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A step-down multiple hypotheses testing procedure that controls the false discovery rate under independence

A step-down multiple hypotheses testing procedure that controls the false discovery rate under independence
A step-down multiple hypotheses testing procedure that controls the false discovery rate under independence
For the problems of multiple hypotheses testing, Benjamini and Hochberg (1995, J. Roy. Statist. Soc. Ser. B 57, 289–300), proposed the control of the expected ratio of the number of erroneous rejections to the number of total rejections, the false discovery rate (FDR). The step-up procedure given in that paper controls the FDR when the test statistics are independent. In this paper, a new step-down procedure is presented, and it also controls the FDR when the test statistics are independent. The step-down procedure neither dominates nor is dominated by the step-up procedure. In a large simulation study of the power of the two procedures, the step-down procedure turns out to be more powerful when the number of tested hypotheses is small and many of the hypotheses are far from being true. An example is given to illustrate the step-down procedure.
fdr, multiple comparison procedures, stepwise procedures
0378-3758
163-170
Benjamini, Yoav
96633f14-db3a-4a21-8310-091fbeafe9a2
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Benjamini, Yoav
96633f14-db3a-4a21-8310-091fbeafe9a2
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a

Benjamini, Yoav and Liu, Wei (1999) A step-down multiple hypotheses testing procedure that controls the false discovery rate under independence. Journal of Statistical Planning and Inference, 82 (1-2), 163-170. (doi:10.1016/S0378-3758(99)00040-3).

Record type: Article

Abstract

For the problems of multiple hypotheses testing, Benjamini and Hochberg (1995, J. Roy. Statist. Soc. Ser. B 57, 289–300), proposed the control of the expected ratio of the number of erroneous rejections to the number of total rejections, the false discovery rate (FDR). The step-up procedure given in that paper controls the FDR when the test statistics are independent. In this paper, a new step-down procedure is presented, and it also controls the FDR when the test statistics are independent. The step-down procedure neither dominates nor is dominated by the step-up procedure. In a large simulation study of the power of the two procedures, the step-down procedure turns out to be more powerful when the number of tested hypotheses is small and many of the hypotheses are far from being true. An example is given to illustrate the step-down procedure.

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More information

Accepted/In Press date: 1 February 1998
e-pub ahead of print date: 29 October 1999
Published date: December 1999
Keywords: fdr, multiple comparison procedures, stepwise procedures
Organisations: Statistics

Identifiers

Local EPrints ID: 381041
URI: http://eprints.soton.ac.uk/id/eprint/381041
ISSN: 0378-3758
PURE UUID: 4a40b796-0dcc-46d6-b4cf-7e5f693adb77
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

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Date deposited: 05 Oct 2015 08:58
Last modified: 07 Oct 2020 01:35

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