A unified framework for weighted parametric multiple test procedures

Abstract

We describe a general framework for weighted parametric multiple test procedures based on the closure principle. We utilize general weighting strategies that can reflect complex study objectives and include many procedures in the literature as special cases. The proposed weighted parametric tests bridge the gap between rejection rules using either adjusted significance levels or adjusted p-values. This connection is made by allowing intersection hypotheses of the underlying closed test procedure to be tested at level smaller than α. This may be also necessary to take certain study situations into account. For such cases we introduce a subclass of exact α-level parametric tests that satisfy the consonance property. When the correlation is known only for certain subsets of the test statistics, a new procedure is proposed to fully utilize this knowledge within each subset. We illustrate the proposed weighted parametric tests using a clinical trial example and conduct a simulation study to investigate its operating characteristics.