Only closed testing procedures are admissible for controlling false discovery proportions

Only closed testing procedures are admissible for controlling false discovery proportions
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仅允许封闭测试程序来控制错误发现比例

DOI:
10.1214/20-aos1999
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发表时间:
2019
期刊:
The Annals of Statistics
影响因子:
--
通讯作者:
A. Solari
A. Solari
中科院分区:
--
文献类型:
--
作者:
J. Goeman;J. Hemerik;A. Solari

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我们认为,所有的多个测试方法控制尾部概率的错误发现的比例,无论是一个随机集或同时为许多这样的集合的类。这一类包括控制familywise错误率的方法,广义familywise错误率,错误发现率,联合错误率,同时控制所有错误发现比例等,以及看似无关的方法,如基因组学中的基因集测试和神经成像中的聚类推理方法。我们表明,所有这样的方法是等价于一个封闭的测试方法,或统一改进。此外,我们证明了一个封闭的测试方法是容许的方法控制尾部概率的错误发现的比例,当且仅当其所有的本地测试是容许的。这意味着,当设计这样的方法时,仅将注意力限制在封闭测试方法上就足够了。我们证明了这种设计原则的实际用途,通过构建一个统一的改进,最近提出的方法。
We consider the class of all multiple testing methods controlling tail probabilities of the false discovery proportion, either for one random set or simultaneously for many such sets. This class encompasses methods controlling familywise error rate, generalized familywise error rate, false discovery exceedance, joint error rate, simultaneous control of all false discovery proportions, and others, as well as seemingly unrelated methods such as gene set testing in genomics and cluster inference methods in neuroimaging. We show that all such methods are either equivalent to a closed testing method, or are uniformly improved by one. Moreover, we show that a closed testing method is admissible as a method controlling tail probabilities of false discovery proportions if and only if all its local tests are admissible. This implies that, when designing such methods, it is sufficient to restrict attention to closed testing methods only. We demonstrate the practical usefulness of this design principle by constructing a uniform improvement of a recently proposed method.
DOI: 10.1093/biomet/asu033
发表时间: 2014
期刊: Biometrika
影响因子: 2.7
作者:
Barnett IJ;Lin X
通讯作者: Lin X