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.
| Original language | English |
|---|---|
| Pages (from-to) | 793-800 |
| Number of pages | 8 |
| Journal | Biometrical journal |
| Volume | 50 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 17 Oct 2008 |
Keywords
- Familywise error rate
- Heteroscedasticity
- Multiple contrast tests
- Multivariate t-distribution
- Simultaneous confidence intervals
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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