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Multiple Contrast Tests in the Presence of Heteroscedasticity
Author(s) -
Hasler Mario,
Hothorn Ludwig A.
Publication year - 2008
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200710466
Subject(s) - heteroscedasticity , contrast (vision) , statistics , sample size determination , confidence interval , mathematics , degrees of freedom (physics and chemistry) , multiple comparisons problem , econometrics , correlation , computer science , artificial intelligence , physics , geometry , quantum mechanics
Abstract This paper proposes a general approach for handling multiple contrast tests for normally distributed data in the presence of heteroscedasticity. Three candidate procedures are described and compared by simulations. Only the procedure with both comparison‐specific degrees of freedom and a correlation matrix depending on sample variances maintains the α‐level over all situations. Other approaches may fail notably as the variances differ more. Furthermore, related approximate simultaneous confidence intervals are given. The approach will be applied to a toxicological experiment. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)