On stepwise control of directional errors under independence and some dependence

DOI10.1016/J.JSPI.2015.02.009MaRDI QIDQ496471zbMATH OpenOpenAlexFDO

Authors Wenge Guo, Joseph P. Romano

Publication date 21 September 2015

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.02854

zbMATH Keywords

false discovery ratemultiple testingpositive dependencefamilywise error rateHochberg procedureHolm proceduredirectional errorstepwise procedure

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Paired and multiple comparisons; multiple testing (62J15)

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.

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Cited in

(3)

• Adaptive procedures for directional false discovery rate control
• Optimal procedure for controlling the mixed directional error
• A Generalized Sidak-Holm Procedure and Control of Generalized Error Rates under Independence

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