探索性研究的多重检验
Multiple Testing for Exploratory Research
摘要：
受探索性研究实践的启发，我们制定了一种多重检验方法，该方法颠倒了用户和多重检验程序的传统角色。传统上，用户选择错误准则，并且过程产生被拒绝的集合。相反，我们建议让用户自由选择被拒绝的集合，并让多重检验过程返回一个关于错误拒绝数量的置信度声明。在我们的方法中，这样的信心声明是同时为所有的选择被拒绝的集合，所以事后的选择被拒绝的集合不会损害其有效性。所提议的角色互换只需要回顾一下熟悉的封闭式测试程序，但重点是这个程序所产生的非辅音拒绝。我们建议几个捷径，以避免与封闭测试相关的计算问题。
英文摘要：
Motivated by the practice of exploratory research, we formulate an approach to multiple testing that reverses the conventional roles of the user and the multiple testing procedure. Traditionally, the user chooses the error criterion, and the procedure the resulting rejected set. Instead, we propose to let the user choose the rejected set freely, and to let the multiple testing procedure return a confidence statement on the number of false rejections incurred. In our approach, such confidence statements are simultaneous for all choices of the rejected set, so that post hoc selection of the rejected set does not compromise their validity. The proposed reversal of roles requires nothing more than a review of the familiar closed testing procedure, but with a focus on the non-consonant rejections that this procedure makes. We suggest several shortcuts to avoid the computational problems associated with closed testing.
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