Convexity issues in multivariate multiple testing of treatments vs. control

Arthur Cohen, Harold Sackrowitz

Research output: Contribution to journalArticlepeer-review

Abstract

The problem of multiple testing of each of several treatment mean vectors versus a control mean vector is considered. Both one-sided and two-sided alternatives are treated. It is shown that typical choices for marginal test procedures will lead to step-down procedures that do not have convex acceptance regions. This lack of convexity has both intuitive and theoretical disadvantages. The only exception being linear tests in the one-sided problem. Although such a procedure is atypical, it not only has convex acceptance regions but is such that critical values are obtainable so that the overall procedure can control FDR or FWER.For both one-sided and two-sided alternatives, two other stepwise multiple testing methods are presented that do have convex acceptance regions.

Original languageAmerican English
Pages (from-to)1-11
Number of pages11
JournalJournal of Multivariate Analysis
Volume143
DOIs
StatePublished - Jan 1 2016

ASJC Scopus subject areas

  • Statistics and Probability
  • Numerical Analysis
  • Statistics, Probability and Uncertainty

Keywords

  • Co-primary endpoints
  • Convex acceptance region
  • False discovery rate
  • Familywise error rate
  • Positive regression dependence
  • Step-down procedure

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