More power by using fewer permutations

Nick W Koning

Biometrika, 2024, vol. 111, issue 4, 1405-1412

Abstract: It is conventionally believed that permutation-based testing methods should ideally use all permutations. We challenge this by showing that we can sometimes obtain dramatically more power by using a tiny subgroup. As the subgroup is tiny, this also comes at a much lower computational cost. Moreover, the method remains valid for the same hypotheses. We exploit this to improve the popular permutation-based Westfall and Young MaxT multiple testing method. We analyse the relative efficiency in a Gaussian location model, and find the largest gain in high dimensions.

Keywords: Group invariance test; MaxT method; Permutation test; Randomization test; Subgroup (search for similar items in EconPapers)
Date: 2024
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