# Re: R-alpha: ANNOUNCE: ctest

Thomas Lumley (thomas@biostat.washington.edu)
Tue, 21 Jan 1997 09:46:14 -0800 (PST)

```Date: Tue, 21 Jan 1997 09:46:14 -0800 (PST)
From: Thomas Lumley <thomas@biostat.washington.edu>
To: r-testers@stat.math.ethz.ch
Subject: Re: R-alpha: ANNOUNCE: ctest

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

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

n<-length(p)
r<-rank(p)
index<-order(p)
qi<-p*(n+1-r)
for (i in 2:n) {
qi[index[i]]<-max(qi[index[i]], qi[index[i-1]])
}
qi
}

n<-length(p)
r<-rank(p)
index<-order(p)
qi<-p*(n+1-r)
for (i in (n-1):1) {
qi[index[i]]<-min(qi[index[i]], qi[index[i+1]])
}
qi
}

Thomas Lumley
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```