temple University and Temple University
|
|
Address:
|
2108B Mather Way, Elkins Park, PA, 19027,
|
|
Keywords:
|
Multiple comparisons ; Familywise error rate ; Step-down test ; Modified Holm's procedures
|
|
Abstract:
|
Holm (1979) proposed a step-down procedure for multiple hypothesis testing with a control of the familywise error rate (FWER) under any kind of dependence. Seneta and Chen (2005) sharpened the Holm procedure by taking into account the correlations between the test statistics. In this article, the Seneta-Chen procedure is further modified yielding a more powerful FWER controlling procedure. Simulations were carried out to show that our procedure often provides much better FWER control and power than the Seneta-Chen procedure.
|
