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Global tests
Tests for the global null hypothesis of no treatment effect are used in clinical trials with multiple (co-primary) outcome variables when clinical trial researchers are interested in studying the effects of an investigational therapy on all of the variables.
Papers and books
Dallow, N., Leonov, S., Roger. J. (2006). O'Brien's OLS and GLS statistics in clinical trials: multivariate approach. GlaxoSmithKline BDS Technical Report 2006-03 [Download report].
This technical report gave a detailed review of global tests in a clinical trial setting, including topics such as sample szie calculations for the global tests developed by O'Brien (1984).
Logan, B.R., Tamhane, A.C. (2004). On O'Brien's OLS and GLS tests for multiple endpoints. Recent Developments in Multiple Comparison Procedures. IMS Lecture Notes and Monograph Series. Benjamini, Y., Bretz, F., Sarkar, S. (Editors). 76-88.
This paper discussed the global tests proposed by O'Brien (1984) and extended the OLS and GLS tests to the heteroscedastic case (case of unequal correlation matrices).
O'Brien, P.C. (1984). Procedures for comparing samples with multiple endpoints. Biometrics. 40, 1079-1087.
Popular global tests based on the ordinary least squares (OLS) method for equally correlated endpoints, generalized least squares (GLS) method for unequally correlated endpoints and nonparametric rank-sum method were introduced in the paper.