FDA & multiplicity [Design Issues]

posted by Helmut Homepage – Vienna, Austria, 2012-11-30 17:12 (4955 d 16:34 ago) – Posting: # 9648
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Hi John,

I’m less concerned with the common variance, but with multiplicity. If you are performing three simultaneous tests at 0.05 the combined risk will be 1 – (1 – 0.05)3 = 0.1426.

❝ […] But in our case it is not an issue because we nailed the 90% CIs.


Bonferroni (well, this is the most conservative one) would require 1 – 2 × 0.05/3 = 96.67% CIs in order to keep the overall risk <0.05: 1 – (1 – 0.05/3)3 = 0.0492. ;-)

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