Multiple Testing
Published in The New Palgrave Dictionary of Economics • Jan 1, 2018
NobleIDNI8P59W17R66S07
Authors:,,
Joseph P. Romano
Azeem M. Shaikh
Michael Wolf
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. ...
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