A two-step rejection procedure for testing multiple hypotheses |
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Authors: | Jianjun Li |
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Affiliation: | Merck Research Laboratories, 351 N. Sumneytown Pike, North Wales, PA 19454, USA |
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Abstract: | This paper considers p-value based step-wise rejection procedures for testing multiple hypotheses. The existing procedures have used constants as critical values at all steps. With the intention of incorporating the exact magnitude of the p-values at the earlier steps into the decisions at the later steps, this paper applies a different strategy that the critical values at the later steps are determined as functions of the p-values from the earlier steps. As a result, we have derived a new equality and developed a two-step rejection procedure following that. The new procedure is a short-cut of a step-up procedure, and it possesses great simplicity. In terms of power, the proposed procedure is generally comparable to the existing ones and exceptionally superior when the largest p-value is anticipated to be less than 0.5. |
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Keywords: | Bonferroni inequality Multiple tests Strong control of family-wise error rate |
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