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A Holm-type procedure controlling the false discovery rate

Author

Listed:
  • Ge, Yongchao
  • Sealfon, Stuart C.
  • Tseng, Chi-Hong
  • Speed, Terence P.

Abstract

Benjamini and Hochberg [1995. Controlling the false discovery rate: a practical and powerful approach to multiple testing. J. Roy. Statist. Soc. Ser. B 57, 289-300] proposed a step-up procedure controlling the false discovery rate (FDR) under the assumption that test statistics are independent. Benjamini and Yekutieli [2001. The control of false discovery rate in multiple hypothesis testing under dependency. Ann. Statist. 29 (4) 1165-1188] further developed a conservative procedure without this assumption. This paper proposes a Holm-type procedure controlling the FDR. This simple step-down procedure can be more powerful than the Benjamini and Yekutieli (2001) procedure when the number of rejected hypotheses is smaller than ln(m), where m is the total number of hypotheses.

Suggested Citation

  • Ge, Yongchao & Sealfon, Stuart C. & Tseng, Chi-Hong & Speed, Terence P., 2007. "A Holm-type procedure controlling the false discovery rate," Statistics & Probability Letters, Elsevier, vol. 77(18), pages 1756-1762, December.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:18:p:1756-1762
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    References listed on IDEAS

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    1. Youngchao Ge & Sandrine Dudoit & Terence Speed, 2003. "Resampling-based multiple testing for microarray data analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(1), pages 1-77, June.
    2. John D. Storey & Jonathan E. Taylor & David Siegmund, 2004. "Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 187-205, February.
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