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Biometrika 2008 95(3):709-719; doi:10.1093/biomet/asn033
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© 2008 Biometrika Trust

Articles

The Benjamini–Hochberg method with infinitely many contrasts in linear models

Peter H. Westfall

Area of Information Systems and Quantitative Sciences, Texas Tech University, Lubbock, Texas 79409, U.S.A. peter.westfall{at}ttu.edu

Received for publication 1 May 2007. Revision received 1 February 2008.
  Abstract

Benjamini and Hochberg's method for controlling the false discovery rate is applied to the problem of testing infinitely many contrasts in linear models. Exact, easily calculated critical values are derived, defining a new multiple comparisons method for testing contrasts in linear models. The method is adaptive, depending on the data through the F-statistic, like the Waller–Duncan Bayesian multiple comparisons method. Comparisons with Scheffé's method are given, and the method is extended to the simultaneous confidence intervals of Benjamini and Yekutieli.

Key Words: False coverage rate • False discovery rate • Multiple comparisons • Multiple testing • Scheffé's method • Waller–Duncan method


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