On stepwise control of directional errors under independence and some dependence

Wenge Guo, Joseph P. Romano

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)21-33
Number of pages13
JournalJournal of Statistical Planning and Inference
Volume163
DOIs
StatePublished - Aug 1 2015

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Keywords

  • Directional error
  • False discovery rate
  • Familywise error rate
  • Hochberg procedure
  • Holm procedure
  • Multiple testing
  • Positive dependence
  • Stepwise procedure

Fingerprint Dive into the research topics of 'On stepwise control of directional errors under independence and some dependence'. Together they form a unique fingerprint.

Cite this