FDR Control in the Presence of an Unknown Correlation Structure
The false discovery rate (FDR, Benjamini and Hochberg 1995) is a powerful approach to multiple testing. However, the original approach developed by Benjamini and Hochberg (1995) applies only to independent tests. Yekutieli (2008) showed that a modification of the Benjamini-Hochberg (BH) approach can be used in the presence of dependent tests and labelled his procedure as separate subsets BH (ssBH). However, Yekutieli (2008) left the practical specification of the subsets of p values largely unresolved. In this paper we propose a modification of the ssBH procedure based on a selection of the subsets that guarantees that the dependence properties needed to control the FDR are satisfied. We label this new procedure as the separate pairs BH (spBH). An extensive Monte Carlo analysis is presented that compares the properties of the BH and spBH procedures.
|Date of creation:||28 Mar 2011|
|Contact details of provider:|| Postal: Via De Sanctis, 86100 Campobasso|
Web page: http://www.unimol.it
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:mol:ecsdps:esdp11059. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Claudio Lupi)
If references are entirely missing, you can add them using this form.