Testowanie wielokrotne w badaniach ekonomicznych
Ładowanie...
Data wydania
2007
Autorzy
Tytuł czasopisma
ISSN
0071-674X
eISSN
Tytuł tomu
ISBN
eISBN
Wydawca
Oficyna Wydawnicza AFM
Abstrakt
In the paper multiple testing procedures based on ordered p-values are applied to control type
I errors rates for family o f inferences in different statistical problems. Multiple testing procedures
based on ordered p-values may be found an interesting tool for simultaneous testing of more than
one hypothesis at a time. Discussed methods are applicable to a broad spectrum of statistical
problems since their requirements for statistical assumption are considerably less restricted than
in case of classical procedures (only dependency among test statistics should be controlled). The
analysis is put down to a collection of p-values or adjusted p-values. Depending on approach to
the control of Type I error for the family of inferences these methods may be categorized into
two major groups: FWE (Family-Wise Error Rate) and FDR (False Discovery Rate) procedures.
The procedures of multiple testing are applied to typical situations in economics research: to
separate homogenous groups of means, to test the significance of correlation coefficients in the
correlation matrix and to infer about significance of regression parameters in linear regression model.
Opis
Tematy
Słowa kluczowe
multiple testing, multiple comparison procedures MCP, simultaneous testing, multiple testing procedures based on ordered p-values, adjusted p-values, FWE, FDR, testowanie wielokrotne, procedury porównań wielokrotnych, testowanie jednoczesne, procedury testowań wielokrotnych oparte na prawdopodobieństwach testowych, skorygowane prawdopodobieństwa testowe
Źródło
Folia Oeconomica Cracoviensia 2007, Vol. XLVIII, s. 119-135.