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On Simes’S Second Conjecture: An Extended Single-Step Simes Test Procedure For Multiple Testing, Matthew G. Hudson Dec 2020

On Simes’S Second Conjecture: An Extended Single-Step Simes Test Procedure For Multiple Testing, Matthew G. Hudson

Dissertations

One of the major concerns with multiple tests of significance is controlling the family wise error rate. Various methods have been developed to ensure that the false positive rate be maintained at some prespecified level. One of the most well know being the Bonferroni procedure. Simes presented an improved Bonferroni procedure for testing the global hypothesis that is more powerful and less conservative, especially with positively correlated tests. While Simes’s procedure is more powerful, it does not allow for making inferences on the individual hypotheses. However, the Simes procedure has since become the foundation of many p-value based multiple testing …


Statistical Properties And Applications Of Press Statistic, Ida Marie Alcantara Jun 2020

Statistical Properties And Applications Of Press Statistic, Ida Marie Alcantara

Dissertations

The most popularly used statistic R2 has a fundamental weakness in model building: it favors adding more predictors to the model because R2 can only increase. In effect, the additional predictors start fitting the noise in data. Other criterion in selecting a regression model such as R2 adj , AIC, SBC, and Mallow’s Cp does not guarantee the model selected will also make better prediction of future values. To avoid this, data scientists withhold a percentage of the data for validation purposes. The PRESS statistic does something similar by withholding each observation in calculating its own …