• Table of Contents
    • Abstract
    • Keywords
    • Article
      • Notation
      • Familywise Error Rate
      • Methods Based on Marginal p-values
      • Single-step versus Stepwise Methods
      • Resampling Methods Accounting for Dependence
      • Generalized Error Rates
    • Bibliography
    • How to cite this article

multiple testing

Joseph P. Romano , Azeem M. Shaikh and Michael Wolf
From The New Palgrave Dictionary of Economics, Online Edition, 2010
Edited by Steven N. Durlauf and Lawrence E. Blume
Back to top

Abstract

Multiple testing refers to any instance that involves the simultaneous testing of more than one hypothesis. If decisions about the individual hypotheses are based on the unadjusted marginal p-values, then there is typically a large probability that some of the true null hypotheses will be rejected. Unfortunately, such a course of action is still common. In this article, we describe the problem of multiple testing more formally and discuss methods which account for the multiplicity issue. In particular, recent developments based on resampling result in an improved ability to reject false hypotheses compared to classical methods such as Bonferroni.
Back to top

Keywords

Back to top

Article

Back to top

How to cite this article

Romano, Joseph P., Azeem M. Shaikh and Michael Wolf. "multiple testing." The New Palgrave Dictionary of Economics. Online Edition. Eds. Steven N. Durlauf and Lawrence E. Blume. Palgrave Macmillan, 2010. The New Palgrave Dictionary of Economics Online. Palgrave Macmillan. 17 November 2017 <http://www.dictionaryofeconomics.com/article?id=pde2010_M000425> doi:10.1057/9780230226203.3826

Download Citation:

as RIS | as text | as CSV | as BibTex