Multiple test procedures and the closure principle: a new look at multiple hypotheses testing in the linear regression model

In this paper we show how to apply the closure test principle in case of testing linear hypotheses within the classical linear regression model. the closure test principle which was introduced by marcus/peritz/gabriel (1976) results in the construction of test procedures which are in general much more powerful than conventional test procedures like the bonferroni procedure or the scheffe procedure. a small simulation study provides some evidence of the superiority of closed test procedures compared to classical test procedures.;