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An Improved Sequentially Rejective Bonferroni Test Procedure

Burt S. Holland and Margaret DiPonzio Copenhaver
Biometrics
Vol. 43, No. 2 (Jun., 1987), pp. 417-423
DOI: 10.2307/2531823
Stable URL: http://www.jstor.org/stable/2531823
Page Count: 7
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
An Improved Sequentially Rejective Bonferroni Test Procedure
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Abstract

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.

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