Research output: Contribution to Journal/Magazine › Journal article › peer-review
Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout. / Wolfsegger, Martin J.; Jaki, Thomas.
In: Statistics and Computing, Vol. 16, No. 1, 2006, p. 15-23.Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout.
AU - Wolfsegger, Martin J.
AU - Jaki, Thomas
N1 - The original publication is available at www.springerlink.com
PY - 2006
Y1 - 2006
N2 - 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.
AB - 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.
KW - Bootstrap
KW - Nonparametric
KW - Simultaneous confidence intervals
U2 - 10.1007/s11222-006-5197-1
DO - 10.1007/s11222-006-5197-1
M3 - Journal article
VL - 16
SP - 15
EP - 23
JO - Statistics and Computing
JF - Statistics and Computing
SN - 0960-3174
IS - 1
ER -