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Modifications of the Bonferroni-Holm procedure for a multi-way ANOVA
Authors:Vanessa Didelez  Iris Pigeot  Patricia Walter
Institution:(1) Department of Statistical Science, University College London, Gower Street, WC1E 6BT London, UK;(2) Bremen Institute of Prevention Research and Social Medicine, Linzer Str. 8-10, 28359 Bremen, Germany;(3) Department of Statistics, University of Munich, Ludwigstr. 33, 80539 Munich, Germany
Abstract:We present step-wise test procedures based on the Bonferroni-Holm principle for multi-way ANOVA-type models. It is shown for two plausible modifications that the multiple level α is preserved. These theoretical results are supplemented by a simulation study, in a two-way ANOVA setting, to compare the multiple procedures with respect to their simultaneous power and the relative frequency of correctly rejected false hypotheses. Financial support of the Deutsche Forschungsgemeinschaft is gratefully acknowledged.
Keywords:Adjustment for multiplicity  Bonferroni-Holm procedure  multiple test problem  multi-way ANOVA  step-wise procedures
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