On the Adaptive Control of the False Discovery Rate in Multiple Testing with Independent Statistics

2000 ◽  
Vol 25 (1) ◽  
pp. 60 ◽  
Author(s):  
Yoav Benjamini ◽  
Yosef Hochberg
2000 ◽  
Vol 25 (1) ◽  
pp. 60-83 ◽  
Author(s):  
Yoav Benjamini ◽  
Yosef Hochberg

A new approach to problems of multiple significance testing was presented in Benjamini and Hochberg (1995), which calls for controlling the expected ratio of the number of erroneous rejections to the number of rejections–the False Discovery Rate (FDR). The procedure given there was shown to control the FDR for independent test statistics. When some of the hypotheses are in fact false, that procedure is too conservative. We present here an adaptive procedure, where the number of true null hypotheses is estimated first as in Hochberg and Benjamini (1990), and this estimate is used in the procedure of Benjamini and Hochberg (1995). The result is still a simple stepwise procedure, to which we also give a graphical companion. The new procedure is used in several examples drawn from educational and behavioral studies, addressing problems in multi-center studies, subset analysis and meta-analysis. The examples vary in the number of hypotheses tested, and the implication of the new procedure on the conclusions. In a large simulation study of independent test statistics the adaptive procedure is shown to control the FDR and have substantially better power than the previously suggested FDR controlling method, which by itself is more powerful than the traditional family wise error-rate controlling methods. In cases where most of the tested hypotheses are far from being true there is hardly any penalty due to the simultaneous testing of many hypotheses.


Author(s):  
Gerwyn H Green ◽  
Peter J. Diggle

Multiple testing procedures are commonly used in gene expression studies for the detection of differential expression, where typically thousands of genes are measured over at least two experimental conditions. Given the need for powerful testing procedures, and the attendant danger of false positives in multiple testing, the False Discovery Rate (FDR) controlling procedure of Benjamini and Hochberg (1995) has become a popular tool. When simultaneously testing hypotheses, suppose that R rejections are made, of which Fp are false positives. The Benjamini and Hochberg procedure ensures that the expectation of Fp/R is bounded above by some pre-specified proportion. In practice, the procedure is applied to a single experiment. In this paper we investigate the across-experiment variability of the proportion Fp/R as a function of three experimental parameters. The operational characteristics of the procedure when applied to dependent hypotheses are also considered.


2009 ◽  
Vol 30 (7) ◽  
pp. 2304-2311 ◽  
Author(s):  
Sining Chen ◽  
Chi Wang ◽  
Lynn E. Eberly ◽  
Brian S. Caffo ◽  
Brian S. Schwartz

2017 ◽  
Vol 11 (2) ◽  
pp. 4649-4673
Author(s):  
Gavin Lynch ◽  
Wenge Guo ◽  
Sanat K. Sarkar ◽  
Helmut Finner

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