Multiple Comparison with a Control Using Step-down Procedure

Abstract

The purpose of this research was to compare the efficiency of single-step procedures and the step-down procedures in order to test for multiple comparison with a control group. Four tests; Dunnett test, Step-down Dunnett test, Bonferroni test and Bonferroni-Holm test, was considered. The performance of these tests was evaluated in terms of the family wise error rate, any-pair power and all-pairs power. A Monte Carlo simulation was performed with repeated 10,000 times. The results showed that the familywise error rate of all test statistics closed to the nominal level. The empirical power of step-down procedures were higher than the single-step procedures, and the step-down Dunnett test gave the highest power.