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Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout

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A bootstrap based method to construct 1−α simultaneous confidence intervals for relative effects in the one-way layout is presented. This procedure takes the stochastic correlation between the test statistics into account and results in narrower simultaneous confidence intervals than the application of the Bonferroni correction. Instead of using the bootstrap distribution of a maximum statistic, the coverage of the confidence intervals for the individual comparisons are adjusted iteratively until the overall confidence level is reached. Empirical coverage and power estimates of the introduced procedure for many-to-one comparisons are presented and compared with asymptotic procedures based on the multivariate normal distribution.

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Wolfsegger, M.J., Jaki, T. Simultaneous confidence intervals by iteratively adjusted alpha for relative effects in the one-way layout. Stat Comput 16, 15–23 (2006).

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