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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title Consonance and the closure method in multiple testing
Organization Unit
Authors
  • Joseph P Romano
  • Azeem M Shaikh
  • Michael Wolf
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title The International Journal of Biostatistics
Publisher Berkeley Electronic Press
Geographical Reach international
ISSN 1557-4679
Volume 7
Number 1
Page Range online
Date 2011
Abstract Text Consider the problem of testing s null hypotheses simultaneously. In order to deal with the multiplicity problem, the classical approach is to restrict attention to multiple testing procedures that control the familywise error rate (FWE). The closure method of Marcus et al. (1976) reduces the problem of constructing such procedures to one of constructing single tests that control the usual probability of a Type 1 error. It was shown by Sonnemann (1982, 2008) that any coherent multiple testing procedure can be constructed using the closure method. Moreover, it was shown by Sonnemann and Finner (1988) that any incoherent multiple testing procedure can be replaced by a coherent multiple testing procedure which is at least as good. In this paper, we first show an analogous result for dissonant and consonant multiple testing procedures. We show further that, in many cases, the improvement of the consonant multiple testing procedure over the dissonant multiple testing procedure may in fact be strict in the sense that it has strictly greater probability of detecting a false null hypothesis while still maintaining control of the FWE. Finally, we show how consonance can be used in the construction of some optimal maximin multiple testing procedures. This last result is especially of interest because there are very few results on optimality in the multiple testing literature.
Digital Object Identifier 10.2202/1557-4679.1300
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