Optimal testing of multiple hypotheses with common effect direction
Richard M. Bittman,
Joseph P. Romano,
Carlos Vallarino and
Michael Wolf
No 307, IEW - Working Papers from Institute for Empirical Research in Economics - University of Zurich
Abstract:
We present a theoretical basis for testing related endpoints. Typically, it is known how to construct tests of the individual hypotheses, and the problem is how to combine them into a multiple test procedure that controls the familywise error rate. Using the closure method, we emphasize the role of consonant procedures, from an interpretive as well as a theoretical viewpoint. Suprisingly, even if each intersection test has an optimality property, the overall procedure obtained by applying closure to these tests may be inadmissible. We introduce a new procedure, which is consonant and has a maximin property under the normal model. The results are then applied to PROactive, a clinical trial designed to investigate the effectiveness of a glucose-lowering drug on macrovascular outcomes among patients with type 2 diabetes.
Keywords: Closure Method; Consonance; Familywise Error Rate; Multiple Endpoints; Multiple Testing; O�Brien�s method. (search for similar items in EconPapers)
JEL-codes: C12 C14 (search for similar items in EconPapers)
Date: 2008-07
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)
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https://www.zora.uzh.ch/id/eprint/52263/1/iewwp307.pdf (application/pdf)
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Journal Article: Optimal testing of multiple hypotheses with common effect direction (2009) 
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Persistent link: https://EconPapers.repec.org/RePEc:zur:iewwpx:307
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