Adjusting O'Brien's test to control type I error for the generalized nonparametric Behrens-Fisher problem

Adjusting O'Brien's test to control type I error for the generalized nonparametric Behrens-Fisher problem
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DOI:
10.1111/j.1541-0420.2005.00322.x
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发表时间:
2005-06-01
期刊:
影响因子:
1.9
通讯作者:
Lipsitz, S
Lipsitz, S
中科院分区:
数学3区
文献类型:
--
作者:
Huang, P;Tilley, BC;Lipsitz, S

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被引文献

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O‘Brien(1984,Biometrics 40,1079-1087)引入了一种简单的非参数检验程序,用于测试一个治疗组中的多个结果是否始终大于另一个治疗组中的结果。我们首先探讨了O‘Brien检验的理论性质。然后,我们将其推广到一般的非参数Behrens-Fisher假设问题,当没有关于分布形状的假设时。我们给出了O‘Brien检验渐近控制其错误概率和失败的条件。当条件不成立时,我们还提供调整后的测试。在本文中,我们并不假设所有结果都是连续的。进行了模拟,将调整后的测试与O‘Brien的测试进行比较。使用帕金森氏病临床试验的数据也说明了这种差异。
O'Brien (1984, Biometrics 40, 1079-1087) introduced a simple nonparametric test procedure for testing whether multiple outcomes in one treatment group have consistently larger values than outcomes in the other treatment group. We first explore the theoretical properties of O'Brien's test. We then extend it to the general nonparametric Behrens-Fisher hypothesis problem when no assumption is made regarding the shape of the distributions. We provide conditions when O'Brien's test controls its error probability asymptotically and when it fails. We also provide adjusted tests when the conditions do not hold. Throughout this article, we do not assume that all outcomes are continuous. Simulations are performed to compare the adjusted tests to O'Brien's test. The difference is also illustrated using data from a Parkinson's disease clinical trial.