Simultaneous confidence bounds for relative risks in multiple comparisons to control

2010 ◽  
Vol 29 (30) ◽  
pp. 3232-3244 ◽  
Author(s):  
B. Klingenberg

2014 ◽  
Vol 145 ◽  
pp. 113-124
Author(s):  
Lin Liu ◽  
Chu-In Charles Lee ◽  
Jianan Peng




2004 ◽  
Vol 15 (1) ◽  
pp. 17-31 ◽  
Author(s):  
Walter W. Piegorsch ◽  
R. Webster West ◽  
Wei Pan ◽  
Ralph L. Kodell


1982 ◽  
Vol 10 (1) ◽  
pp. 321-321 ◽  
Author(s):  
Charles H. Alexander


Biometrika ◽  
2019 ◽  
Vol 106 (4) ◽  
pp. 841-856 ◽  
Author(s):  
Jelle J Goeman ◽  
Rosa J Meijer ◽  
Thijmen J P Krebs ◽  
Aldo Solari

Summary Closed testing procedures are classically used for familywise error rate control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion in all subsets of the hypotheses, allowing for inference robust to post hoc selection of subsets. In this paper we investigate the special case of closed testing with Simes local tests. We construct a novel fast and exact shortcut and use it to investigate the power of this approach when the number of hypotheses goes to infinity. We show that if a minimal level of signal is present, the average power to detect false hypotheses at any desired false discovery proportion does not vanish. Additionally, we show that the confidence bounds for false discovery proportion are consistent estimators for the true false discovery proportion for every nonvanishing subset. We also show close connections between Simes-based closed testing and the procedure of Benjamini and Hochberg.



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