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Contribution Details

Type Working Paper
Scope Discipline-based scholarship
Title Optimal testing of multiple hypotheses with common effect direction
Organization Unit
Authors
  • Richard M Bittman
  • Joseph P Romano
  • Carlos Vallarino
  • Michael Wolf
Language
  • English
Institution University of Zurich
Series Name Working paper series / Institute for Empirical Research in Economics
Number No. 307
ISSN 1424-0459
Date 2008
Abstract Text We present a theoretical basis for testing related endpoints. Typically, it is known hownto construct tests of the individual hypotheses, and the problem is how to combine them into a multiple test procedure that controls the familywise error rate. Using the closure method, we emphasize the role of consonant procedures, from an interpretive as well as a theoretical viewpoint. Suprisingly, even if each intersection test has an optimality property, the overallnprocedure obtained by applying closure to these tests may be inadmissible. We introduce annew procedure, which is consonant and has a maximin property under the normal model. The results are then applied to PROactive, a clinical trial designed to investigate the effectivenessnof a glucose-lowering drug on macrovascular outcomes among patients with type 2 diabetes.n
Official URL http://www.econ.uzh.ch/wp.html
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