An approach to the conditional error rate principle with nuisance parameters |
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Authors: | Gutjahr Georg Brannath Werner Bauer Peter |
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Institution: | Center of Medical Statistics, Medical University of Vienna, Austria Department of Mathematics, University of Bremen, Germany. georg.gutjahr@math.uni-bremen.de |
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Abstract: | In the presence of nuisance parameters, the conditional error rate principle is difficult to apply because of the dependency of the conditional error function of the preplanned test on nuisance parameters. To use the conditional error rate principle with nuisance parameters, we propose to search among tests that guarantee overall error control for the test that maximizes a weighted combination of the conditional error rates over possible values of the nuisance parameters. We show that the optimization problem that defines such a test can be solved efficiently by existing algorithms. |
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Keywords: | Adaptive design Branch‐and‐bound Conditional error rate principle Fisher's exact test Linear semi‐infinite programming Nuisance parameter |
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