Adaptive linear step-up procedures that control the false discovery rate
Adaptive linear step-up procedures that control the false discovery rate
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DOI：
10.1093/biomet/93.3.491
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发表时间：
2006-09-01
期刊：
影响因子：
2.7
通讯作者：
Yekutieli, Daniel
中科院分区：
文献类型：
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作者：
Benjamini, Yoav;Krieger, Abba M.;Yekutieli, Daniel
线性升级多个测试过程在所需的级别Q处控制错误的发现率，以实现独立和正相关的测试统计量。当所有零假设都是真实的，并且测试统计数据是独立且连续的，则结合是锋利的。当某些零假设不正确时，该过程是由一个假设中真实零假设的比例为m（0）/m的因素保守的。我们提供了一个新的两阶段步骤，其中在第一阶段中使用线性升级过程来估计M（0），从而提供了新的级别Q'，该级别Q'在第二阶段的线性升级过程中使用。我们证明，两阶段过程的一般形式控制了所需级别q处的错误发现率。该框架使我们能够分析文献中存在的其他程序的特性。提出了一项仿真研究，该研究表明，两阶段的自适应程序在原始过程中的功率提高了，这主要是因为它们对错误发现率提供了更严格的控制。我们进一步研究了当前建议的绩效，程序的某些变化以及先前的建议，在测试统计数据正相关的情况下，原始程序控制错误的发现率的情况。在这里研究的环境中，新提出的两阶段过程是唯一控制错误发现率的过程。该程序以两个生物学重要性的例子进行了说明。
The linear step-up multiple testing procedure controls the false discovery rate at the desired level q for independent and positively dependent test statistics. When all null hypotheses are true, and the test statistics are independent and continuous, the bound is sharp. When some of the null hypotheses are not true, the procedure is conservative by a factor which is the proportion m(0)/m of the true null hypotheses among the hypotheses. We provide a new two-stage procedure in which the linear step-up procedure is used in stage one to estimate m(0), providing a new level q ' which is used in the linear step-up procedure in the second stage. We prove that a general form of the two-stage procedure controls the false discovery rate at the desired level q. This framework enables us to study analytically the properties of other procedures that exist in the literature. A simulation study is presented that shows that two-stage adaptive procedures improve in power over the original procedure, mainly because they provide tighter control of the false discovery rate. We further study the performance of the current suggestions, some variations of the procedures, and previous suggestions, in the case where the test statistics are positively dependent, a case for which the original procedure controls the false discovery rate. In the setting studied here the newly proposed two-stage procedure is the only one that controls the false discovery rate. The procedures are illustrated with two examples of biological importance.