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A more powerful step-up procedure for controlling the false discovery rate under independence

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  • Kwong, Koon-Shing
  • Wong, Ee-Hwee
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    Abstract

    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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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 56 (2002)
    Issue (Month): 2 (January)
    Pages: 217-225

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    Handle: RePEc:eee:stapro:v:56:y:2002:i:2:p:217-225

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    Related research

    Keywords: Familywise error rate Multiple comparisons procedures Step-down procedure;

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    Cited by:
    1. Wang, Li & Xu, Xingzhong, 2012. "Step-up procedure controlling generalized family-wise error rate," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 775-782.

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