On adaptive procedures controlling the familywise error rate

Document Type

Article

Publication Date

1-1-2012

Abstract

The idea of modifying, and potentially improving, classical multiple testing methods controlling the familywise error rate (FWER) via an estimate of the unknown number of true null hypotheses has been around for a long time without a formal answer to the question whether or not such adaptive methods ultimately maintain the strong control of FWER, until Finner and Gontscharuk (2009) and Guo (2009) have offered some answers. A class of adaptive Bonferroni and Šidàk methods larger than considered in those papers is introduced, with the FWER control now proved under a weaker distributional setup. Numerical results show that there are versions of adaptive Bonferroni and Šidàk methods that can perform better under certain positive dependence situations than those previously considered. A different adaptive Holm method and its stepup analog, referred to as an adaptive Hochberg method, are also introduced, and their FWER control is proved asymptotically, as in those papers. These adaptive Holm and Hochberg methods are numerically seen to often outperform the previously considered adaptive Holm method. © 2011 Elsevier B.V.

Identifier

80052274709 (Scopus)

Publication Title

Journal of Statistical Planning and Inference

External Full Text Location

https://doi.org/10.1016/j.jspi.2011.06.022

ISSN

03783758

First Page

65

Last Page

78

Issue

1

Volume

142

Grant

DMS-0603868

Fund Ref

National Science Foundation

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