Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means
AbstractThe construction of a set of simultaneous confidence intervals for any finite number of contrasts of p generally correlated normal means is considered. It is shown that the simultaneous confidence level can be expressed as a (p−2)-dimensional integral for a general p≥3. This expression allows one to compute quickly and accurately, by using numerical quadrature, the required critical constants and multiplicity adjusted p-values for at least p=3, 4 and 5, involving only one-, two- and three-dimensional integrals, respectively. Real data examples from a drug stability study and a dose response study are used to illustrate the method.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 57 (2013)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/csda
Multivariate normal; Multivariate t; Multiple comparison; Numerical quadrature; Simultaneous confidence intervals;
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- Somerville, Paul N., 1997. "Multiple testing and simultaneous confidence intervals: calculation of constants," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 25(2), pages 217-233, July.
- Hayter, A. J. & Liu, W., 1996. "Exact calculations for the one-sided studentized range test for testing against a simple ordered alternative," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 22(1), pages 17-25, June.
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