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Optimal testing of multiple hypotheses with common effect direction

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Author Info

  • Richard M. Bittman
  • Joseph P. Romano
  • Carlos Vallarino
  • Michael Wolf

Abstract

We present a theoretical basis for testing related endpoints. Typically, it is known how to construct tests of the individual hypotheses, and the problem is how to combine them into a multiple test procedure that controls the familywise error rate. Using the closure method, we emphasize the role of consonant procedures, from an interpretive as well as a theoretical viewpoint. Suprisingly, even if each intersection test has an optimality property, the overall procedure obtained by applying closure to these tests may be inadmissible. We introduce a new procedure, which is consonant and has a maximin property under the normal model. The results are then applied to PROactive, a clinical trial designed to investigate the effectiveness of a glucose-lowering drug on macrovascular outcomes among patients with type 2 diabetes.

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Bibliographic Info

Paper provided by Institute for Empirical Research in Economics - University of Zurich in its series IEW - Working Papers with number 307.

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Date of creation: Jul 2008
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Handle: RePEc:zur:iewwpx:307

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Related research

Keywords: Closure Method; Consonance; Familywise Error Rate; Multiple Endpoints; Multiple Testing; O’Brien’s method.;

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  1. Joseph P. Romano & Michael Wolf, 2005. "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 94-108, March.
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Cited by:
  1. Penney, Jeffrey, 2013. "Hypothesis testing for arbitrary bounds," Economics Letters, Elsevier, vol. 121(3), pages 492-494.

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