A Direct Approach to False Discovery Rates
- 1 August 2002
- journal article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 64 (3), 479-498
- https://doi.org/10.1111/1467-9868.00346
Abstract
Summary. Multiple-hypothesis testing involves guarding against much more complicated errors than single-hypothesis testing. Whereas we typically control the type I error rate for a single-hypothesis test, a compound error rate is controlled for multiple-hypothesis tests. For example, controlling the false discovery rate FDR traditionally involves intricate sequential p-value rejection methods based on the observed data. Whereas a sequential p-value method fixes the error rate and estimates its corresponding rejection region, we propose the opposite approach—we fix the rejection region and then estimate its corresponding error rate. This new approach offers increased applicability, accuracy and power. We apply the methodology to both the positive false discovery rate pFDR and FDR, and provide evidence for its benefits. It is shown that pFDR is probably the quantity of interest over FDR. Also discussed is the calculation of the q-value, the pFDR analogue of the p-value, which eliminates the need to set the error rate beforehand as is traditionally done. Some simple numerical examples are presented that show that this new approach can yield an increase of over eight times in power compared with the Benjamini–Hochberg FDR method.Keywords
Funding Information
- National Science Foundation
This publication has 8 references indexed in Scilit:
- Empirical Bayes Analysis of a Microarray ExperimentJournal of the American Statistical Association, 2001
- Significance analysis of microarrays applied to the ionizing radiation responseProceedings of the National Academy of Sciences of the United States of America, 2001
- The Role of Statistics in the Data Revolution?International Statistical Review, 2001
- On the Adaptive Control of the False Discovery Rate in Multiple Testing With Independent StatisticsJournal of Educational and Behavioral Statistics, 2000
- Resampling-based false discovery rate controlling multiple test procedures for correlated test statisticsJournal of Statistical Planning and Inference, 1999
- A step-down multiple hypotheses testing procedure that controls the false discovery rate under independenceJournal of Statistical Planning and Inference, 1999
- Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple TestingJournal of the Royal Statistical Society: Series B (Methodological), 1995
- An Introduction to the BootstrapPublished by Springer Science and Business Media LLC ,1993