Modified Simes' critical values under positive dependence
Modified Simes' critical values under positive dependence
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DOI：
10.1016/j.jspi.2005.06.004
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发表时间：
2006-12-01
影响因子：
0.9
通讯作者：
Sarkar, Sanat K.
中科院分区：
文献类型：
--
作者：
Cai, Gengqian;Sarkar, Sanat K.
当基础检验统计量为多元正态且具有常见的非负相关时，本文建议对Simes检验的临界值进行修改，从而产生比原始Simes检验更强大的检验。作为传统Benjamini-Hochberg （BH）程序的改进，提出了一个带有这些修改的临界值的多级测试程序，它被证明可以控制错误发现率（FDR）。通过仿真比较了该改进算法与其他改进算法在错误未发现率（FNR）、1-FDR-FNR和平均功率方面的差异。当检验统计量高度相关且大多数假设为真时，观察到与其他方法相比，改进的BH程序表现良好。(c) 2005 Elsevier B.V.版权所有
A modification of the critical values of Simes' test is suggested in this article when the underlying test statistics are multivariate normal with a common non-negative correlation, yielding a more powerful test than the original Simes' test. A step-up multiple testing procedure with these modified critical values, which is shown to control false discovery rate (FDR), is presented as a modification of the traditional Benjamini-Hochberg (BH) procedure. Simulations were carried out to compare this modified BH procedure with the BH and other modified BH procedures in terms of false non-discovery rate (FNR), 1-FDR-FNR and average power. The present modified BH procedure is observed to perform well compared to others when the test statistics are highly correlated and most of the hypotheses are true. (c) 2005 Elsevier B.V. All rights reserved.