Date: 2012-12-07

Time: 14:30-15:30

Location: BURN 1205

Abstract:

Multiple testing problems arise in a variety of situations, notably in clinical trials with multiple endpoints. In such cases, it is often of interest to reject either all hypotheses or at least one of them. More generally, the question arises as to whether one can reject at least r out of m hypotheses. Statistical tools addressing this issue are rare in the literature. In this talk, I will recall well-known hypothesis testing concepts, both in a single- and in a multiple-hypothesis context. I will then present general power formulas for three important multiple comparison procedures: the Bonferroni and Hochberg procedures, as well as Holm’s sequential procedure. Next, I will describe an R package that we developed for sample size calculations in multiple endpoints trials where it is desired to reject at least r out of m hypotheses. This package covers the case where all the variables are continuous and four common variance-covariance patterns. I will show how to use this package to compute the sample size needed in a real-life application.

Speaker

Pierre Lafaye de Micheaux is an Associate Professor of Statistics at the Université de Montréal.