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An Improved Sequentially Rejective Bonferroni Test Procedure
Burt S. Holland and Margaret DiPonzio Copenhaver
Vol. 43, No. 2 (Jun., 1987), pp. 417-423
Published by: International Biometric Society
Stable URL: http://www.jstor.org/stable/2531823
Page Count: 7
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Holm (1979, Scandinavian Journal of Statistics 6, 65-70) presented a simple and easily implemented multiple comparisons test procedure that is uniformly more powerful than the familiar Bonferroni method. Recently, Shaffer (1986, Journal of the American Statistical Association 81, 826-831) proposed a modification of Holm's procedure that may achieve even more power at the cost of greater complexity. These procedures can be used whenever the observed levels of significance are available for all individual tests. It is shown that both the Holm and Shaffer procedures can be improved under the assumption of positive orthant dependence for the test statistics. It is noted that this assumption is met in many important practical situations and recommended that in these cases the new procedure be used in place of its predecessors whenever the required observed significance levels are available. The methodology is illustrated with a numerical example.
Biometrics © 1987 International Biometric Society