A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence
Recently, Benjamini and Hochberg (J. Roy. Statist. Soc. B 57 (1995) 289) and Benjamini and Liu (J. Statist. Plann. Inference 82 (1999) 163) proposed step-up and step-down multiple hypotheses testing procedures, respectively, for controlling the false discovery rate (FDR) when all the test statistics...
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2002
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sg-smu-ink.soe_research-11912010-09-23T05:48:03Z A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence KWONG, Koon Shing Wong, Ee Hwee Recently, Benjamini and Hochberg (J. Roy. Statist. Soc. B 57 (1995) 289) and Benjamini and Liu (J. Statist. Plann. Inference 82 (1999) 163) proposed step-up and step-down multiple hypotheses testing procedures, respectively, for controlling the false discovery rate (FDR) when all the test statistics are independent. In this paper, we propose another step-up procedure such that the FDR is still controlled at a specified significance level. Based on a simulation study, the new procedure is more powerful than both existing step-up and step-down procedures, especially when most of the hypotheses are false. 2002-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/192 info:doi/10.1016/s0167-7152(01)00196-1 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Economics |
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Economics KWONG, Koon Shing Wong, Ee Hwee A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence |
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Recently, Benjamini and Hochberg (J. Roy. Statist. Soc. B 57 (1995) 289) and Benjamini and Liu (J. Statist. Plann. Inference 82 (1999) 163) proposed step-up and step-down multiple hypotheses testing procedures, respectively, for controlling the false discovery rate (FDR) when all the test statistics are independent. In this paper, we propose another step-up procedure such that the FDR is still controlled at a specified significance level. Based on a simulation study, the new procedure is more powerful than both existing step-up and step-down procedures, especially when most of the hypotheses are false. |
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text |
| author |
KWONG, Koon Shing Wong, Ee Hwee |
| author_facet |
KWONG, Koon Shing Wong, Ee Hwee |
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KWONG, Koon Shing |
| title |
A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence |
| title_short |
A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence |
| title_full |
A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence |
| title_fullStr |
A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence |
| title_full_unstemmed |
A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence |
| title_sort |
more powerful step-up procedure for controlling the false discovery rate under independence |
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Institutional Knowledge at Singapore Management University |
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2002 |
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https://ink.library.smu.edu.sg/soe_research/192 |
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1770569062912360448 |