Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/162422
Authors: 
Romano, Joseph P.
Wolf, Michael
Year of Publication: 
2016
Series/Report no.: 
Working Paper 219
Abstract: 
There has been a recent interest in reporting p-values adjusted for resampling-based stepdown multiple testing procedures proposed in Romano and Wolf (2005a,b). The original papers only describe how to carry out multiple testing at a fixed significance level. Computing adjusted p-values instead in an efficient manner is not entirely trivial. Therefore, this paper fills an apparent gap by detailing such an algorithm.
Subjects: 
Adjusted p-values
Multiple testing
Resampling
Stepdown procedure
JEL: 
C12
Persistent Identifier of the first edition: 
Document Type: 
Working Paper
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