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In the literature various multiple test procedures to compare k treatments with a control have been investigated. They can be applied to establish either treatment efficacy or treatment safety. In this paper we propose procedures which control the multiple level α with respect to efficacy and safety simultaneously. On the one hand we consider a method with stagewise rejective adjustments of local levels applied to appropriately defined subfamilies of null hypotheses. When order restrictions are assumed to hold among the parameters of interest we can alternatively split the multiple level between the families of efficacy and safety null hypotheses. If either all treatments are declared to be safe or all are declared to be effective then the other family can be tested at the full multiple level α, respectively. The methods are compared in a simulation study.
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Bauer et al. (2001) studied this question.
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