Global-Test-Based Closed Testing Procedures for Multiple Comparisons

• Activity Number: 60
• Type: Topic Contributed
• Date/Time: Sunday, August 9, 2015 : 4:00 PM to 5:50 PM
• Sponsor: Biopharmaceutical Section
• Author(s): Xuan Liu* and Qi Jiang and Jane Qian
• Companies: AbbVie and AbbVie and AbbVie
• Keywords: Multiple testing ; Closed Testing Procedure ; Global Test ; F Test ; Permutation Test

Abstract

We construct multiple testing procedures based on the closed testing procedure, in which F test is used to test the intersection hypotheses. We use simulation studies to compare the performance of the constructed testing procedures with the Hochberg procedure. Hochberg procedure is selected for comparison due to its good efficiency and increasing popularity. We visualize the comparison between the testing procedures and show that neither approach is uniformly better than the other. They may be optimal locally, depending on the assumptions on the treatment effect. Alternative permutation-test based approaches are also proposed, and shown to have improved performance.