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PubMed · 3427176

The efficiency of simulation-based multiple comparisons.

D Edwards·J J Berry
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Abstract

A frequently encountered problem in practice is that of simultaneous interval estimation of p linear combinations of a parameter beta in the setting of (or equivalent to) a univariate linear model. This problem has been solved adequately only in a few settings when the covariance matrix of the estimator is diagonal; in other cases, conservative solutions can be obtained by the methods of Scheffé, Bonferroni, or Sidák (1967, Journal of the American Statistical Association 62, 626-633). Here we investigate the efficiency of using a simulated critical point for exact intervals, which has been suggested before but never put to serious test. We find the simulation-based method to be completely reliable and essentially exact. Sample size savings are substantial (in our settings): 3-19% over the Sidák method, 4-37% over the Bonferroni method, and 27-33% over the Scheffé method. We illustrate the efficiency and flexibility of the simulation-based method with case studies in physiology and marine ecology.

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Analysis of VarianceAnimalsCapillary PermeabilityCatsComputer SimulationDecapodaFishesMathematicsModels, BiologicalPredatory BehaviorProbabilityResearch DesignComparative StudyJournal ArticleResearch Support, U.S. Gov't, Non-P.H.S.Research Support, U.S. Gov't, P.H.S.

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D Edwards, J J Berry. 1987. The efficiency of simulation-based multiple comparisons.. https://pubmed.ncbi.nlm.nih.gov/3427176/

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