2008
DOI: 10.1002/bimj.200710466
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Multiple Contrast Tests in the Presence of Heteroscedasticity

Abstract: This paper proposes a general approach for handling multiple contrast tests for normally distributed data in the presence of heteroscedasticity. Three candidate procedures are described and compared by simulations. Only the procedure with both comparison‐specific degrees of freedom and a correlation matrix depending on sample variances maintains the α‐level over all situations. Other approaches may fail notably as the variances differ more. Furthermore, related approximate simultaneous confidence intervals are… Show more

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Cited by 89 publications
(80 citation statements)
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“…; P p for the treatment groups. Approximate multivariate t-distributions will be applied, based on the approach of Hasler and Hothorn [10]. Correlations among both the contrasts and the endpoints will be taken into account.…”
Section: Conclusion and Discussionmentioning
confidence: 99%
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“…; P p for the treatment groups. Approximate multivariate t-distributions will be applied, based on the approach of Hasler and Hothorn [10]. Correlations among both the contrasts and the endpoints will be taken into account.…”
Section: Conclusion and Discussionmentioning
confidence: 99%
“…Possible slight variations around the nominal FWE α are necessarily bounded by the versions CE and BON. A naive competing approach would obviously be the application of conventional MCTs for heteroscedastic data according to Hasler and Hothorn [10] for all the endpoints separately and to adjust for the multiple endpoints by methods of Holm [20] or Hommel [21]. Expectedly, it would also realize a FWE between the versions CE and BON.…”
Section: Conclusion and Discussionmentioning
confidence: 99%
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