CONTROLLING THE FALSE DISCOVERY RATE - A PRACTICAL AND POWERFUL APPROACH TO MULTIPLE TESTING
CONTROLLING THE FALSE DISCOVERY RATE - A PRACTICAL AND POWERFUL APPROACH TO MULTIPLE TESTING
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DOI：
10.1111/j.2517-6161.1995.tb02031.x
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发表时间：
1995-01-01
影响因子：
5.8
通讯作者：
HOCHBERG, Y
中科院分区：
文献类型：
--
作者：
BENJAMINI, Y;HOCHBERG, Y
解决多重性问题的常用方法是控制家庭误码率(FWER)。然而，这种方法也有缺陷，我们指出了几个。提出了一种解决多重显著性检验问题的不同方法。它呼吁控制错误拒绝假设的预期比例--错误发现率。当所有假设都为真时，该错误率等于FWER，否则错误率更小。因此，在需要控制错误发现率而不是FWER的问题中，存在获得功率的潜力。证明了一种简单的序贯Bonferroni-type过程可以控制独立测试统计量的错误发现率，并且仿真研究表明功率增益是可观的。并用实例说明了新方法的使用和准则的合理性。
The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses - the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of the false discovery rate rather than that of the FWER is desired, there is potential for a gain in power. A simple sequential Bonferroni-type procedure is proved to control the false discovery rate for independent test statistics, and a simulation study shows that the gain in power is substantial. The use of the new procedure and the appropriateness of the criterion are illustrated with examples.