Institut de Santé Publique,
d'Épidémiologie et de Développement
Centre Inserm U897
Asymptotically Exact Corrected P-value for a finite number of tests.
Correction asymptotiquement exacte de la P_value pour un nombre fini de tests.
We consider a situation which is common in epidemiology, in which several transformations of an explanatory variable are tried in a Cox model and the most significant test is retained. The p-value should then be corrected to take account of the multiplicity of tests. Bonferoni mthod is often too conservative because the tests my be highly positively correlated. We propose an asymptotically exact correction of the p-value. The method uses the fact that the tests are asymptotically normal to compute numerically the distribution of the maximum of several tests. Counting processes theory is used to drive estimators of the correlations between tests.
for dichotomous transformations
Particularly implies no transformation, and implies the log, gives a square root transformation.Strategy for Box-Cox transformations
AEFNCP.tar.gz which involves following files:
The program gives the following results:
This ascii file contains the data set and must be given in the following structure:
Haschemi R, Commenges D.
We are interested in feed-back but can not guarantee support.
The authors are not in business of writing software packages and can not garantee that the program is error free. The main purpose of this program is for our own use in analyzing data. It is distributed free of charge for use by non-programmers and for programmers who would like to extract parts and possibly modify the program.
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