用更少的排列获得更强的检验功效

More power by using fewer permutations

Biometrika · 2024
被引 1
ABS 4

中文导读

挑战传统观念,发现使用极小子组排列可大幅提升检验功效并降低计算成本,并据此改进了流行的Westfall-Young MaxT多重检验方法。

Abstract

Abstract It is conventionally believed that permutation-based testing methods should ideally use all permutations. We challenge this by showing that we can sometimes obtain dramatically more power by using a tiny subgroup. As the subgroup is tiny, this also comes at a much lower computational cost. Moreover, the method remains valid for the same hypotheses. We exploit this to improve the popular permutation-based Westfall and Young MaxT multiple testing method. We analyse the relative efficiency in a Gaussian location model, and find the largest gain in high dimensions.

统计学计量经济学假设检验多重检验