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Multivariate one‐sided multiple comparison procedure with a control based on the approximate likelihood ratio test
Author(s) -
Imada Tsunehisa,
Yamamoto Yoshiro
Publication year - 2010
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.200900203
Subject(s) - pairwise comparison , mathematics , statistics , likelihood ratio test , multivariate statistics , score test , ratio test , multivariate normal distribution , test (biology) , paleontology , biology
In this study, we discuss a multiple comparison procedure with a control for multivariate one‐sided test in each pairwise comparison. For pairwise comparisons, we use the approximate likelihood ratio test statistics derived by Tang et al. (An approximate likelihood ratio test for a normal mean vector with nonnegative components with application to clinical trials. Biometrika 1989, 76 , 577–583). We derive a formula to determine the critical value for pairwise comparisons satisfying a specified significance level. Furthermore, we formulate the power of the test for our multiple comparison procedure. Finally, we give some numerical examples regarding the critical values and the power of the test.