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A comparison of multiple testing adjustment methods with block-correlation positively-dependent tests

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  • John R Stevens
  • Abdullah Al Masud
  • Anvar Suyundikov

Abstract

In high dimensional data analysis (such as gene expression, spatial epidemiology, or brain imaging studies), we often test thousands or more hypotheses simultaneously. As the number of tests increases, the chance of observing some statistically significant tests is very high even when all null hypotheses are true. Consequently, we could reach incorrect conclusions regarding the hypotheses. Researchers frequently use multiplicity adjustment methods to control type I error rates—primarily the family-wise error rate (FWER) or the false discovery rate (FDR)—while still desiring high statistical power. In practice, such studies may have dependent test statistics (or p-values) as tests can be dependent on each other. However, some commonly-used multiplicity adjustment methods assume independent tests. We perform a simulation study comparing several of the most common adjustment methods involved in multiple hypothesis testing, under varying degrees of block-correlation positive dependence among tests.

Suggested Citation

  • John R Stevens & Abdullah Al Masud & Anvar Suyundikov, 2017. "A comparison of multiple testing adjustment methods with block-correlation positively-dependent tests," PLOS ONE, Public Library of Science, vol. 12(4), pages 1-12, April.
  • Handle: RePEc:plo:pone00:0176124
    DOI: 10.1371/journal.pone.0176124
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    Cited by:

    1. Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019. "Measuring network systemic risk contributions: A leave-one-out approach," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 86-114.
    2. Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring Network Systemic Risk Contributions: A Leave-one-out Approach," LEO Working Papers / DR LEO 2608, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    3. Serafino Mancuso & Emily Brennan & Kimberley Dunstone & Amanda Vittiglia & Sarah Durkin & James F. Thrasher & Janet Hoek & Melanie Wakefield, 2021. "Australian Smokers’ Sensory Experiences and Beliefs Associated with Menthol and Non-Menthol Cigarettes," IJERPH, MDPI, vol. 18(11), pages 1-13, May.

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