Vortrag
am Dienstag, 30. Juni 2008
16:00 Uhr
Institut für Statistik / TU Graz
Seminarraum für Statistik
Münzgrabenstraße 11/EG, 8010 Graz
Simultaneous confidence bounds for relative risks in multiple comparisons to control: methods and simulation results.
von Bernhard Klingenberg
Department of Mathematics and Statistics, Williams College, MA (USA)
Abstract
Motivated by a vaccine study, we discuss the construction of asymptotic simultaneous upper or lower confidence limits that jointly bound relative risks formed by comparing several treatments to a control.
Results from extensive simulations reveal that inverting the minimum of score statistics, together with estimating the correlation matrix of these statistics under the null hypotheses gives simultaneous coverage rates closest to the nominal level, but alternatives are also worth looking at when the number of comparisons are large.
In the case of simultaneous lower bounds, universal improvements over the Bonferroni or Sidak method are possible using Slepian's inequality. All procedures can be implemented using freely available and general R code, which also allows for the simulation-based estimation of coverage and power under any assumed parameter setting.
material: http://lanfiles.williams.edu/~bklingen/
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