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Improving Holm's procedure using pairwise dependencies

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  • Sanat K. Sarkar
  • Yiyong Fu
  • Wenge Guo

Abstract

Seneta & Chen (2005) tightened the familywise error rate control of Holm's procedure by sharpening its critical values using pairwise dependencies of the $p$-values. In this paper we further sharpen these critical values in the case where the distribution functions of the pairwise maxima of null $p$-values are convex, a property shown to hold in some applications of Holm's procedure. The newer critical values are uniformly larger, providing tighter familywise error rate control than the approach of Seneta & Chen (2005), significantly so under high pairwise positive dependencies. The critical values can be further improved under exchangeable null $p$-values.

Suggested Citation

  • Sanat K. Sarkar & Yiyong Fu & Wenge Guo, 2016. "Improving Holm's procedure using pairwise dependencies," Biometrika, Biometrika Trust, vol. 103(1), pages 237-243.
    • Handle: RePEc:oup:biomet:v:103:y:2016:i:1:p:237-243.
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    File URL: http://hdl.handle.net/10.1093/biomet/asv063
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