The Annals of Statistics

The control of the false discovery rate in multiple testing under dependency

Yoav Benjamini and Daniel Yekutieli

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Abstract

Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than comparable procedures which control the traditional familywise error rate. We prove that this same procedure also controls the false discovery rate when the test statistics have positive regression dependency on each of the test statistics corresponding to the true null hypotheses. This condition for positive dependency is general enough to cover many problems of practical interest, including the comparisons of many treatments with a single control, multivariate normal test statistics with positive correlation matrix and multivariate $t$. Furthermore, the test statistics may be discrete, and the tested hypotheses composite without posing special difficulties. For all other forms of dependency, a simple conservative modification of the procedure controls the false discovery rate. Thus the range of problems for which a procedure with proven FDR control can be offered is greatly increased.

Article information

Source
Ann. Statist., Volume 29, Number 4 (2001), 1165-1188.

Dates
First available in Project Euclid: 14 February 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1013699998

Digital Object Identifier
doi:10.1214/aos/1013699998

Mathematical Reviews number (MathSciNet)
MR1869245

Zentralblatt MATH identifier
1041.62061

Subjects
Primary: 62J15: Paired and multiple comparisons 62G30: Order statistics; empirical distribution functions 47N30: Applications in probability theory and statistics

Keywords
Multiple comparisons procedures FDR Simes’equality Hochberg’s procedure MTP2 densities positive regression dependency unidimensional latent variables discrete test statistics multiple endpoints many-to-one comparisons comparisons with control

Citation

Benjamini, Yoav; Yekutieli, Daniel. The control of the false discovery rate in multiple testing under dependency. Ann. Statist. 29 (2001), no. 4, 1165--1188. doi:10.1214/aos/1013699998. https://projecteuclid.org/euclid.aos/1013699998


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