Re: R-alpha: ANNOUNCE: ctest

Thomas Lumley (
Tue, 21 Jan 1997 09:46:14 -0800 (PST)

Date: Tue, 21 Jan 1997 09:46:14 -0800 (PST)
From: Thomas Lumley <>
Subject: Re: R-alpha: ANNOUNCE: ctest
In-Reply-To: <>

On 21 Jan 1997, Peter Dalgaard BSA wrote:

> survplot (Kaplan-Meier plot of survival fct.)

This is in survival4 (as are a full set of weighted, stratifies, k-sample 
logrank tests) and will be available real soon now. (I'm 
still having some problems with NextMethod, especially on "[" methods).

> and (now I'm dreaming, not even Splus has this)
> pairwise(...)	Multiple comparisons (HSD, Scheffe, Bonferroni)

I have code for two much more useful relatives of Bonferroni's 
correction, due to Hochberg and Holm. Bonferroni works ok when only one 
null hypothesis is false; these work well when several hypotheses are 
false even with correlation between thme (and are strictly more powerful 
than Bonferroni). They take a vector of p-values and return "adjusted 
p-values", the interpretation of which is that you should reject all 
hypotheses with adjusted p-values less than your chosen test size.

They are explained in more detail in "Adjusted p-values for simultaneous 
inference" by SP Wright, Biometrics 48: 1005-1013

adjust.holm <-function(p) {
        for (i in 2:n) {
                qi[index[i]]<-max(qi[index[i]], qi[index[i-1]])

adjust.hochberg <-function(p) {
        for (i in (n-1):1) {
                qi[index[i]]<-min(qi[index[i]], qi[index[i+1]])

Thomas Lumley
Biostatistics		: "Never attribute to malice what  :
Uni of Washington	:  can be adequately explained by  :
Box 357232		:  incompetence" - Hanlon's Razor  :
Seattle WA 98195-7232	:				   :

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