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An improved Hochberg procedure for multiple tests of significance
Article first published online: 20 FEB 2012
DOI: 10.1111/j.2044-8317.2012.02042.x
© 2012 The British Psychological Society
Issue
British Journal of Mathematical and Statistical Psychology
Volume 66, Issue 1, pages 189–196, February 2013
Additional Information
How to Cite
Rom, D. M. (2013), An improved Hochberg procedure for multiple tests of significance. British Journal of Mathematical and Statistical Psychology, 66: 189–196. doi: 10.1111/j.2044-8317.2012.02042.x
Publication History
- Issue published online: 17 JAN 2013
- Article first published online: 20 FEB 2012
- Received 15 September 2011; revised version received 10 January 2012
- Abstract
- Article
- References
- Cited By
We propose a simple modification of Hochberg's step-up Bonferroni procedure for multiple tests of significance. The proposed procedure is always more powerful than Hochberg's procedure for more than two tests, and is more powerful than Hommel's procedure for three and four tests. A numerical analysis of the new procedure indicates that its Type I error is controlled under independence of the test statistics, at a level equal to or just below the nominal Type I error. Examination of various non-null configurations of hypotheses shows that the modified procedure has a power advantage over Hochberg's procedure which increases in relationship to the number of false hypotheses.