On stepwise control of directional errors under independence and some dependence

Document Type

Article

Publication Date

8-1-2015

Abstract

In this paper, the problem of error control of stepwise multiple testing procedures is considered. For two-sided hypotheses, control of both type 1 and type 3 (or directional) errors is required, and thus mixed directional familywise error rate control and mixed directional false discovery rate control are each considered by incorporating both types of errors in the error rate. Mixed directional familywise error rate control of stepwise methods in multiple testing has proven to be a challenging problem, as demonstrated in Shaffer (1980). By an appropriate formulation of the problem, some new stepwise procedures are developed that control type 1 and directional errors under independence and various dependencies.

Identifier

84928585898 (Scopus)

Publication Title

Journal of Statistical Planning and Inference

External Full Text Location

https://doi.org/10.1016/j.jspi.2015.02.009

ISSN

03783758

First Page

21

Last Page

33

Volume

163

Grant

DMS-1309162

Fund Ref

National Science Foundation

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