Multiple contrast tests in the presence of heteroscedasticity

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Authors

  • Mario Hasler
  • Ludwig A. Hothorn

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Details

Original languageEnglish
Pages (from-to)793-800
Number of pages8
JournalBiometrical journal
Volume50
Issue number5
Publication statusPublished - 17 Oct 2008

Abstract

This paper proposes a general approach for handling multiple contrast tests for normally distributed data in the presence of heteroscedasticity. Three candidate procedures are described and compared by simulations. Only the procedure with both comparison-specific degrees of freedom and a correlation matrix depending on sample variances maintains the α-level over all situations. Other approaches may fail notably as the variances differ more. Furthermore, related approximate simultaneous confidence intervals are given. The approach will be applied to a toxicological experiment.

Keywords

    Familywise error rate, Heteroscedasticity, Multiple contrast tests, Multivariate t-distribution, Simultaneous confidence intervals

ASJC Scopus subject areas

Cite this

Multiple contrast tests in the presence of heteroscedasticity. / Hasler, Mario; Hothorn, Ludwig A.
In: Biometrical journal, Vol. 50, No. 5, 17.10.2008, p. 793-800.

Research output: Contribution to journalArticleResearchpeer review

Hasler M, Hothorn LA. Multiple contrast tests in the presence of heteroscedasticity. Biometrical journal. 2008 Oct 17;50(5):793-800. doi: 10.1002/bimj.200710466
Hasler, Mario ; Hothorn, Ludwig A. / Multiple contrast tests in the presence of heteroscedasticity. In: Biometrical journal. 2008 ; Vol. 50, No. 5. pp. 793-800.
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