Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors
Joint Authors
Source
Journal of Probability and Statistics
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-10-01
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Yan, Xin& Su, Xiaogang. 2011. Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors. Journal of Probability and Statistics،Vol. 2011, no. 2011, pp.1-10.
https://search.emarefa.net/detail/BIM-475278
Modern Language Association (MLA)
Yan, Xin& Su, Xiaogang. Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors. Journal of Probability and Statistics No. 2011 (2011), pp.1-10.
https://search.emarefa.net/detail/BIM-475278
American Medical Association (AMA)
Yan, Xin& Su, Xiaogang. Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors. Journal of Probability and Statistics. 2011. Vol. 2011, no. 2011, pp.1-10.
https://search.emarefa.net/detail/BIM-475278
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-475278