Abstract
Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini's adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1012-1018 |
| Number of pages | 7 |
| Journal | Biometrika |
| Volume | 96 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 2009 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- General Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- General Agricultural and Biological Sciences
- Statistics, Probability and Uncertainty
- Applied Mathematics
Keywords
- Bonferroni procedure
- Conditional dependence
- Familywise error rate
- Holm procedure
- Multiple testing
- Step-down procedure