PROC MULTTEST Statement
- PROC MULTTEST < options > ;
You can specify the following options in the PROC MULTTEST
statement.
-
BONFERRONI
- BON
-
specifies that the Bonferroni adjustments (number of tests ×
p-value) be computed for each test. These adjustments can be
extremely conservative and should be viewed with caution. When
exact tests are specified via the PERMUTATION= option in the TEST
statement, the actual permutation distributions are used, resulting
in a much less conservative version of this procedure (Westfall
and Wolfinger 1997).
-
BOOTSTRAP
- BOOT
-
specifies that the p-values be adjusted using the bootstrap method to
resample vectors (Westfall and Young 1993). Resampling is
performed with replacement and independently within levels of the
STRATA variable. Continuous variables are mean-centered by default
prior to resampling. The BOOTSTRAP option is not allowed with the
PETO test for theoretical reasons.
If the PERMUTATION= option is used with the CA test, the exact
permutation distribution is recomputed for each bootstrap sample.
Caution: This can be very time-consuming. It is preferable to
use permutation resampling when permutation base tests are used.
-
CENTER
-
requests that continuous variables be mean-centered prior
to resampling. The default action is to mean-center for
bootstrap resampling and not to mean-center for permutation
resampling.
-
DATA=SAS-data-set
-
names the input SAS data set to be used by PROC MULTTEST. The
default is to use the most recently created data set.
-
FDR
-
requests adjusted p-values using the method of Benjamini
and Hochberg (1995). These p-values do not
control the familywise error rate, but they do control the
false discovery rate in some cases.
-
HOC
-
requests adjusted p-values using Hochberg's (1988) step-up
Bonferroni method.
-
HOLM
- is an alias for the STEPBON adjustment.
-
NOCENTER
-
requests that continuous variables not be mean-centered
prior to resampling. The default action is to mean-center for
bootstrap resampling and not to mean-center for permutation
resampling.
-
NOPRINT
-
suppresses the normal display of results.
Note that this option
temporarily disables the Output Delivery System (ODS);
see Chapter 14, "The Output Delivery System," for more information.
-
NOTABLES
-
suppresses display of the "Discrete Variable Tabulations" and
"Continuous Variable Tabulations" tables.
-
NOZEROS
-
suppresses display of tables having zero occurrences for all CLASS
levels.
-
NSAMPLE= number
- N= number
-
specifies the number of resamples for use with the BOOTSTRAP and
PERMUTATION options; it is assumed to be 20,000 by default. Large
values of number (20,000 or more) are usually recommended
for accuracy, but long execution times may result, particularly
with large data sets.
-
ORDER=DATA | FORMATTED | FREQ | INTERNAL
-
specifies the sorting order for the levels of the classification
variable (specified in the CLASS statement). This ordering
determines which parameters in the model correspond to each level
in the data, so the ORDER= option may be useful when you use the
CONTRAST statements. The following table shows how PROC MULTTEST
interprets values of the ORDER= option.
|
Value of ORDER=
|
Levels Sorted by
|
| | |
| DATA | order of appearance in the input data set |
| FORMATTED | external formatted value |
| FREQ | descending frequency count; levels with the most
observations come first in the order |
| INTERNAL | internal machine representation |
By default, ORDER=FORMATTED. For the FORMATTED and INTERNAL
values, the sort order is machine dependent.
-
OUT=SAS-data-set
-
names the output SAS data set containing variable names,
contrast names, intermediate calculations, and all
associated p-values.
-
OUTPERM=SAS-data-set
-
names the output SAS data set containing entire permutation
distributions (upper-tail probabilities) for all
tests when the PERMUTATION= option is used.
Caution: This data set can be very large.
-
OUTSAMP=SAS-data-set
-
names the output SAS data set containing information from the
resampled data sets when resampling is performed.
Caution: This data set can be very large.
-
PDATA=SAS-data-set
-
names an input SAS data set containing the variable raw_p with
observations that consist of raw p-values. The MULTTEST procedure
adjusts the collection of raw p-values for multiplicity. The
resampling-based adjustments cannot be performed using this type of
data input, but all other adjustments can be performed. Output from
PROC MULTTEST is contained in the OUT= data set when you specify the
PDATA= input form, so you must use the OUT=
option to obtain the results in this case.
-
PERMUTATION
- PERM
-
specifies adjusted p-values in identical fashion as the BOOTSTRAP
option, with the exception that PROC MULTTEST resamples without
replacement rather than with replacement. Resampling is performed
independently within levels of the STRATA variable. Continuous
variables are not mean-centered prior to resampling. The PERMUTATION
option is not allowed with the PETO test for theoretical
reasons.
-
PVALS
-
requests that a summary table of raw and adjusted
p-values be included.
-
SEED= number
- S= number
-
specifies the initial seed for the random number generator
used for resampling. The value for
number must be a positive integer;
the computer clock time is the default.
For more details about seed values, refer to
SAS Language Reference: Concepts.
-
SIDAK
- SID
-
specifies that the Sidak adjustments be computed for each test.
These adjustments take the form
-
1 - (1 - p)n
where p is the raw p-value and n is the number of tests.
These are slightly less conservative than the Bonferroni
adjustments, but they still should be viewed with caution. When
exact tests are specified via the PERMUTATION=
option in the TEST
statement, the actual permutation distributions are used, resulting
in a much less conservative version of this procedure (Westfall
and Wolfinger 1997).
-
STEPBON
-
requests adjusted p-values using the stepdown Bonferroni method
of Holm (1979).
-
STEPBOOT
-
requests that adjusted p-values be computed using
bootstrap resampling as described under the
BOOTSTRAP option, but in stepdown fashion.
-
STEPPERM
-
requests that adjusted p-values be computed using
permutation resampling as described under the
PERMUTATION
option, but in stepdown fashion.
-
STEPSID
-
requests adjusted p-values using the Sidak method as described
in the SIDAK option, but in stepdown fashion.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.