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...
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Published in | Biometrical journal Vol. 61; no. 1; pp. 73 - 82 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Germany
Wiley - VCH Verlag GmbH & Co. KGaA
01.01.2019
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Subjects | |
Online Access | Get full text |
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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. |
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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 |