On Familywise Error Rate Cutoffs under Pairwise Exchangeability
Format: CPS Abstract
Keywords: holm's step-down multiple testing procedure, iterative methodology
Session: CPS 51 - Statistical methodology III
Tuesday 18 July 4 p.m. - 5:25 p.m. (Canada/Eastern)
In a pairwise exchangeable dependence setting for test statistics, the cutoffs of Sarkar et al (2016) may be viewed as a first iteration improvement of Holm (1979)’s classical cutoffs under a convexity condition on the copula. The cutoffs of Seneta and Chen (1997) which improve Holm’s in the present exchange- ability setting, are shown, after an analogous first iteration step, to lead to a refinement of Sarkar et al (2016). Further, we show that the convexity condi- tion can be circumvented in practice, computationally. Improvement by iteration limit of cutoffs is considered for both procedures. Comparisons between the effects of the several cutoff sets are made by way of plots of the familywise error rate against correlation ρ in the classic setting of the multivariate Normal; and the distributional setting of the multivariate Generalized Hyperbolic for the impor- tant Variance Gamma type subfamily, for which a convexity condition cannot be analytically verified.