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A Package to Study the Performance of Step-Up and Step-Down Test Procedures

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  • Somerville, Paul N.

Abstract

The package can be used to analyze the performance of step-up and step-down procedures. It can be used to compare powers, calculate the “false discovery rate”, to study the effects of reduced step procedures, and to calculate P [U ≤ k], where U is the number of rejected true hypotheses. It can be used to determine the maximum number of steps that can be made and still guarantee (with a given probability) that the number of false rejections will not exceed some specified number. The test statistics are assumed to have a multivariate-t distribution. Examples are included.

Suggested Citation

  • Somerville, Paul N., 2012. "A Package to Study the Performance of Step-Up and Step-Down Test Procedures," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i06).
    • Handle: RePEc:jss:jstsof:v:051:i06
    DOI: http://hdl.handle.net/10.18637/jss.v051.i06
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