Nonparametric multiple comparison procedures for unbalanced one-way factorial designs. (English) Zbl 1173.62036
Summary: We present several nonparametric multiple comparison (MC) procedures for unbalanced one-way factorial designs. The nonparametric hypotheses are formulated by using normalized distribution functions and the comparisons are carried out on the basis of the relative treatment effects. The proposed test statistics take the form of linear pseudo rank statistics and the asymptotic joint distribution of the pseudo rank statistics for testing treatments versus control satisfies the multivariate totally positive of order two condition irrespective of the correlations among the rank statistics. Therefore, in the context of MCs of treatments versus control, the nonparametric R. J. Simes test [Biometrika 73, 751–754 (1986; Zbl 0613.62067)] is validated for the global testing of the intersection hypothesis.
For simultaneous testing of individual hypotheses, the nonparametric Y. Hochberg [ibid. 75, No. 4, 800–802 (1988; Zbl 0661.62067)] stepup procedure strongly controls the familywise type I error rate asymptotically. With regard to all pairwise comparisons, we generalize various single-step and stagewise procedures to perform comparisons on the relative treatment effects. To further compare with normal theory counterparts, the asymptotic relative efficiencies of the nonparametric MC procedures with respect to the parametric MC procedures are derived under a sequence of Pitman alternatives in a nonparametric location shift model for unbalanced one-way layouts. Monte Carlo simulations are conducted to demonstrate the validity and power of the proposed nonparametric MC procedures.
For simultaneous testing of individual hypotheses, the nonparametric Y. Hochberg [ibid. 75, No. 4, 800–802 (1988; Zbl 0661.62067)] stepup procedure strongly controls the familywise type I error rate asymptotically. With regard to all pairwise comparisons, we generalize various single-step and stagewise procedures to perform comparisons on the relative treatment effects. To further compare with normal theory counterparts, the asymptotic relative efficiencies of the nonparametric MC procedures with respect to the parametric MC procedures are derived under a sequence of Pitman alternatives in a nonparametric location shift model for unbalanced one-way layouts. Monte Carlo simulations are conducted to demonstrate the validity and power of the proposed nonparametric MC procedures.
MSC:
| 62G10 | Nonparametric hypothesis testing |
| 62K15 | Factorial statistical designs |
| 62J15 | Paired and multiple comparisons; multiple testing |
| 62G20 | Asymptotic properties of nonparametric inference |
| 65C05 | Monte Carlo methods |
Keywords:
multiple comparisons; multivariate totally positive of order two condition; relative treatment effects; Simes inequality; linear pseudo rank statistics; stepdown procedures; stepup proceduresSoftware:
wwcodeReferences:
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