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Confidence intervals and p-values for Williams' and other step-down multiple comparison tests against control
1Biostatistics and Data Management, Knoll Ltd Research and Development, Nottingham, United Kingdom.
Abstract:
When single-step multiple comparison tests against control, such as Dunnett's test, are used, p-values and confidence intervals can be reported. However, Williams' test and other step-down multiple comparison tests only provide results in terms of statistical significance. In this paper, approximate confidence intervals are proposed for some step-down multiple comparison tests and their coverage properties are assessed by simulation; p-values are readily calculated. The proposed simultaneous confidence intervals associated with Williams' test, Dunnett's step-down test, and the closed t test are all found to have good coverage, typically between 94% and 96% for a nominal value of 95%. Thus practicing statisticians can now quote p-values for these tests and use simple confidence intervals to aid interpretation of test results.
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