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

[img]
Preview
PDF (ISAAhomepage.pdf)
ISAAhomepage.pdf

Download (149kB)

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: Journal Article
Journal or Publication Title: Statistics and Computing
Additional Information: The original publication is available at www.springerlink.com
Uncontrolled Keywords: /dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
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: 18 Aug 2019 00:55
URI: https://eprints.lancs.ac.uk/id/eprint/741

Actions (login required)

View Item View Item