IDEAS home Printed from https://ideas.repec.org/a/bpj/ijbist/v10y2014i1p12n1.html
   My bibliography  Save this article

Multiple Contrast Tests for Multiple Endpoints in the Presence of Heteroscedasticity

Author

Listed:
  • Hasler Mario

    (Christian-Albrechts-University of Kiel, Schleswig-Holstein D-24118, Germany)

Abstract

This article describes an extension of multiple contrast tests to the case of multiple, correlated endpoints. These endpoints are assumed to be normally distributed with different scales and variances. Unlike in previous articles, the covariance matrices are also assumed to be unequal for the treatment groups. Approximate multivariate t-distributions are used to obtain multiplicity-adjusted p-values and quantiles for test decisions or simultaneous confidence intervals. Simulation results show that this approach controls the family-wise error type I over both the comparisons and the endpoints in an admissible range. The approach will be applied to a semi-synthetic example data set of a randomized, placebo-controlled phase IIb dose-finding study of a novel anti-muscarinic agent for five continuous endpoints. A related R package is available.

Suggested Citation

  • Hasler Mario, 2014. "Multiple Contrast Tests for Multiple Endpoints in the Presence of Heteroscedasticity," The International Journal of Biostatistics, De Gruyter, vol. 10(1), pages 1-12, May.
  • Handle: RePEc:bpj:ijbist:v:10:y:2014:i:1:p:12:n:1
    DOI: 10.1515/ijb-2012-0015
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/ijb-2012-0015
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.

    File URL: https://libkey.io/10.1515/ijb-2012-0015?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Harrar, Solomon W. & Bathke, Arne C., 2008. "Nonparametric methods for unbalanced multivariate data and many factor levels," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1635-1664, September.
    2. Solomon Harrar & Arne Bathke, 2012. "Erratum to: A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 1087-1087, October.
    3. Solomon Harrar & Arne Bathke, 2012. "A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 135-165, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dennis Dobler & Sarah Friedrich & Markus Pauly, 2020. "Nonparametric MANOVA in meaningful effects," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 997-1022, August.
    2. Konietschke, Frank & Bathke, Arne C. & Harrar, Solomon W. & Pauly, Markus, 2015. "Parametric and nonparametric bootstrap methods for general MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 291-301.
    3. Friedrich, Sarah & Pauly, Markus, 2018. "MATS: Inference for potentially singular and heteroscedastic MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 166-179.
    4. Xu, Li-Wen, 2015. "Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 291-303.
    5. Jiménez-Gamero, M. Dolores & Franco-Pereira, Alba M., 2021. "Testing the equality of a large number of means of functional data," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
    6. Rosa Arboretti & Riccardo Ceccato & Livio Corain & Fabrizio Ronchi & Luigi Salmaso, 2018. "Multivariate small sample tests for two-way designs with applications to industrial statistics," Statistical Papers, Springer, vol. 59(4), pages 1483-1503, December.
    7. Harrar, Solomon W. & Kong, Xiaoli, 2022. "Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    8. Rauf Ahmad, M. & Werner, C. & Brunner, E., 2008. "Analysis of high-dimensional repeated measures designs: The one sample case," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 416-427, December.
    9. Wang, Haiyan & Akritas, Michael G., 2010. "Rank test for heteroscedastic functional data," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1791-1805, September.
    10. Watanabe, Hiroki & Hyodo, Masashi & Nakagawa, Shigekazu, 2020. "Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    11. Liu, Chunxu & Bathke, Arne C. & Harrar, Solomon W., 2011. "A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations," Statistics & Probability Letters, Elsevier, vol. 81(10), pages 1502-1506, October.
    12. Gunawardana, Asanka & Konietschke, Frank, 2019. "Nonparametric multiple contrast tests for general multivariate factorial designs," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 165-180.
    13. Bathke, Arne C. & Harrar, Solomon W. & Madden, Laurence V., 2008. "How to compare small multivariate samples using nonparametric tests," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4951-4965, July.
    14. Bathke, Arne C. & Harrar, Solomon W. & Wang, Haiyan & Zhang, Ke & Piepho, Hans-Peter, 2010. "Series of randomized complete block experiments with non-normal data," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1840-1857, July.
    15. Solomon Harrar & Arne Bathke, 2012. "A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 135-165, February.
    16. Giuseppe Pernagallo & Benedetto Torrisi, 2023. "Human capital mobility patterns in the European Union and the financial crisis," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1791-1820, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:ijbist:v:10:y:2014:i:1:p:12:n:1. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.