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On the Inadmissibility of the Modified Step-Down Test Based on Fisher’s Method For Combining Independentp-Values

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Contributions to Probability and Statistics

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Abstract

Marden and Perlman (1988) have shown that the classical step-down procedure for the Hotelling T 2 testing problem is inadmissible in most cases. Mudholkar and Subbaiah (1980) proposed a modified step- down procedure wherein the p-values associated with the sequence of stepwise F tests are combined according to Fisher’s combination method. In the present paper it is shown that the modified step-down procedure is inadmissible if at least one step is of dimension one.

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References

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  • Mudholkar, G.S. and Subbaiah, P. (1980). Testing significance of a mean vector—a possible alternative to Hotelling’s T 2. Ann. Inst. Statist. Math. 32A 43–52.

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Author information

Authors and Affiliations

  1. Department of Statistics, Universtity of Illinois at Urbana-Champaign, Urbana, Illinois, 61801, USA

    John I. Marden

  2. Department of Statistics GN-22, University of Washington, Seattle, Washington, 98195, USA

    Michael D. Perlman

Authors
  1. John I. Marden
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  2. Michael D. Perlman
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Editor information

Editors and Affiliations

  1. Department of Statistics, Purdue University, 47907, West Lafayette, IN, USA

    Leon Jay Gleser

  2. Department of Statistics, University of Washington, 98195, Seattle, WA, USA

    Michael D. Perlman

  3. Department of Statistics, University of California, 92521, Riverside, CA, USA

    S. James Press

  4. Department of Mathematics and Statistics, University of Pittsburgh, 15260, Pittsburgh, PA, USA

    Allan R. Sampson

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© 1989 Springer-Verlag New York, Inc.

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Marden, J.I., Perlman, M.D. (1989). On the Inadmissibility of the Modified Step-Down Test Based on Fisher’s Method For Combining Independentp-Values. In: Gleser, L.J., Perlman, M.D., Press, S.J., Sampson, A.R. (eds) Contributions to Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3678-8_34

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  • DOI: https://doi.org/10.1007/978-1-4612-3678-8_34

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-8200-6

  • Online ISBN: 978-1-4612-3678-8

  • eBook Packages: Springer Book Archive

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