Alternative Confidence Regions for Bonferroni‐Based Closed‐Testing Procedures that are not Alpha‐Exhaustive

Abstract

This article complements the results in Guilbaud (Biometrical Journal 2008; 50:678-692). Simultaneous confidence regions were derived in that article that correspond to any given multiple testing procedure (MTP) in a fairly large class of consonant closed-testing procedures based on marginal p-values and weighted Bonferroni tests for intersection hypotheses. This class includes Holm's MTP, the fixed-sequence MTP, gatekeeping MTPs, fallback MTPs, multi-stage fallback MTPs, and recently proposed MTPs specified through a graphical representation and associated rejection algorithm. More general confidence regions are proposed in this article. These regions are such that for certain underlying MTPs which are not alpha-exhaustive, they lead to confidence assertions that may be sharper than rejection assertions for some rejected null hypotheses H when not all Hs are rejected, which is not the case with the previously proposed regions. In fact, various alternative confidence regions may be available for such an underlying MTP. These results are shown through an extension of the previous direct arguments (without invoking the partitioning principle), and under the same general setup; so for instance, estimated quantities and marginal confidence regions are not restricted to be of any particular kinds/dimensions. The relation with corresponding confidence regions of Strassburger and Bretz (Statistics in Medicine 2008; 27:4914-4927) is described. The results are illustrated with fallback and parallel-gatekeeping MTPs.