Sequential Testing Procedures for Single-Step Methods

• Activity Number: 78
• Type: Contributed
• Date/Time: Sunday, August 3, 2014 : 4:00 PM to 5:50 PM
• Sponsor: Section on Statistical Computing
• Author(s): Yimin Zhang*+ and Melinda McCann
• Companies: Oklahoma State University and Oklahoma State University
• Keywords: Multiple Testing ; Familywise Error Rate ; Stepdown Procedure ; Sequentially Rejective Methods

Abstract

Sequentially rejective methods are one type of multiple comparison methods in which the current step result depends on the test results of previous steps. We propose three sequentially rejective methods based on single-step methods, all of which control the familywise error rate (FWE), to achieve improved power in multiple testing. We suggest modifications to the critical values such that the modified critical values are monotone at all times. To facilitate computation, two of the three proposed methods are developed to modify monotone critical values along the rejection path. These three sequentially rejective methods are applicable to any single-step methods under mild conditions, and show the potential to uniformly improve power over their single-step counterparts, while still maintaining strong control of the FWE. Moreover, new sequentially rejective methods are developed from applying these modifications to the hybrid method proposed by McCann and Edwards (2000), and these new methods are shown to often outperform Holm's procedure and the stepdown Sidak's method in a variety of multiple comparison problems.