Adaptive Statistical Methods
Adaptive methods use the data to determine what statistical procedure should be used and then use the data again to carry out the procedure. At first glance, it may appear that it is cheating to use the data to determine what test should be used. However, if the adaptive method is properly constructed an adaptive method can maintain its size and can be a more powerful test. I have developed a general approach to adaptive testing, which has been published in Statistics in Medicine (vol. 21, pp. 3527-3542, 2002) and in the book "Applied Adaptive Statistical Methods" which is published by SIAM.. The book contains the detailed description of the adaptive testing methods, the adaptive confidence interval, and the adaptive estimation procedures. To obtain SAS macros for computing adaptive tests of significance click here.To obtain SAS macros for computing adaptive confidence intervals click here.
To obtain SAS macros for computing adaptive estimates click here.
To obtain an executable file for performing variable selection with case-control data click here.
If you are interested in adaptive testing please do not hesitate to contact me at my e-mail address (ogorman@math.niu.edu) or call me at 815-753-6869 .