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Multiple Testing. Part II. Step-Down Procedures for Control of the Family-Wise Error Rate

Author

Listed:
  • Mark van der Laan

    (Division of Biostatistics, School of Public Health, University of California, Berkeley)

  • Sandrine Dudoit

    (Division of Biostatistics, School of Public Health, University of California, Berkeley)

  • Katherine Pollard

    (Center for Biomolecular Science & Engineering, University of California, Santa Cruz)

Abstract

The present article proposes two step-down multiple testing procedures for asymptotic control of the family-wise error rate (FWER): the first procedure is based on maxima of test statistics (step-down maxT), while the second relies on minima of unadjusted p-values (step-down minP). A key feature of our approach is the test statistics null distribution (rather than data generating null distribution) used to derive cut-offs (i.e., rejection regions) for these test statistics and the resulting adjusted p-values. For general null hypotheses, corresponding to submodels for the data generating distribution, we identify an asymptotic domination condition for a null distribution under which the step-down maxT and minP procedures asymptotically control the Type I error rate, for arbitrary data generating distributions, without the need for conditions such as subset pivotality. Inspired by this general characterization of a null distribution, we then propose as an explicit null distribution the asymptotic distribution of the vector of null-value shifted and scaled test statistics. Step-down procedures based on consistent estimators of the null distribution are shown to also provide asymptotic control of the Type I error rate. A general bootstrap algorithm is supplied to conveniently obtain consistent estimators of the null distribution.

Suggested Citation

  • Mark van der Laan & Sandrine Dudoit & Katherine Pollard, 2004. "Multiple Testing. Part II. Step-Down Procedures for Control of the Family-Wise Error Rate," U.C. Berkeley Division of Biostatistics Working Paper Series 1138, Berkeley Electronic Press.
    • Handle: RePEc:bep:ucbbio:1138
    Note: oai:bepress.com:ucbbiostat-1138
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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.
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    1. Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song, 2011. "Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1695-1705, November.
    2. Schumi Jennifer & DiRienzo A. Gregory & DeGruttola Victor, 2008. "Testing for Associations with Missing High-Dimensional Categorical Covariates," The International Journal of Biostatistics, De Gruyter, vol. 4(1), pages 1-17, September.
    3. Yang Yang & Victor DeGruttola, 2008. "Resampling-Based Multiple Testing Methods with Covariate Adjustment: Application to Investigation of Antiretroviral Drug Susceptibility," Biometrics, The International Biometric Society, vol. 64(2), pages 329-336, June.
    4. Alessio Farcomeni, 2009. "Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 501-517, September.
    5. Aureo de Paula & Xun Tang, 2010. "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive 10-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 30 Jun 2010.
    6. Áureo de Paula & Xun Tang, 2012. "Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information," Econometrica, Econometric Society, vol. 80(1), pages 143-172, January.

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