Hypothesis Testing for Arbitrary Bounds
I derive a rigorous method to help determine whether a true parameter takes a value between two arbitrarily chosen points for a given level of confidence via a multiple testing procedure which strongly controls the familywise error rate. For any test size, the distance between the upper and lower bounds can be made smaller than that created by a confidence interval. The procedure is more powerful than other multiple testing methods that test the same hypothesis. This test can be used to provide an affirmative answer about the existence of a negligible effect.
|Date of creation:||Oct 2013|
|Contact details of provider:|| Postal: Kingston, Ontario, K7L 3N6|
Phone: (613) 533-2250
Fax: (613) 533-6668
Web page: http://qed.econ.queensu.ca/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Joseph P. Romano & Michael Wolf, 2003.
"Stepwise Multiple Testing as Formalized Data Snooping,"
17, Barcelona Graduate School of Economics.
- Joseph P. Romano & Michael Wolf, 2005. "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, 07.
- Joseph P. Romano & Michael Wolf, 2003. "Stepwise multiple testing as formalized data snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra.
- Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf, 2008.
"Optimal testing of multiple hypotheses with common effect direction,"
IEW - Working Papers
307, Institute for Empirical Research in Economics - University of Zurich.
- 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.
When requesting a correction, please mention this item's handle: RePEc:qed:wpaper:1319. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark Babcock)
If references are entirely missing, you can add them using this form.