Biometrika Advance Access originally published online on July 23, 2008
Biometrika 2008 95(3):621-634; doi:10.1093/biomet/asn021
Articles |
Pointwise testing with functional data using the Westfall–Young randomization method
Department of Statistics, Rice University, 6100 Main St. MS-138, Houston, Texas 77005, U.S.A. dcox{at}stat.rice.edu
Department of Statistics, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213, U.S.A. jslee{at}stat.cmu.edu
Received for publication 1 January 2007. Revision received 1 January 2008.
We consider hypothesis testing with smooth functional data by performing pointwise tests and applying a multiple comparisons procedure. Methods based on general inequalities, such as Bonferronis method, do not perform well because of the high correlation between observations at nearby points. We consider the multiple comparison procedure proposed by Westfall & Young (1993) and show that it approximates a multiple comparison correction for a continuum of comparisons as the grid for pointwise comparisons becomes finer. Simulations and an application verify that this result applies in practical settings.
Key Words: Functional data analysis Hypothesis testing Multiple comparison procedure Permutation method
References
-
Benjamini Y., Hochberg Y. Controlling the false discovery rate: A practical and powerful approach to multiple testing. J. R. Statist. Soc. (1995) 57:289–300.
Casella G., Berger R. Statistical Inference (2002) 2nd ed. Pacific Grove, CA: Duxbury.
Cox D. D., Chang S. K., Dawood M. Y., Staerkel G., Utzinger U., Richards-Kortum R., Follen M. Detecting a signal from the menstrual cycle in fluorescence spectroscopy of the cervix. Appl. Spectrosc. (2003) 57:67–72.[CrossRef][Web of Science][Medline]
Efron B. Correlation and large-scale simultaneous significance testing. J. Am. Statist. Assoc. (2007) 102:93–103.[CrossRef][Web of Science]
Fan J., Lin S. Test of significance when data are curves. J. Am. Statist. Assoc. (1998) 93:1007–21.[CrossRef][Web of Science]
Holm S. A simple sequentially rejective multiple test procedure. Scand. J. Statist. (1979) 6:65–70.
Hoyte L., Schierlitz L., Zou K., Flesh G., Fielding J. R. Two- and 3-dimensional MRI comparison of levator ani structure, volume, and integrity in women with stress incontinence and prolapse. Am. J. Obstet. Gynecol. (2001) 185:11–19.[CrossRef][Web of Science][Medline]
Ramsay J. O., Silverman B. W. Functional Data Analysis (2005) 2nd ed. New York: Springer.
Rencher A. C. Methods of Multivariate Analysis (2002) 2nd ed. New York: Wiley.
Shen Q., Faraway J. J. An F test for linear models with functional responses. Statist. Sinica (2004) 14:1239–57.
Taylor J. E., Worsley K. J., Gosselin F. Maxima of discretely sampled random fields with an application to bubbles. Biometrika (2007) 94:1–18.
Westfall P. Comment on a paper by Y. Benjamini & D. Yekutieli. J. Am. Statist. Assoc. (2005) 100:85–9.[CrossRef][Web of Science]
Westfall P., Young S. Resampling-Based Multiple Testing: Examples and Methods for p-value Adjustment (1993) New York: Wiley.
Zerbe G. O., Murphy J. R. On multiple comparisons in randomization analysis of growth and response curves. Biometrics (1986) 42:795–804.[Medline]
| ||||||||||||||||||||||||||||||||||||||||||||||||||