Stepwise progressive parametric multiple testing procedure with correlated normal test statistics

Multiple testing problems are often seen in clinical trials. An appropriate testing procedure should be specified to deal with the potential inflation of type I error rate due to multiplicity. In this article, we propose a stepwise progressive parametric multiple (SPPM) testing procedure, which constructs the testing using the products of all the combinations of local p-values and the critical values are determined by numerical integrations progressively using the closure principle. We have compared the performance of SPPM to several other procedures, and demonstrate the advantage of SPPM procedure, in terms of power, for the certain situations of multiple testing.