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Statistics and Computing

, Volume 4, Issue 3, pp 179–187 | Cite as

Automatic selection of the proper family for simultaneous confidence intervals

  • William H. Dumouchel
  • Thomas P. Lane
Papers

Abstract

Statisticians often employ simultaneous confidence intervals to reduce the likelihood of their drawing false conclusions when they must make a number of comparisons. To do this properly, it is necessary to consider the family of comparisons over which simultaneous confidence must be assured. Sometimes it is not clear what family of comparisons is appropriate. We describe how computer software can monitor the types of contrasts a user examines, and select the smallest family of contrasts that is likely to be of interest. We also describe how to calculate simultaneous confidence intervals for these families using a hybrid of the Bonferroni and Scheffé methods. Our method is especially suitable for problems with discrete and continuous predictors.

Keywords

contrasts Bonferroni inequality Scheffe method 

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References

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Copyright information

© Chapman & Hall 1994

Authors and Affiliations

  • William H. Dumouchel
    • 1
  • Thomas P. Lane
    • 2
  1. 1.Columbia University, Center for Medical InformaticsNew YorkUSA
  2. 2.BBN Software ProductsCambridgeUSA

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