IDEAS home Printed from https://ideas.repec.org/a/bpj/sagmbi/v8y2009i1n12.html
   My bibliography  Save this article

Modified FDR Controlling Procedure for Multi-Stage Analyses

Author

Listed:
  • Tuglus Catherine

    (University of California, Berkeley)

  • van der Laan Mark J.

    (University of California, Berkeley)

Abstract

Multiple testing has become an integral component in genomic analyses involving microarray experiments where a large number of hypotheses are tested simultaneously. However, before applying more computationally intensive methods, it is often desirable to complete an initial truncation of the variable set using a simpler and faster supervised method such as univariate regression. Once such a truncation is completed, multiple testing methods applied to any subsequent analysis no longer control the appropriate Type I error rates. Here we propose a modified marginal Benjamini & Hochberg step-up FDR controlling procedure for multi-stage analyses (FDR-MSA), which correctly controls Type I error in terms of the entire variable set when only a subset of the initial set of variables is tested. The method is presented with respect to a variable importance application. As the initial subset size increases, we observe convergence to the standard Benjamini & Hochberg step-up FDR controlling multiple testing procedures. We demonstrate the power and Type I error control through simulation and application to the Golub Leukemia data from 1999.

Suggested Citation

  • Tuglus Catherine & van der Laan Mark J., 2009. "Modified FDR Controlling Procedure for Multi-Stage Analyses," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 8(1), pages 1-15, February.
    • Handle: RePEc:bpj:sagmbi:v:8:y:2009:i:1:n:12
    DOI: 10.2202/1544-6115.1397
    as

    Download full text from publisher

    File URL: https://doi.org/10.2202/1544-6115.1397
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.2202/1544-6115.1397?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dudoit S. & Fridlyand J. & Speed T. P, 2002. "Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 77-87, March.
    2. van der Laan Mark J. & Rubin Daniel, 2006. "Targeted Maximum Likelihood Learning," The International Journal of Biostatistics, De Gruyter, vol. 2(1), pages 1-40, December.
    3. van der Laan Mark J., 2006. "Statistical Inference for Variable Importance," The International Journal of Biostatistics, De Gruyter, vol. 2(1), pages 1-33, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Goldstein Benjamin A & Polley Eric C & Briggs Farren B. S., 2011. "Random Forests for Genetic Association Studies," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-34, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Tuglus Catherine & van der Laan Mark J., 2011. "Repeated Measures Semiparametric Regression Using Targeted Maximum Likelihood Methodology with Application to Transcription Factor Activity Discovery," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-31, January.
    2. Rose Sherri & van der Laan Mark J., 2008. "Simple Optimal Weighting of Cases and Controls in Case-Control Studies," The International Journal of Biostatistics, De Gruyter, vol. 4(1), pages 1-24, September.
    3. Antoine Chambaz & Mark J. Laan, 2014. "Inference in Targeted Group-Sequential Covariate-Adjusted Randomized Clinical Trials," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(1), pages 104-140, March.
    4. Iván Díaz & Alan Hubbard & Anna Decker & Mitchell Cohen, 2015. "Variable Importance and Prediction Methods for Longitudinal Problems with Missing Variables," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-17, March.
    5. Guanbo Wang & Mireille E. Schnitzer & Dick Menzies & Piret Viiklepp & Timothy H. Holtz & Andrea Benedetti, 2020. "Estimating treatment importance in multidrug‐resistant tuberculosis using Targeted Learning: An observational individual patient data network meta‐analysis," Biometrics, The International Biometric Society, vol. 76(3), pages 1007-1016, September.
    6. Geeven Geert & van der Laan Mark J. & de Gunst Mathisca C.M., 2012. "Comparison of Targeted Maximum Likelihood and Shrinkage Estimators of Parameters in Gene Networks," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(5), pages 1-29, September.
    7. Elise D Riley & Torsten B Neilands & Kelly Moore & Jennifer Cohen & David R Bangsberg & Diane Havlir, 2012. "Social, Structural and Behavioral Determinants of Overall Health Status in a Cohort of Homeless and Unstably Housed HIV-Infected Men," PLOS ONE, Public Library of Science, vol. 7(4), pages 1-7, April.
    8. Susan Athey & Guido W. Imbens & Stefan Wager, 2018. "Approximate residual balancing: debiased inference of average treatment effects in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(4), pages 597-623, September.
    9. Kubokawa, Tatsuya & Srivastava, Muni S., 2008. "Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1906-1928, October.
    10. Hossain, Ahmed & Beyene, Joseph & Willan, Andrew R. & Hu, Pingzhao, 2009. "A flexible approximate likelihood ratio test for detecting differential expression in microarray data," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3685-3695, August.
    11. Luca Scrucca, 2014. "Graphical tools for model-based mixture discriminant analysis," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(2), pages 147-165, June.
    12. S Ariane Christie & Amanda S Conroy & Rachael A Callcut & Alan E Hubbard & Mitchell J Cohen, 2019. "Dynamic multi-outcome prediction after injury: Applying adaptive machine learning for precision medicine in trauma," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-13, April.
    13. Waverly Wei & Maya Petersen & Mark J van der Laan & Zeyu Zheng & Chong Wu & Jingshen Wang, 2023. "Efficient targeted learning of heterogeneous treatment effects for multiple subgroups," Biometrics, The International Biometric Society, vol. 79(3), pages 1934-1946, September.
    14. Michael Rosenblum & Nicholas P. Jewell & Mark van der Laan & Stephen Shiboski & Ariane van der Straten & Nancy Padian, 2009. "Analysing direct effects in randomized trials with secondary interventions: an application to human immunodeficiency virus prevention trials," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(2), pages 443-465, April.
    15. Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis, 2021. "Automatic Debiased Machine Learning via Riesz Regression," Papers 2104.14737, arXiv.org, revised Mar 2024.
    16. Paul Frédéric Blanche & Anders Holt & Thomas Scheike, 2023. "On logistic regression with right censored data, with or without competing risks, and its use for estimating treatment effects," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(2), pages 441-482, April.
    17. Bilin Zeng & Xuerong Meggie Wen & Lixing Zhu, 2017. "A link-free sparse group variable selection method for single-index model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(13), pages 2388-2400, October.
    18. Yiyi Huo & Yingying Fan & Fang Han, 2023. "On the adaptation of causal forests to manifold data," Papers 2311.16486, arXiv.org, revised Dec 2023.
    19. J. Burez & D. Van Den Poel, 2005. "CRM at a Pay-TV Company: Using Analytical Models to Reduce Customer Attrition by Targeted Marketing for Subscription Services," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/348, Ghent University, Faculty of Economics and Business Administration.
    20. Brian D. Williamson & Peter B. Gilbert & Marco Carone & Noah Simon, 2021. "Nonparametric variable importance assessment using machine learning techniques," Biometrics, The International Biometric Society, vol. 77(1), pages 9-22, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:sagmbi:v:8:y:2009:i:1:n:12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.