R: Data analysis using an individual testing procedure...
indiv.analysis
R Documentation
Data analysis using an individual testing procedure controlling the
q-gFWER in the context of m multiple continuous endpoints
Description
This function aims at analysing some multiple continuous endpoints with
individual testing procedures (Bonferroni, Holm, Hochberg). These procedures, based on a Union-Intersection test procedure, allow to take into account
the correlation between the different endpoints in the analysis. This
function uses critical values from Romano et al. to control the
q-gFWER. Different structures of the covariance matrices between
endpoints are considered.
"Bonferroni", "Holm" or "Hochberg". When method =
"Hochberg", we use critical values involving the D1 term in formula
(11) of Romano et al. in order to control strongly the q-FWER.
If you want to use the original Hochberg's
procedure, set orig.Hochberg to TRUE. Even for
q=1, this is a bad idea except when the p-values can be assumed independent.
XE
matrix (of size n_E \times m) of the outcome for the experimental (test) group.
XC
matrix (of size n_C \times m) of the outcome for the control group.
d
vector of length m indicating the true value of the differences in means
under the null hypothesis.
matrix.type
integer value equal to 1, 2, 3, 4 or 5. A value of 1
indicates multisample sphericity. A value of 2 indicates multisample
variance components. A value of 3 indicates multisample compound
symmetry. A value of 4 indicates multisample compound
symmetry with unequal individual (endpoints) variances. A value of 5 indicates unstructured variance components.
equalSigmas
logical. Indicates if Σ_E is equal to Σ_C.
alpha
value which corresponds to the chosen q-gFWER type-I
error rate control bound.
q
integer. Value of 'q' (q=1,...,m) in the q-gFWER of Romano et
al., which is the probability to make at least q false
rejections. The default value q=1 corresponds to the classical FWER control.
rho
NULL or should be provided only if matrix.type is equal
to 3 or 4. This is the value of correlation for the compound symmetry case.
alternative
NOT USED YET. Character string specifying the
alternative hypothesis, must be one of "two.sided", "greater" or
"less".
orig.Hochberg
logical. To use the standard Hochberg's procedure.
estimated variance (i.e., square of denominator of the test statistic.
Author(s)
P. Lafaye de Micheaux, B. Liquet and J. Riou
References
Delorme P., Lafaye de Micheaux P., Liquet B., Riou, J. (2015). Type-II Generalized Family-Wise Error Rate
Formulas with Application to Sample Size Determination. Submitted to
Statistics in Medicine.
Romano J. and Shaikh A. (2006) Stepup Procedures For Control of
Generalizations of the Familywise Error Rate. The Annals of Statistics,
34(4), 1850–1873.