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An Improved Sequentially Rejective Bonferroni Test Procedure

An Improved Sequentially Rejective Bonferroni Test Procedure

Holm (1979, Scandinavian Journal of Statistics 6, 65-70) presented a simple and easily implemented multiple comparisons test procedure that is uniformly more powerful than the familiar Bonferroni method.Recently, Shaffer (1986, Journal of the American Statistical Association 81, 826-831) proposed a modification of Holm's procedure that may achieve even more power …