953 08574 thus theres a 01426 chance of making at

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Unformatted text preview: t the general idea of doing multiple tests at a certain controlled error rate still stands. This is a multiple comparison issue. – How do we control the error rate on a ‘group’ of tests? ∗ What is the probability of not making a mistake on any of the three tests? Well, if the tests were independent, (1 − α)(1 − α)(1 − α) = (0.95)3 = 0.8574 Thus, there’s a 0.1426 chance of making at least 1 mistake (definitely larger than α = 0.05 for the whole set of three tests) 9 Multiple comparisons procedures in statistics • How do we do numerous comparisons of interest simultaneously while maintaining a certain overall error rate (like α = 0.05)? • Two steps – start with an overall test to see if anything is interesting... i.e. test if any of the means are significantly different using an overall F -test – if so, do a follow up analysis to decide which groups differ and to estimate the size of differences 10 • Step one: 1-Way ANOVA F-test We perform the overall F-test: H 0 : µ1 = µ2 = µ3 HA : at least one µi is different for i=1,2,3 Though we can do coding of two dummy variables to represent group, R will do this for us. >...
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This note was uploaded on 06/12/2013 for the course MATHEMATIC MAT7870 taught by Professor Sun during the Winter '13 term at Wayne State University.

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