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Testing Equality of Means Under Order Restrictions Using Multiple Contrasts
Authors:James T Kost
Institution:Merck Research Laboratories, Merck and Co., Inc. , North Wales, Pennsylvania, USA
Abstract:The likelihood ratio test for equality of ordered means is known to have power characteristics that are generally superior to those of competing procedures. Difficulties in implementing this test have led to the development of alternative approaches, most of which are based on contrasts. While orthogonal contrasts can be chosen to simplify the distribution theory, we propose a class of tests that is easy to implement even if the contrasts used are not orthogonal. An overall measure of significance may be obtained by using Fisher's combination statistic to combine the dependent p-values arising from these contrasts. This method can be easily implemented for testing problems involving unequal sample sizes and any partial order, and has power properties that compare well with those of the likelihood ratio test and other contrast-based tests.
Keywords:Combining dependent p-values  Fisher's combination method  Order restricted inference  Polyhedral cone  Scaled χ2 approximation
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