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A Package to Study the Performance of Step-Up and Step-Down Test Procedures | Somerville | Journal of Statistical Software
Authors: Paul N. Somerville
Title: A Package to Study the Performance of Step-Up and Step-Down Test Procedures
Abstract: The package can be used to analyze the performance of step-up and step-down procedures. It can be used to compare powers, calculate the “false discovery rate”, to study the effects of reduced step procedures, and to calculate P [U ≤ k], where U is the number of rejected true hypotheses. It can be used to determine the maximum number of steps that can be made and still guarantee (with a given probability) that the number of false rejections will not exceed some specified number. The test statistics are assumed to have a multivariate-t distribution. Examples are included.

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Paper: A Package to Study the Performance of Step-Up and Step-Down Test Procedures     Download PDF (Downloads: 1502)
Supplements:
fdr.f90: Fortran source code Download (Downloads: 398; 52KB)
v51i06-replication.zip: Replication material Download (Downloads: 281; 7KB)

DOI: 10.18637/jss.v051.i06

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