IDEAS home Printed from https://ideas.repec.org/a/taf/jnlasa/v111y2016i513p423-437.html
   My bibliography  Save this article

Extended MaxT Tests of One-Sided Hypotheses

Author

Listed:
  • Zeng-Hua Lu

Abstract

In many statistical applications of one-sided tests of multiple hypotheses researchers are often concerned not only with global tests of the intersection of individual hypotheses, but also with multiple tests of individual hypotheses. For example, in clinical trial studies researchers often need to find out the efficacy of a treatment, as well as the significance of each outcome measurement (endpoint) of the treatment. This article proposes MaxT type tests aiming at improving the global power of existing MaxT tests. Our extended MaxT tests are constructed by adding an extra component to the maximand set of existing MaxT tests. The added component is a weighted sum of other components. Some power properties relating to choices of weight are studied. Our simulation study shows that the proposed tests can considerably improve the global power of existing MaxT tests and can also outperform many other global tests under some alternatives and/or some nonnormal distributions. Furthermore, it is shown that such global power improvement may involve little loss of power on multiple testing. Two real data examples on clinical trial studies reported in the literature are reexamined. The results of our tests suggest stronger evidence on treatment effects over MaxT tests and likelihood ratio tests while changing little on the evidence concerning endpoint testing. Supplementary materials for this article are available online.

Suggested Citation

  • Zeng-Hua Lu, 2016. "Extended MaxT Tests of One-Sided Hypotheses," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(513), pages 423-437, March.
    • Handle: RePEc:taf:jnlasa:v:111:y:2016:i:513:p:423-437
    DOI: 10.1080/01621459.2015.1019509
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/01621459.2015.1019509
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/01621459.2015.1019509?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. Joseph P. Romano & Michael Wolf, 2005. "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, July.
    2. Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf, 2009. "Optimal testing of multiple hypotheses with common effect direction," Biometrika, Biometrika Trust, vol. 96(2), pages 399-410.
    3. 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.
    4. Romano Joseph P. & Shaikh Azeem & Wolf Michael, 2011. "Consonance and the Closure Method in Multiple Testing," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-25, February.
    5. Maxwell King & Ping Wu, 1997. "Locally optimal one-sided tests for multiparameter hypotheses," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 131-156.
    6. Lu, Zeng-Hua, 2013. "Halfline tests for multivariate one-sided alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 479-490.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
    2. Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022. "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, vol. 227(1), pages 241-263.
    3. Zeng-Hua Lu & Alec Zuo, 2017. "Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1339769-133, January.
    4. Canepa Alessandra, 2022. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
    5. Zeng-Hua Lu, 2019. "Extended MinP Tests of Multiple Hypotheses," Papers 1911.04696, arXiv.org.
    6. Giuseppe Cavaliere & Zeng-Hua Lu & Anders Rahbek & Yuhong Yang, 2021. "MinP Score Tests with an Inequality Constrained Parameter Space," Papers 2107.06089, arXiv.org.

    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. Zeng-Hua Lu, 2019. "Extended MinP Tests of Multiple Hypotheses," Papers 1911.04696, arXiv.org.
    2. Giuseppe Cavaliere & Zeng-Hua Lu & Anders Rahbek & Yuhong Yang, 2021. "MinP Score Tests with an Inequality Constrained Parameter Space," Papers 2107.06089, arXiv.org.
    3. David M. Ritzwoller & Joseph P. Romano, 2019. "Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences," Papers 1908.01406, arXiv.org, revised Apr 2021.
    4. Rute M. Caeiro & Pedro C. Vicente, 2020. "Knowledge of vitamin A deficiency and crop adoption: Evidence from a field experiment in Mozambique," Agricultural Economics, International Association of Agricultural Economists, vol. 51(2), pages 175-190, March.
    5. Jaschke Philipp & Sulin Sardoschau & Marco Tabellini, 2021. "Scared Straight? Threat and Assimilation of Refugees in Germany," RF Berlin - CReAM Discussion Paper Series 2136, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    6. Grácio, Matilde & Vicente, Pedro C., 2021. "Information, get-out-the-vote messages, and peer influence: Causal effects on political behavior in Mozambique," Journal of Development Economics, Elsevier, vol. 151(C).
    7. Rossi, Pauline & Villar, Paola, 2020. "Private health investments under competing risks: Evidence from malaria control in Senegal," Journal of Health Economics, Elsevier, vol. 73(C).
    8. Cygan-Rehm, Kamila & Karbownik, Krzysztof, 2022. "The effects of incentivizing early prenatal care on infant health," Journal of Health Economics, Elsevier, vol. 83(C).
    9. Dolan, Paul & Krekel, Christian & Shreedhar, Ganga & Lee, Helen & Marshall, Claire & Smith, Allison, 2021. "Happy to help: the welfare effects of a nationwide micro-volunteering programme," LSE Research Online Documents on Economics 114387, London School of Economics and Political Science, LSE Library.
    10. Stange, Jens & Dickhaus, Thorsten & Navarro, Arcadi & Schunk, Daniel, 2016. "Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 32-40.
    11. Cobb-Clark, Deborah A. & Dahmann, Sarah C. & Kamhöfer, Daniel A. & Schildberg-Hörisch, Hannah, 2023. "Self-control and unhealthy body weight: The role of impulsivity and restraint," Economics & Human Biology, Elsevier, vol. 50(C).
    12. Lydia Mechtenberg & Grischa Perino & Nicolas Treich & Jean-Robert Tyran & Stephanie Wang, 2021. "Self-Signaling in Moral Voting," Discussion Papers 21-01, University of Copenhagen. Department of Economics.
    13. Ishak, Phoebe W., 2022. "Murder nature: Weather and violent crime in rural Brazil," World Development, Elsevier, vol. 157(C).
    14. Chowdhury, Shyamal & Hasan, Syed & Sharma, Uttam, 2024. "The Role of Trainee Selection in the Effectiveness of Vocational Training: Evidence from a Randomized Controlled Trial in Nepal," IZA Discussion Papers 16705, Institute of Labor Economics (IZA).
    15. Krekel, Christian & De Neve, Jan-Emmanuel & Fancourt, Daisy & Layard, Richard, 2021. "A local community course that raises wellbeing and pro-sociality: Evidence from a randomised controlled trial," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 322-336.
    16. Kengo Igei & Kana Takio & Keitaro Aoyagi & Yoshito Takasaki, 2021. "Vocational training for demobilized ex-combatants with disabilities in Rwanda," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 13(4), pages 360-384, October.
    17. Brennan S Thompson & Matthew D Webb, 2019. "A simple, graphical approach to comparing multiple treatments," The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 188-205.
    18. Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008. "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, vol. 24(2), pages 404-447, April.
    19. John A. List & Azeem M. Shaikh & Yang Xu, 2019. "Multiple hypothesis testing in experimental economics," Experimental Economics, Springer;Economic Science Association, vol. 22(4), pages 773-793, December.
    20. Martin, Michael A., 2007. "Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6321-6342, August.

    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:taf:jnlasa:v:111:y:2016:i:513:p:423-437. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/UASA20 .

    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.