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

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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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

Harvard

Wolfsegger, MJ & Jaki, T 2006, 'Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout.', Statistics and Computing, vol. 16, no. 1, pp. 15-23. https://doi.org/10.1007/s11222-006-5197-1

APA

Wolfsegger, M. J., & Jaki, T. (2006). Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout. Statistics and Computing, 16(1), 15-23. https://doi.org/10.1007/s11222-006-5197-1

Vancouver

Wolfsegger MJ, Jaki T. Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout. Statistics and Computing. 2006;16(1):15-23. doi: 10.1007/s11222-006-5197-1

Author

Wolfsegger, Martin J. ; Jaki, Thomas. / Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout. In: Statistics and Computing. 2006 ; Vol. 16, No. 1. pp. 15-23.

Bibtex

@article{2f4209d51e9148199bf4475cbbc82124,
title = "Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout.",
abstract = "A bootstrap based method to construct 1 {\^a}�� {\^I}± 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.",
keywords = "Bootstrap, Nonparametric, Simultaneous confidence intervals",
author = "Wolfsegger, {Martin J.} and Thomas Jaki",
note = "The original publication is available at www.springerlink.com",
year = "2006",
doi = "10.1007/s11222-006-5197-1",
language = "English",
volume = "16",
pages = "15--23",
journal = "Statistics and Computing",
issn = "0960-3174",
publisher = "Springer Netherlands",
number = "1",

}

RIS

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 -