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Activity Number:
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429
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Type:
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Contributed
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Date/Time:
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Wednesday, August 5, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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Biopharmaceutical Section
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| Abstract - #305009 |
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Title:
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New Step-Down Procedures for Control of the Generalized Family-Wise Error Rate
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Author(s):
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Zijiang Yang*+ and Sanat Sarkar
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Companies:
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Temple University and Temple University
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Address:
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1810 N 13th St, Philadelphia, PA, 19122,
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Keywords:
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Step Down Test ; Generalized Familywise Error ; Multiple Testing
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Abstract:
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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. Lehmann and Romano (2005) generalized the Holm procedure with a control of the generalized familywise error rate (k-FWER). In this article, the Lehmann-Romano procedure is modified by taking into account the correlations between the test statistics, yielding a more powerful k-FWER controlling procedure. Another procedure is also proposed to improve Lehmann-Romano procedure under independence. Simulations were carried out to show that our procedure often provides much better k-FWER control and power than the Lehmann-Romano procedure and the Holm's procedure.
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