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Simultaneous inference on all linear combinations of means with heteroscedastic errors
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نویسنده
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yan x. ,su x.
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منبع
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journal of probability and statistics - 2011 - شماره : 0
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چکیده
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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. © 2011 xin yan and xiaogang su.
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آدرس
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department of statistics,university of central florida,orlando, United States, school of nursing,university of alabama at birmingham,birmingham, United States
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Authors
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