scholarly journals False discovery and false nondiscovery rates in single-step multiple testing procedures

2006 ◽  
Vol 34 (1) ◽  
pp. 394-415 ◽  
Author(s):  
Sanat K. Sarkar
Keyword(s):  
Multiple Testing ◽  
Single Step ◽  
Testing Procedures ◽  
False Discovery ◽  
Multiple Testing Procedures

scholarly journals Power and Stability Properties of Resampling-Based Multiple Testing Procedures with Applications to Gene Oncology Studies

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Dongmei Li ◽  
Timothy D. Dye
Keyword(s):  
Data Analysis ◽  
Sample Size ◽  
High Throughput ◽  
Rate Control ◽  
Multiple Testing ◽  
Testing Procedures ◽  
High Throughput Data ◽  
False Discovery ◽  
Multiple Testing Procedures ◽  
High Throughput Data Analysis

Resampling-based multiple testing procedures are widely used in genomic studies to identify differentially expressed genes and to conduct genome-wide association studies. However, the power and stability properties of these popular resampling-based multiple testing procedures have not been extensively evaluated. Our study focuses on investigating the power and stability of seven resampling-based multiple testing procedures frequently used in high-throughput data analysis for small sample size data through simulations and gene oncology examples. The bootstrap single-step minPprocedure and the bootstrap step-down minPprocedure perform the best among all tested procedures, when sample size is as small as 3 in each group and either familywise error rate or false discovery rate control is desired. When sample size increases to 12 and false discovery rate control is desired, the permutation maxTprocedure and the permutation minPprocedure perform best. Our results provide guidance for high-throughput data analysis when sample size is small.

scholarly journals Multiple Testing. Part I. Single-Step Procedures for Control of General Type I Error Rates

2004 ◽  
Vol 3 (1) ◽  
pp. 1-69 ◽  
Author(s):  
Sandrine Dudoit ◽  
Mark J. van der Laan ◽  
Katherine S. Pollard
Keyword(s):  
Error Rate ◽  
Multiple Testing ◽  
Type I Error ◽  
Null Distribution ◽  
Error Rates ◽  
Single Step ◽  
Type I ◽  
Test Statistics ◽  
Testing Procedures ◽  
Multiple Testing Procedures

The present article proposes general single-step multiple testing procedures for controlling Type I error rates defined as arbitrary parameters of the distribution of the number of Type I errors, such as the generalized family-wise error rate. A key feature of our approach is the test statistics null distribution (rather than data generating null distribution) used to derive cut-offs (i.e., rejection regions) for these test statistics and the resulting adjusted p-values. For general null hypotheses, corresponding to submodels for the data generating distribution, we identify an asymptotic domination condition for a null distribution under which single-step common-quantile and common-cut-off procedures asymptotically control the Type I error rate, for arbitrary data generating distributions, without the need for conditions such as subset pivotality. Inspired by this general characterization of a null distribution, we then propose as an explicit null distribution the asymptotic distribution of the vector of null value shifted and scaled test statistics. In the special case of family-wise error rate (FWER) control, our method yields the single-step minP and maxT procedures, based on minima of unadjusted p-values and maxima of test statistics, respectively, with the important distinction in the choice of null distribution. Single-step procedures based on consistent estimators of the null distribution are shown to also provide asymptotic control of the Type I error rate. A general bootstrap algorithm is supplied to conveniently obtain consistent estimators of the null distribution. The special cases of t- and F-statistics are discussed in detail. The companion articles focus on step-down multiple testing procedures for control of the FWER (van der Laan et al., 2004b) and on augmentations of FWER-controlling methods to control error rates such as tail probabilities for the number of false positives and for the proportion of false positives among the rejected hypotheses (van der Laan et al., 2004a). The proposed bootstrap multiple testing procedures are evaluated by a simulation study and applied to genomic data in the fourth article of the series (Pollard et al., 2004).

