On adaptive procedures controlling the familywise error rate
On adaptive procedures controlling the familywise error rate
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DOI：
10.1016/j.jspi.2011.06.022
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发表时间：
2012-01-01
影响因子：
0.9
通讯作者：
Finner, Helmut
中科院分区：
文献类型：
--
作者：
Sarkar, Sanat K.;Guo, Wenge;Finner, Helmut
通过估计未知数量的真零假设来修改和潜在地改进经典的多个测试方法以控制族错误率（FINER）的想法已经存在了很长时间，而没有正式回答这样的自适应方法最终是否保持FWER的强控制的问题，直到Finner和Gontscharuk（2009）和Guo（2009）给出了一些答案。一类自适应Bonferroni和Sidak方法大于这些文件中考虑的，现在证明了FWER控制下一个较弱的分布设置。数值结果表明，有版本的自适应Bonferroni和Sidak方法，可以在某些正相关的情况下比以前考虑的更好地执行。一个不同的自适应霍尔姆方法和它的stepup模拟，被称为自适应Hochberg方法，也被引入，并证明其FWER控制渐近，在这些文件。这些自适应霍尔姆和Hochberg方法在数值上经常优于先前考虑的自适应霍尔姆方法。(C)2011爱思唯尔有限公司版权所有。
The idea of modifying, and potentially improving, classical multiple testing methods controlling the familywise error rate (FINER) via an estimate of the unknown number of true null hypotheses has been around for a long time without a formal answer to the question whether or not such adaptive methods ultimately maintain the strong control of FWER, until Finner and Gontscharuk (2009) and Guo (2009) have offered some answers. A class of adaptive Bonferroni and Sidak methods larger than considered in those papers is introduced, with the FWER control now proved under a weaker distributional setup. Numerical results show that there are versions of adaptive Bonferroni and Sidak methods that can perform better under certain positive dependence situations than those previously considered. A different adaptive Holm method and its stepup analog, referred to as an adaptive Hochberg method, are also introduced, and their FWER control is proved asymptotically, as in those papers. These adaptive Holm and Hochberg methods are numerically seen to often outperform the previously considered adaptive Holm method. (C) 2011 Elsevier B.V. All rights reserved.