COMPARING POWER AND MULTIPLE SIGNIFICANCE LEVEL FOR STEP UP AND STEP DOWN MULTIPLE TEST PROCEDURES FOR CORRELATED ESTIMATES

Abstract

We consider hypothesis testing problems arising in e.g. the context of comparing k treatments with a control. The case of equi-correlated estimates is mainly discussed, although also unequal correlated estimates (e.g. unequal sample sizes for the treatments, when compared to a control treatment) are mentioned briefly. So called step down test procedures are compared with step up test procedures, with respect to power functions. Comparisons of rejected null hypotheses are also performed. No practical differences in performances between step up and step down test procedures could be found for finite sample sizes.