DMCA
The control of the false discovery rate in multiple testing under dependency (2001)
| Venue: | Annals of Statistics |
| Citations: | 1092 - 16 self |
BibTeX
@ARTICLE{Benjamini01thecontrol,
author = {Yoav Benjamini and Daniel Yekutieli},
title = {The control of the false discovery rate in multiple testing under dependency},
journal = {Annals of Statistics},
year = {2001},
volume = {29},
pages = {1165--1188}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than comparable procedures which control the traditional familywise error rate. We prove that this same procedure also controls the false discovery rate when the test statistics have positive regression dependency on each of the test statistics corresponding to the true null hypotheses. This condition for positive dependency is general enough to cover many problems of practical interest, including the comparisons of many treatments with a single control, multivariate normal test statistics with positive correlation matrix and multivariate t. Furthermore, the test statistics may be discrete, and the tested hypotheses composite without posing special difficulties. For all other forms of dependency, a simple conservative modification of the procedure controls the false discovery rate. Thus the range of problems for which
Keyphrases
false discovery rate test statistic positive dependency special difficulty positive regression dependency single control fdr controlling procedure traditional familywise error rate practical interest simple conservative modification appropriate error rate positive correlation matrix simple procedure many treatment many problem independent test statistic comparable procedure normal test statistic tested hypothesis true null hypothesis
