12,000

We have over 12,000 students, from over 100 countries, within one of the safest campuses in the UK

93%

93% of Lancaster students go into work or further study within six months of graduating

Home > Research > Publications & Outputs > Simultaneous confidence intervals by iterativel...
View graph of relations

« Back

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

Research output: Contribution to journalJournal article

Published

Journal publication date2006
JournalStatistics and Computing
Journal number1
Volume16
Number of pages9
Pages15-23
Original languageEnglish

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.

Bibliographic note

The original publication is available at www.springerlink.com