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Biostatistics, 21, 2, (2020), pp. e65-e79ISSN
Publication type
Article / Letter to editor

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Organization
SW OZ BSI BO
Journal title
Biostatistics
Volume
vol. 21
Issue
iss. 2
Languages used
English (eng)
Page start
p. e65
Page end
p. e79
Subject
Behaviour Change and Well-beingAbstract
In this article, we introduce a novel procedure for improving power of multiple testing procedures (MTPs) of interval hypotheses. When testing interval hypotheses the null hypothesis P-values tend to be stochastically larger than standard uniform if the true parameter is in the interior of the null hypothesis. The new procedure starts with a set of P-values and discards those with values above a certain pre-selected threshold, while the rest are corrected (scaled-up) by the value of the threshold. Subsequently, a chosen family-wise error rate (FWER) or false discovery rate MTP is applied to the set of corrected P-values only. We prove the general validity of this procedure under independence of P-values, and for the special case of the Bonferroni method, we formulate several sufficient conditions for the control of the FWER. It is demonstrated that this "filtering" of P-values can yield considerable gains of power.
This item appears in the following Collection(s)
- Academic publications [227088]
- Electronic publications [108509]
- Faculty of Social Sciences [28483]
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