Step-up simultaneous tests for identifying active effects in orthogonal saturated designs

Details Step-up simultaneous tests for identifying active effects in orthogonal saturated designs Step-up simultaneous tests for identifying active effects in orthogonal saturated designs

2007-08-06

arxiv.org/abs/0708.0715v1

Annals of Statistics 2007, Vol. 35, No. 1, 449-463

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/009053606000001136 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053606000001136

A sequence of null hypotheses regarding the number of negligible effects (zero effects) in orthogonal saturated designs is formulated. Two step-up simultaneous testing procedures are proposed to identify active effects (nonzero effects) under the commonly used assumption of effect sparsity. It is shown that each procedure controls the experimentwise error rate at a given $\alpha$ level in the strong sense.

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