generateBounds: generateBounds In gMCP: Graph Based Multiple Comparison Procedures

Description

compute rejection bounds for z-scores of each elementary hypotheses within each intersection hypotheses

Usage

 ```1 2``` ```generateBounds(g, w, cr, al = 0.05, hint = generateWeights(g, w), upscale = FALSE) ```

Arguments

 `g` graph defined as a matrix, each element defines how much of the local alpha reserved for the hypothesis corresponding to its row index is passed on to the hypothesis corresponding to its column index `w` vector of weights, defines how much of the overall alpha is initially reserved for each elementary hypothesis `cr` correlation matrix if p-values arise from one-sided tests with multivariate normal distributed test statistics for which the correlation is partially known. Unknown values can be set to NA. (See details for more information) `al` overall alpha level at which the family error is controlled `hint` if intersection hypotheses weights have already been computed (output of `generateWeights`) can be passed here otherwise will be computed during execution `upscale` if `FALSE` (default) the parametric test is performed at the reduced level alpha of sum(w)*alpha. (See details)

Details

It is assumed that under the global null hypothesis (Φ^{-1}(1-p_1),...,Φ^{-1}(1-p_m)) follow a multivariate normal distribution with correlation matrix `cr` where Φ^{-1} denotes the inverse of the standard normal distribution function.

For example, this is the case if p_1,..., p_m are the raw p-values from one-sided z-tests for each of the elementary hypotheses where the correlation between z-test statistics is generated by an overlap in the observations (e.g. comparison with a common control, group-sequential analyses etc.). An application of the transformation Φ^{-1}(1-p_i) to raw p-values from a two-sided test will not in general lead to a multivariate normal distribution. Partial knowledge of the correlation matrix is supported. The correlation matrix has to be passed as a numeric matrix with elements of the form: correlation[i,i] = 1 for diagonal elements, correlation[i,j] = ρ_{ij}, where ρ_{ij} is the known value of the correlation between Φ^{-1}(1-p_i) and Φ^{-1}(1-p_j) or `NA` if the corresponding correlation is unknown. For example correlation[1,2]=0 indicates that the first and second test statistic are uncorrelated, whereas correlation[2,3] = NA means that the true correlation between statistics two and three is unknown and may take values between -1 and 1. The correlation has to be specified for complete blocks (ie.: if cor(i,j), and cor(i,k) for i!=j!=k are specified then cor(j,k) has to be specified as well) otherwise the corresponding intersection null hypotheses tests are not uniquely defined and an error is returned.

The parametric tests in (Bretz et al. (2011)) are defined such that the tests of intersection null hypotheses always exhaust the full alpha level even if the sum of weights is strictly smaller than one. This has the consequence that certain test procedures that do not test each intersection null hypothesis at the full level alpha may not be implemented (e.g., a single step Dunnett test). If `upscale` is set to `FALSE` (default) the parametric tests are performed at a reduced level alpha of sum(w) * alpha and p-values adjusted accordingly such that test procedures with non-exhaustive weighting strategies may be implemented. If set to `TRUE` the tests are performed as defined in Equation (3) of (Bretz et al. (2011)).

Value

Returns a matrix of rejection bounds. Each row corresponds to an intersection hypothesis. The intersection corresponding to each line is given by conversion of the line number into binary (eg. 13 is binary 1101 and corresponds to (H1,H2,H4))

Author(s)

Florian Klinglmueller

References

Bretz F, Maurer W, Brannath W, Posch M; (2008) - A graphical approach to sequentially rejective multiple testing procedures. - Stat Med - 28/4, 586-604

Frank Bretz, Martin Posch, Ekkehard Glimm, Florian Klinglmueller, Willi Maurer, Kornelius Rohmeyer (2011): Graphical approaches for multiple comparison procedures using weighted Bonferroni, Simes or parametric tests. Biometrical Journal 53 (6), pages 894-913, Wiley. http://onlinelibrary.wiley.com/doi/10.1002/bimj.201000239/full

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18``` ```## Define some graph as matrix g <- matrix(c(0,0,1,0, 0,0,0,1, 0,1,0,0, 1,0,0,0), nrow = 4,byrow=TRUE) ## Choose weights w <- c(.5,.5,0,0) ## Some correlation (upper and lower first diagonal 1/2) c <- diag(4) c[1:2,3:4] <- NA c[3:4,1:2] <- NA c[1,2] <- 1/2 c[2,1] <- 1/2 c[3,4] <- 1/2 c[4,3] <- 1/2 ## Boundaries for correlated test statistics at alpha level .05: generateBounds(g,w,c,.05) ```

gMCP documentation built on May 29, 2017, 5:14 p.m.