Plots of P-values to evaluate many tests simultaneously

Plots of P-values to evaluate many tests simultaneously
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DOI:
10.1093/biomet/69.3.493
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发表时间:
1982-12
期刊:
影响因子:
2.7
通讯作者:
T. Schweder;E. Spjøtvoll
T. Schweder;E. Spjøtvoll
中科院分区:
数学2区
文献类型:
--
作者:
T. Schweder;E. Spjøtvoll

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总结当可能在相同数据上进行大量检验时,建议使用观察到的显著性概率,基于累积P值图对所有检验进行同时评价。对应于真实零假设的点应该形成一条直线,而对应于虚假零假设的点应该偏离这条直线。该线可以用于估计真实假设的数量。该方法的性能进行了一些详细的研究,比较所有对的手段,在一个单向的布局,测试所有的相关系数在一个大的相关矩阵,并在列联表中的所有2 × 2子表的评价的问题。该图是根据真实的数据绘制的。
SUMMARY When a large number of tests are made, possibly on the same data, it is proposed to base a simultaneous evaluation of all the tests on a plot of cumulative P-values using the observed significance probabilities. The points corresponding to true null hypotheses should form a straight line, while those for false null hypotheses should deviate from this line. The line may be used to estimate the number of true hypotheses. The properties of the method are studied in some detail for the problems of comparing all pairs of means in a one-way layout, testing all correlation coefficients in a large correlation matrix, and the evaluation of all 2 x 2 subtables in a contingency table. The plot is illustrated on real data.