 Optimal test procedures for multiple hypotheses controlling the familywise expected lossWilli Maurer, Frank Bretz and Xiaolei Xun Biometrics, 2023, vol. 79, issue 4, 2781-2793 Abstract: We consider the problem of testing multiple null hypotheses, where a decision to reject or retain must be made for each one and embedding incorrect decisions into a real‐life context may inflict different losses. We argue that traditional methods controlling the Type I error rate may be too restrictive in this situation and that the standard familywise error rate may not be appropriate. Using a decision‐theoretic approach, we define suitable loss functions for a given decision rule, where incorrect decisions can be treated unequally by assigning different loss values. Taking expectation with respect to the sampling distribution of the data allows us to control the familywise expected loss instead of the conventional familywise error rate. Different loss functions can be adopted, and we search for decision rules that satisfy certain optimality criteria within a broad class of decision rules for which the expected loss is bounded by a fixed threshold under any parameter configuration. We illustrate the methods with the problem of establishing efficacy of a new medicinal treatment in non‐overlapping subgroups of patients. Date: 2023 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:bla:biomet:v:79:y:2023:i:4:p:2781-2793 Ordering information: This journal article can be ordered from Access Statistics for this article More articles in Biometrics from The International Biometric Society |
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