Hommel's procedure in linear time

Hommel's and Hochberg's procedures for familywise error control are both derived as shortcuts in a closed testing procedure with the Simes local test. Hommel's shortcut is exact but takes quadratic time in the number of hypotheses. Hochberg's shortcut takes only linear time after...

Full description

Saved in:
Bibliographic Details
Published inBiometrical journal Vol. 61; no. 1; pp. 73 - 82
Main Authors Meijer, Rosa J., Krebs, Thijmen J. P., Goeman, Jelle J.
Format Journal Article
LanguageEnglish
Published Germany Wiley - VCH Verlag GmbH & Co. KGaA 01.01.2019
Subjects
close testing
convex hull
Error correction & detection
Hochberg
Hypotheses
Hypothesis testing
simes
simes
close testing
Hochberg
convex hull
Online AccessGet full text

Cover

More Information
Summary:Hommel's and Hochberg's procedures for familywise error control are both derived as shortcuts in a closed testing procedure with the Simes local test. Hommel's shortcut is exact but takes quadratic time in the number of hypotheses. Hochberg's shortcut takes only linear time after the P‐values are sorted, but is conservative. In this paper, we present an exact shortcut in linear time on sorted P‐values, combining the strengths of both procedures. The novel shortcut also applies to a robust variant of Hommel's procedure that does not require the assumption of the Simes inequality.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:0323-3847
1521-4036
DOI:10.1002/bimj.201700316