A new multitest correction (SGoF) that increases its statistical power when increasing the number of tests

Abstract
The detection of true significant cases under multiple testing is becoming a fundamental issue when analyzing high-dimensional biological data. Unfortunately, known multitest adjustments reduce their statistical power as the number of tests increase. We propose a new multitest adjustment, based on a sequential goodness of fit metatest (SGoF), which increases its statistical power with the number of tests. The method is compared with Bonferroni and FDR-based alternatives by simulating a multitest context via two different kinds of tests: 1) one-sample t-test, and 2) homogeneity G-test.