楼主: lnlhckao123
1883 1

[原创博文] 请问multtest语句的作用 [推广有奖]

  • 0关注
  • 3粉丝

副教授

61%

还不是VIP/贵宾

-

威望
0
论坛币
14832 个
通用积分
9.1001
学术水平
7 点
热心指数
4 点
信用等级
4 点
经验
12566 点
帖子
754
精华
0
在线时间
399 小时
注册时间
2010-8-21
最后登录
2024-2-8

100论坛币
请问multtest语句的作用,谢谢高手指点!

关键词:multtest ttest test Est Mul
沙发
bakoll 发表于 2015-5-4 10:54:51 |只看作者 |坛友微信交流群
The MULTTEST procedure addresses the multiple testing problem. This problem arises when you perform many hypothesis tests on the same data set. Carrying out multiple tests is often reasonable because of the cost of obtaining data, the discovery of new aspects of the data, and the many alternative statistical methods. However, a disadvantage of multiple testing is the greatly increased probability of declaring false significances.

For example, suppose you carry out 10 hypothesis tests at the 5% level, and you assume that the distributions of the p-values from these tests are uniform and independent. Then, the probability of declaring a particular test significant under its null hypothesis is 0.05, but the probability of declaring at least 1 of the 10 tests significant is 0.401. If you perform 20 hypothesis tests, the latter probability increases to 0.642. These high chances illustrate the danger of multiple testing.

PROC MULTTEST approaches the multiple testing problem by adjusting the p-values from a family of hypothesis tests. An adjusted p-value is defined as the smallest significance level for which the given hypothesis would be rejected, when the entire family of tests is considered. The decision rule is to reject the null hypothesis when the adjusted p-value is less then . For most methods, this decision rule controls the familywise error rate at or below the  level. However, the false discovery rate controlling procedures control the false discovery rate at or below the  level.

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注cda
拉您进交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-4-28 12:22