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Abstract Details
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Activity Number:
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617
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Type:
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Contributed
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Date/Time:
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Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Biometrics Section
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| Abstract - #302604 |
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Title:
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The Per Family Error Rate of a Stepwise Multiple Testing Procedure
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Author(s):
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Alexander Y. Gordon*+
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Companies:
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The University of North Carolina at Charlotte
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Address:
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9201 University City Blvd, Charlotte, NC, 28223,
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Keywords:
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multiple testing procedure ;
per family error rate ;
expected number of false rejections ;
step-up procedure ;
step-down procedure ;
step-up-down procedure
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Abstract:
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The per family error rate (PFER) of a multiple testing procedure (MTP) introduced by Tukey (1953) is the expected number of false rejections. We are interested in the exact level at which a given MTP controls the PFER, no restrictions being imposed on the underlying joint distribution of the p-values associated with the hypotheses being tested. Let M be a procedure that belongs to one of the two most popular classes - those of step-down (Holm type) or step-up (Benjamini-Hochberg type) MTPs, or more generally to the class of step-up-down procedures introduced by Tamhane, Liu and Dunnett (1998). We present explicit formulas that express the exact level at which the procedure M controls the PFER in terms of the critical values of M.
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