On Mon, 17 Jul 2000, Simon, Steve, PhD wrote in part:
> I have a bad joke about statistical software. I mention a certain
> software package and say that it is so wonderful. The best part is
> that it allows you to run ten different tests of the same hypothesis
> and then you can pick the test with the smallest p-value.
Sounds reasonable to me. Do you have a problem with that?
After all, for any particular test, the relevant distributional theorem
generally asserts something to the effect that the probability of a Type
I error is less than (or less than or equal to) a value, say p1. If a
corresponding theorem applies to each of several applicable tests, with
values p1, p2, ..., p_k, presumably the smallest of these values is
nearest the true probability.
The same argument is to be found in many of the standard texts on
analysis of variance. In conducting post hoc tests with an experiment-
wise error rate, one is advised to use the Tukey method for pairwise
comparisons and the Scheffe' method for more complex comparisons, because
the confidence intervals are smaller for pairwise comparisons using
Tukey, and smaller for complex comparisons using Scheffe'.
-- Don.
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Donald F. Burrill [EMAIL PROTECTED]
348 Hyde Hall, Plymouth State College, [EMAIL PROTECTED]
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