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Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout.

Wolfsegger, Martin J. and Jaki, Thomas (2006) Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout. Statistics and Computing, 16 (1). pp. 15-23. ISSN 0960-3174

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    Abstract

    A bootstrap based method to construct 1 � α simultaneous confidence intervals for relative effects in the one-way layout is presented. This procedure takes the stochastic correlation between the test statistics into account and results in narrower simultaneous confidence intervals than the application of the Bonferroni correction. Instead of using the bootstrap distribution of a maximum statistic, the coverage of the confidence intervals for the individual com- parisons are adjusted iteratively until the overall confidence level is reached. Empirical coverage and power estimates of the introduced procedure for many-to-one comparisons are presented and compared with asymptotic procedures based on the multivariate normal distribution.

    Item Type: Article
    Journal or Publication Title: Statistics and Computing
    Additional Information: The original publication is available at www.springerlink.com
    Uncontrolled Keywords: Bootstrap ; Nonparametric ; Simultaneous confidence intervals
    Subjects: Q Science > QA Mathematics
    Departments: Faculty of Science and Technology > Mathematics and Statistics
    ID Code: 741
    Deposited By: Dr Thomas Jaki
    Deposited On: 07 Nov 2007
    Refereed?: Yes
    Published?: Published
    Last Modified: 09 Oct 2013 14:50
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/741

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