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Optimal testing of multiple hypotheses with common effect direction


Bittman, Richard M; Romano, Joseph P; Vallarino, Carlos; Wolf, Michael (2008). Optimal testing of multiple hypotheses with common effect direction. Working paper series / Institute for Empirical Research in Economics No. 307, University of Zurich.

Abstract

We present a theoretical basis for testing related endpoints. Typically, it is known hownto 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 overallnprocedure obtained by applying closure to these tests may be inadmissible. We introduce annew 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 effectivenessnof a glucose-lowering drug on macrovascular outcomes among patients with type 2 diabetes.n

Abstract

We present a theoretical basis for testing related endpoints. Typically, it is known hownto 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 overallnprocedure obtained by applying closure to these tests may be inadmissible. We introduce annew 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 effectivenessnof a glucose-lowering drug on macrovascular outcomes among patients with type 2 diabetes.n

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Additional indexing

Item Type:Working Paper
Communities & Collections:03 Faculty of Economics > Department of Economics
Working Paper Series > Institute for Empirical Research in Economics (former)
Dewey Decimal Classification:330 Economics
Language:English
Date:July 2008
Deposited On:29 Nov 2011 22:47
Last Modified:12 Aug 2017 13:03
Series Name:Working paper series / Institute for Empirical Research in Economics
ISSN:1424-0459
Official URL:http://www.econ.uzh.ch/wp.html

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