A Package to Study the Performance of Step-Up and Step-Down Test Procedures

Paul N. Somerville

Journal of Statistical Software, 2012, vol. 051, issue i06

Abstract: The package can be used to analyze the performance of step-up and step-down procedures. It can be used to compare powers, calculate the “false discovery rate”, to study the effects of reduced step procedures, and to calculate P [U ≤ k], where U is the number of rejected true hypotheses. It can be used to determine the maximum number of steps that can be made and still guarantee (with a given probability) that the number of false rejections will not exceed some specified number. The test statistics are assumed to have a multivariate-t distribution. Examples are included.

Date: 2012-11-13
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:051:i06

DOI: 10.18637/jss.v051.i06

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