Biometrika Advance Access originally published online on January 24, 2009
Biometrika 2009 96(1):201-211; doi:10.1093/biomet/asn061
Articles |
On fuzzy familywise error rate and false discovery rate procedures for discrete distributions
Statistical Advisory Service, Imperial College, 8 Princes Gardens, London SW7 1NA, U.K. e.kulinskaya{at}imperial.ac.uk
Department of Epidemiology and Public Health, Imperial College, St Mary's Campus, Norfolk Place, London W2 1PG, U.K. a.m.lewin{at}imperial.ac.uk
Received for publication 1 February 2007. Revision received 1 May 2008.
Fuzzy multiple comparisons procedures are introduced as a solution to the problem of multiple comparisons for discrete test statistics. The critical function of the randomized p-values is proposed as a measure of evidence against the null hypotheses. The classical concept of randomized tests is extended to multiple comparisons. This approach makes all theory of multiple comparisons developed for continuously distributed statistics automatically applicable to the discrete case. Examples of familywise error rate and false discovery rate procedures are discussed and an application to linkage disequilibrium testing is given. Software for implementing the procedures is available.
Key Words: Benjamini–Hochberg procedure Bonferroni procedure False discovery rate Fuzzy decision-making Multiple comparisons Randomized test
References
-
Agresti A. Categorical Data Analysis (2002) 2nd ed. New York: John Wiley.
Al-Shahrour F., Daz-Uriarte R., Dopazo J. Fatigo: A web tool for finding significant associations of gene ontology terms with groups of genes. Bioinformatics (2004) 20:578–80.
Benjamini Y., Hochberg Y. Controlling the false discovery rate: A practical and powerful approach to multiple testing. J. R. Statist. Soc. (1995) B 57:289–300.
Benjamini Y., Yekutieli D. The control of the false discovery rate in multiple testing under dependency. Ann. Statist. (2001) 29:1165–88.[CrossRef]
Chakraborty R., Lidsky A. S., Daiger S. P., Güttler F., Sullivan S., Diliella A. G., Woo S. L. C. Polymorphic DNA haplotypes at the human phenylalanine hydroxylase locus and their relationship with phenylketonuria. Hum. Genet. (1987) 76:40–6.[Web of Science][Medline]
Cox D., Hinkley D. Theoretical Statistics (1974) London: Chapman and Hall.
Dollinger M., Kulinskaya E., Staudte R. G. Fuzzy hypothesis tests and confidence intervals. Information, Statistics and Induction in Science—Dowe D., Korb K., Oliver J., eds. (1996) pp. 119–28. Singapore: World Scientific.
Geyer C., Meeden G. Fuzzy and randomized confidence intervals and p-values. Statist. Sci. (2005) 20:358–66.[CrossRef]
Gilbert P. A modified false discovery rate multiple-comparisons procedure for discrete data, applied to human immunodeficiency virus genetics. Appl. Statist. (2005) 54:143–58.
Hochberg Y. A sharper Bonferroni procedure for multiple tests of significance. Biometrika (1988) 75:800–2.
Ne
lehová J. On rank correlation measures for non-continuous random variables. J. Mult. Anal. (2007) 98:544–67.[CrossRef]
Development Core Team R. R: A Language and {E}nvironment for Statistical Computing (2004) Vienna: R Foundation for Statistical Computing.
Rom D. A sequentially rejective test procedure based on a modified Bonferroni inequality. Biometrika (1990) 77:663–5.
Roth A. Multiple comparison procedures for discrete test statistics. J. Statist. Plan. Infer. (1999) 82:101–7.[CrossRef]
Schweizer B., Sklar A. Operation on distribution functions not derivable from operations on random variables. Stud. Math. (1974) 52:43–52.
Simes R. An improved Bonferroni procedure for multiple tests of significance. Biometrika (1986) 73:751–4.
Storey J. A direct approach to false discovery rates. J. R. Statist. Soc. (2002) B 64:479–98.[CrossRef]
Storey J., Taylor J., Siegmund D. Strong control, conservative point estimation, and simultaneous conservative consistency of false discovery rates: A unified approach. J. R. Statist. Soc. (2004) B 66:187–205.[CrossRef]
Tarone R. A modified Bonferroni method for discrete data. Biometrics (1990) 46:515–22.[CrossRef][Web of Science][Medline]
| ||||||||||||||||||||||||||||||||||||||||||||||||||