If we like to bound these over-fitting probabilities by α, then we can assign different values for each α(k a,k b). The new procedure has the following properties: Consider an example where K min= 0 and K max= 4. Notice that the individual significance level depends on the number of joinpoints k a under the null. Sequential analysis has developed extensively since the mid sixties, and the medical and statistical literature contains many models, some specific to. The new procedure set α(k a,k b)=α/(K max-k a). Let α(k a,k b) be the significance level of each individual test H 0: k=k a vs. The new adjustment procedure controls the overall over-fitting probabilities. The Bonferroni adjustment is conservative because the actual overall significance level is usually less than the nominal level α. The test results are reviewed after each test. Each of these permutation test are carried out a significance level of α 1=α/(K max-K min), i.e., if the p-value < α 1, then it rejects the null. Basically, a sequential test is a method by which items are tested in sequence (one after another). Let be the final selected number of Joinpoints.īecause multiple tests are performed, Bonferroni adjustment is used to ensure that the approximate overall type I error is less than the specified significance level (significance level is also called the α-level, default α=.05). If the null is rejected, then increase k a by 1 otherwise, decrease k b by 1. The procedure begins with k a= K min and k b= K max. Sequential analysis or sequential hypothesis testing is a method of statistical inference that unlike the classical hypothesis testing, the number of. Each one tests the null hypothesis H 0: k = k a against the alternative hypothesis H 1: k = k b. Walds Sequential Probability Ratio Test (SPRT) was one of. The Joinpoint program uses a sequence of 'permutation' tests to select the final model. A statistical technique, known as sequential analysis, can vastly decrease the time and cost. a sequential test using the sufficient statistic however, the sequential test they construct to do this is allowed more analyses than the adaptive test.

Statistics sequential testing