Step-up and step-down procedures controlling the number and proportion of false positives

    Authors

    P. N. Somerville;C. Hemmelmann

    Comments

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    Abbreviated Journal Title

    Comput. Stat. Data Anal.

    Keywords

    multiple testing; generalized family-wise error rate; step-up and; step-down procedures; reduced step procedures; false discovery rate; proportion of false positives; DISCOVERY RATE; Computer Science, Interdisciplinary Applications; Statistics &; Probability

    Abstract

    In multiple hypotheses testing, it is important to control the probability of rejecting "true" null hypotheses. A standard procedure has been to control the family-wise error rate (FWER), the probability of rejecting at least one true null hypothesis. For large numbers of hypotheses, using FWER can result in very low power for testing single hypotheses. Recently, powerful multiple step FDR procedures have been proposed which control the "false discovery rate" (expected proportion of Type I errors). More recently, van der Laan et al. [Augmentation procedures for control of the generalized family-wise error rate and tail probabilities for the proportion of false positives. Statist. Appl. in Genetics and Molecular Biol. 3, 1-25] proposed controlling a generalized family-wise error rate k-FWER (also called gFWER(k)), defined as the probability of at least (k + 1) Type I errors (k = 0 for the usual FWER). Lehmann and Romano [Generalizations of the familywise error rate. Ann. Statist. 33(3), 1138-1154] suggested both a single-step and a step-down procedure for controlling the generalized FWER. They make no assumptions concerning the p-values of the individual tests. The step-down procedure is simple to apply, and cannot be improved without violation of control of the k-EWER. In this paper, by limiting the number of steps in step-down or step-up procedures, new procedures are developed to control k-FWER (and the proportion of false positives) PFP. Using data from the literature, the procedures are compared with those of Lehmann and Romano [Generalizations of the familywise error rate. Ann. Statist. 33(3), 1138-1154], and, under the assumption of a multivariate normal distribution of the test statistics, show considerable improvement in the reduction of the number and PFP (c) 2007 Elsevier B.V. All rights reserved.

    Journal Title

    Computational Statistics & Data Analysis

    Volume

    52

    Issue/Number

    3

    Publication Date

    1-1-2008

    Document Type

    Article

    Language

    English

    First Page

    1323

    Last Page

    1334

    WOS Identifier

    WOS:000253669700006

    ISSN

    0167-9473

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