Romano, Joseph P; Wolf, Michael (2016). Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. Statistics and Probability Letters, 113:38-40.
There has been a recent interest in reporting p-values adjusted for the resampling-based stepdown multiple testing procedures proposed in Romano and Wolf (2005a,b). The original papers only describe how to carry out multiple testing at a fixed significance level. Computing adjusted p-values instead in an efficient manner is not entirely trivial. Therefore, this paper fills an apparent gap by detailing such an algorithm.
There has been a recent interest in reporting p-values adjusted for the resampling-based stepdown multiple testing procedures proposed in Romano and Wolf (2005a,b). The original papers only describe how to carry out multiple testing at a fixed significance level. Computing adjusted p-values instead in an efficient manner is not entirely trivial. Therefore, this paper fills an apparent gap by detailing such an algorithm.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Economics |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Uncontrolled Keywords: | Adjusted p-values, multiple testing, resampling, stepdown procedure |
| Language: | English |
| Date: | March 2016 |
| Deposited On: | 30 Mar 2016 07:48 |
| Last Modified: | 15 Nov 2023 08:10 |
| Publisher: | Elsevier |
| ISSN: | 0167-7152 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1016/j.spl.2016.02.012 |
| Related URLs: | https://www.zora.uzh.ch/123047/ |
Romano, Joseph P