Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors
We proposed a statistical method to construct simultaneous confidence intervals on all linear combinations of means without assuming equal variance where the classical Scheffé's simultaneous confidence intervals no longer preserve the familywise error rate (FWER). The proposed method is useful...
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| Format: | Article |
| Language: | English |
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Wiley
2011-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2011/484272 |
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| _version_ | 1849684854017359872 |
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| author | Xin Yan Xiaogang Su |
| author_facet | Xin Yan Xiaogang Su |
| author_sort | Xin Yan |
| collection | DOAJ |
| description | We proposed a statistical method to construct simultaneous confidence intervals on all linear combinations of means without assuming equal variance where the classical Scheffé's simultaneous confidence intervals no longer preserve the familywise error rate (FWER). The proposed method is useful when the number of comparisons on linear combinations of means is extremely large. The FWERs for proposed simultaneous confidence intervals under various configurations of mean variances are assessed through simulations and are found to preserve the predefined nominal level very well. An example of pairwise comparisons on heteroscedastic means is given to illustrate the proposed method. |
| format | Article |
| id | doaj-art-c6922b0010f44995bbf79c5dbb8bb544 |
| institution | DOAJ |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2011-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-c6922b0010f44995bbf79c5dbb8bb5442025-08-20T03:23:19ZengWileyJournal of Probability and Statistics1687-952X1687-95382011-01-01201110.1155/2011/484272484272Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic ErrorsXin Yan0Xiaogang Su1Department of Statistics, University of Central Florida, Orlando, FL 32816, USASchool of Nursing, University of Alabama at Birmingham, Birmingham, AL 35294, USAWe proposed a statistical method to construct simultaneous confidence intervals on all linear combinations of means without assuming equal variance where the classical Scheffé's simultaneous confidence intervals no longer preserve the familywise error rate (FWER). The proposed method is useful when the number of comparisons on linear combinations of means is extremely large. The FWERs for proposed simultaneous confidence intervals under various configurations of mean variances are assessed through simulations and are found to preserve the predefined nominal level very well. An example of pairwise comparisons on heteroscedastic means is given to illustrate the proposed method.http://dx.doi.org/10.1155/2011/484272 |
| spellingShingle | Xin Yan Xiaogang Su Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors Journal of Probability and Statistics |
| title | Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors |
| title_full | Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors |
| title_fullStr | Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors |
| title_full_unstemmed | Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors |
| title_short | Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors |
| title_sort | simultaneous inference on all linear combinations of means with heteroscedastic errors |
| url | http://dx.doi.org/10.1155/2011/484272 |
| work_keys_str_mv | AT xinyan simultaneousinferenceonalllinearcombinationsofmeanswithheteroscedasticerrors AT xiaogangsu simultaneousinferenceonalllinearcombinationsofmeanswithheteroscedasticerrors |