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

  • Liu, W.
  • Ah-Kine, P.
  • Bretz, F.
  • Hayter, A.J.
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    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.

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

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

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    Handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:141-148
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    1. F. Bretz & J. C. Pinheiro & M. Branson, 2005. "Combining Multiple Comparisons and Modeling Techniques in Dose-Response Studies," Biometrics, The International Biometric Society, vol. 61(3), pages 738-748, 09.
    2. Somerville, Paul N., 1997. "Multiple testing and simultaneous confidence intervals: calculation of constants," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 217-233, July.
    3. Hayter, A. J. & Liu, W., 1996. "Exact calculations for the one-sided studentized range test for testing against a simple ordered alternative," Computational Statistics & Data Analysis, Elsevier, vol. 22(1), pages 17-25, June.
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