Advanced Search
MyIDEAS: Login

Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means

Contents:

Author Info

  • Liu, W.
  • Ah-Kine, P.
  • Bretz, F.
  • Hayter, A.J.
Registered author(s):

    Abstract

    The 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.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/pii/S0167947312002472
    Download Restriction: Full text for ScienceDirect subscribers only.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 57 (2013)
    Issue (Month): 1 ()
    Pages: 141-148

    as in new window
    Handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:141-148

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: Multivariate normal; Multivariate t; Multiple comparison; Numerical quadrature; Simultaneous confidence intervals;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:141-148

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.