The Benjamini-Hochberg method with infinitely many contrasts in linear models. (English) Zbl 1437.62655

Westfall, Peter H.

Biometrika 95, No. 3, 709-719 (2008).

Summary: Benjamini and Hochberg’s method for controlling the false discovery rate is applied to the problem of testing infinitely many contrasts in linear models. Exact, easily calculated critical values are derived, defining a new multiple comparisons method for testing contrasts in linear models. The method is adaptive, depending on the data through the \(F\)-statistic, like the Waller-Duncan Bayesian multiple comparisons method. Comparisons with Scheffé’s method are given, and the method is extended to the simultaneous confidence intervals

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of Benjamini and Yekutieli.

© 2008 Biometrika Trust

MSC:

62P10	Applications of statistics to biology and medical sciences; meta analysis
62J15	Paired and multiple comparisons; multiple testing

Keywords:

false coverage rate; false discovery rate; multiple comparisons; multiple testing; Scheffé’s method; Waller-Duncan method