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.
%0 Journal Article
%1 Edwards1987
%A Edwards, D
%A Berry, J J
%D 1987
%J Biometrics
%K AnalysisofVariance Animals Biological CapillaryPermeability Cats ComputerSimulation Decapoda(Crustacea) Fishes Mathematics Models PredatoryBehavior Probability ResearchDesign
%N 4
%P 913-28
%T The efficiency of simulation-based multiple comparisons.
%U http://www.ncbi.nlm.nih.gov/pubmed/3427176
%V 43
%X 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.
%@ 0006-341X; 0006-341X
@article{Edwards1987,
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.},
added-at = {2023-02-03T11:44:35.000+0100},
author = {Edwards, D and Berry, J J},
biburl = {https://www.bibsonomy.org/bibtex/2b602290ced613a3c04e29fc896f74b8a/jepcastel},
city = {Department of Statistics, University of South Carolina, Columbia 29208.},
interhash = {98f84025f984f3860023b6dadf0bed96},
intrahash = {b602290ced613a3c04e29fc896f74b8a},
isbn = {0006-341X; 0006-341X},
issn = {0006-341X},
journal = {Biometrics},
keywords = {AnalysisofVariance Animals Biological CapillaryPermeability Cats ComputerSimulation Decapoda(Crustacea) Fishes Mathematics Models PredatoryBehavior Probability ResearchDesign},
month = {12},
note = {7102<m:linebreak></m:linebreak>LR: 20071114; GR: GM36977-01/GM/NIGMS NIH HHS/United States; GR: R01 GM34870-01/GM/NIGMS NIH HHS/United States; GR: R01 HL24314/HL/NHLBI NIH HHS/United States; GR: etc.; JID: 0370625; ppublish;<m:linebreak></m:linebreak>Comparacions múltiples},
number = 4,
pages = {913-28},
pmid = {3427176},
timestamp = {2023-02-03T11:44:35.000+0100},
title = {The efficiency of simulation-based multiple comparisons.},
url = {http://www.ncbi.nlm.nih.gov/pubmed/3427176},
volume = 43,
year = 1987
}