Testing each hypothesis marginally at alpha while still controlling FWER: how and when.
This paper proposes a multiple testing procedure that allows one to reject each individual hypothesis at a prespecified level α, while still controlling the familywise error rate at α in the strong sense. Typically, rejecting a hypothesis when its marginal p-value is ≤ α in a multiple hypothesis testing setting will lead to an inflation of familywise error rate. However, this inflation can be avoided if a particular consistency criterion is prespecified and incorporated in the testing algorithm. The criterion is equivalent to requiring that all p-values be smaller than or equal to a particular threshold in the one-sided hypothesis testing setting. Extensions to the two-sided hypothesis testing setting and extensions to situations where the criterion can be chosen per user's preference are also presented.
Pfizer Inc., Collegeville, PA, 19426, U.S.A.
Jianjun David
JD
Li
D056808:Biostatistics; D002986:Clinical Trials as Topic / Q000706:statistics & numerical data*; D003924:Diabetes Mellitus, Type 2 / Q000188:drug therapy; D058065:Diabetic Cardiomyopathies / Q000517:prevention & control; D006801:Humans; D007004:Hypoglycemic Agents / Q000627:therapeutic use; D015233:Models, Statistical; D000077205:Pioglitazone; D016032:Randomized Controlled Trials as Topic / Q000706:statistics & numerical data; D045162:Thiazolidinediones / Q000627:therapeutic use
D007004:Hypoglycemic Agents; D045162:Thiazolidinediones; D000077205:Pioglitazone