Adjusting O'Brien's test to control type I error for the generalized nonparametric Behrens-Fisher problem

Peng Huang, Barbara C. Tilley, Robert F. Woolson, Stuart Lipsitz

Research output: Contribution to journalArticlepeer-review

Abstract

O'Brien (1984. Biometrics 40, 1079-1087) introduced a simple nonparametric test procedure for testing whether multiple outcomes in one treatment group have consistently larger values than outcomes in the other treatment group. We first explore the theoretical properties of O'Brien's test. We then extend it to the general nonparametric Behrens-Fisher hypothesis problem when no assumption is made regarding the shape of the distributions. We provide conditions when O'Brien's test controls its error probability asymptotically and when it fails. We also provide adjusted tests when the conditions do not hold. Throughout this article, we do not assume that all outcomes are continuous. Simulations are performed to compare the adjusted tests to O'Brien's test. The difference is also illustrated using data from a Parkinson's disease clinical trial.

Original languageEnglish (US)
Pages (from-to)532-539
Number of pages8
JournalBiometrics
Volume61
Issue number2
DOIs
StatePublished - Jun 2005

Keywords

  • Bonferroni
  • Global statistical test
  • Multivariate test
  • Rank test
  • Rank-sum-type test

ASJC Scopus subject areas

  • Statistics and Probability
  • Biochemistry, Genetics and Molecular Biology(all)
  • Immunology and Microbiology(all)
  • Agricultural and Biological Sciences(all)
  • Applied Mathematics

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