Simultaneous inference on all linear combinations of means with heteroscedastic errors

DOI10.1155/2011/484272MaRDI QIDQ642442zbMATH OpenOpenAlexWikidataFDO

Authors Xin Yan, Xiaogang Su

Publication date 26 October 2011

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2011/484272

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Paired and multiple comparisons; multiple testing (62J15)

Review text

Summary: We proposed a statistical method to construct simultaneous confidence intervals on all linear combinations of means without assuming equal variance where the classical Scheffé's simultaneous confidence intervals no longer preserve the familywise error rate (FWER). The proposed method is useful when the number of comparisons on linear combinations of means is extremely large. The FWERs for proposed simultaneous confidence intervals under various configurations of mean variances are assessed through simulations and are found to preserve the predefined nominal level very well. An example of pairwise comparisons on heteroscedastic means is given to illustrate the proposed method.

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Cites work

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Cited in

(7)

• Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints.
• Inferences on linear combinations of normal means with unknown and unequal variances
• Simultaneous confidence intervals for one-way layout based on generalized pivotal quantities
• scientific article; zbMATH DE number 4147327 (Why is no real title available?)
• Simultaneous estimation of several CDF’s: homogeneity constraint
• Simultaneous confidence intervals for pairwise multiple comparisons in a two-way unbalanced design with unequal variances
• Simultaneous inferences: new method of maximum combination

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