Hommel's procedure in linear time.


Journal

Biometrical journal. Biometrische Zeitschrift
ISSN: 1521-4036
Titre abrégé: Biom J
Pays: Germany
ID NLM: 7708048

Informations de publication

Date de publication:
01 2019
Historique:
received: 20 12 2017
revised: 19 06 2018
accepted: 18 07 2018
pubmed: 7 9 2018
medline: 31 7 2019
entrez: 7 9 2018
Statut: ppublish

Résumé

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.

Identifiants

pubmed: 30187522
doi: 10.1002/bimj.201700316
doi:

Types de publication

Journal Article Research Support, Non-U.S. Gov't

Langues

eng

Pagination

73-82

Informations de copyright

© 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Auteurs

Rosa J Meijer (RJ)

Statistics Netherlands, Postbus, HA Den Haag, The Netherlands.

Thijmen J P Krebs (TJP)

Delft University of Technology, Mekelweg 4, CD Delft, The Netherlands.

Jelle J Goeman (JJ)

Biomedical Data Sciences, Leiden University Medical Center, Postbus, RC Leiden, The Netherlands.

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Classifications MeSH