SOME COMMENTS ON INSTABILITY OF FALSE DISCOVERY RATE ESTIMATION

2006 ◽  
Vol 04 (05) ◽  
pp. 1057-1068 ◽  
Author(s):  
XING QIU ◽  
ANDREI YAKOVLEV
Keyword(s):  
False Discovery Rate ◽  
Microarray Data ◽  
Multiple Testing ◽  
Microarray Data Analysis ◽  
Expression Data ◽  
Testing Procedures ◽  
Empirical Estimates ◽  
False Discovery ◽  
Multiple Testing Procedures ◽  
False Discovery Rate Estimation

Some extended false discovery rate (FDR) controlling multiple testing procedures rely heavily on empirical estimates of the FDR constructed from gene expression data. Such estimates are also used as performance indicators when comparing different methods for microarray data analysis. The present communication shows that the variance of the proposed estimators may be intolerably high, the correlation structure of microarray data being the main cause of their instability.

scholarly journals The Romano–Wolf multiple-hypothesis correction in Stata

2020 ◽  
Vol 20 (4) ◽  
pp. 812-843
Author(s):  
Damian Clarke ◽  
Joseph P. Romano ◽  
Michael Wolf
Keyword(s):  
Error Rate ◽  
Multiple Testing ◽  
Original Data ◽  
Dependence Structure ◽  
Familywise Error Rate ◽  
Testing Procedures ◽  
Multiple Testing Procedures ◽  
Multiple Hypothesis ◽  
Wide Range ◽  
Performance Gains

When considering multiple-hypothesis tests simultaneously, standard statistical techniques will lead to overrejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this article, we discuss the Romano–Wolf multiple-hypothesis correction and document its implementation in Stata. The Romano–Wolf correction (asymptotically) controls the familywise error rate, that is, the probability of rejecting at least one true null hypothesis among a family of hypotheses under test. This correction is considerably more powerful than earlier multiple-testing procedures, such as the Bonferroni and Holm corrections, given that it takes into account the dependence structure of the test statistics by resampling from the original data. We describe a command, rwolf, that implements this correction and provide several examples based on a wide range of models. We document and discuss the performance gains from using rwolf over other multiple-testing procedures that control the familywise error rate.

Joint testing of overall and simple effects for the two-by-two factorial trial design

2021 ◽  
Vol 18 (5) ◽  
pp. 521-528
Author(s):  
Eric S Leifer ◽  
James F Troendle ◽  
Alexis Kolecki ◽  
Dean A Follmann
Keyword(s):  
Blood Pressure ◽  
Blood Pressure Control ◽  
Multiple Testing ◽  
Pressure Control ◽  
Factorial Analysis ◽  
Testing Procedures ◽  
Type 1 Error ◽  
Multiple Testing Procedures ◽  
To Receive

Background/aims: The two-by-two factorial design randomizes participants to receive treatment A alone, treatment B alone, both treatments A and B( AB), or neither treatment ( C). When the combined effect of A and B is less than the sum of the A and B effects, called a subadditive interaction, there can be low power to detect the A effect using an overall test, that is, factorial analysis, which compares the A and AB groups to the C and B groups. Such an interaction may have occurred in the Action to Control Cardiovascular Risk in Diabetes blood pressure trial (ACCORD BP) which simultaneously randomized participants to receive intensive or standard blood pressure, control and intensive or standard glycemic control. For the primary outcome of major cardiovascular event, the overall test for efficacy of intensive blood pressure control was nonsignificant. In such an instance, simple effect tests of A versus C and B versus C may be useful since they are not affected by a subadditive interaction, but they can have lower power since they use half the participants of the overall trial. We investigate multiple testing procedures which exploit the overall tests’ sample size advantage and the simple tests’ robustness to a potential interaction. Methods: In the time-to-event setting, we use the stratified and ordinary logrank statistics’ asymptotic means to calculate the power of the overall and simple tests under various scenarios. We consider the A and B research questions to be unrelated and allocate 0.05 significance level to each. For each question, we investigate three multiple testing procedures which allocate the type 1 error in different proportions for the overall and simple effects as well as the AB effect. The Equal Allocation 3 procedure allocates equal type 1 error to each of the three effects, the Proportional Allocation 2 procedure allocates 2/3 of the type 1 error to the overall A (respectively, B) effect and the remaining type 1 error to the AB effect, and the Equal Allocation 2 procedure allocates equal amounts to the simple A (respectively, B) and AB effects. These procedures are applied to ACCORD BP. Results: Across various scenarios, Equal Allocation 3 had robust power for detecting a true effect. For ACCORD BP, all three procedures would have detected a benefit of intensive glycemia control. Conclusions: When there is no interaction, Equal Allocation 3 has less power than a factorial analysis. However, Equal Allocation 3 often has greater power when there is an interaction. The R package factorial2x2 can be used to explore the power gain or loss for different scenarios.

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