Augmentation Procedures for Control of the Generalized Family-Wise Error Rate and Tail Probabilities for the Proportion of False Positives

J. van der Laan Mark, Dudoit Sandrine and Pollard Katherine S.
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J. van der Laan Mark: Division of Biostatistics, School of Public Health, University of California, Berkeley
Dudoit Sandrine: Division of Biostatistics, School of Public Health, University of California, Berkeley
Pollard Katherine S.: University of California, Santa Cruz

Statistical Applications in Genetics and Molecular Biology, 2004, vol. 3, issue 1, 27

Abstract: This article shows that any single-step or stepwise multiple testing procedure (asymptotically) controlling the family-wise error rate (FWER) can be augmented into procedures that (asymptotically) control tail probabilities for the number of false positives and the proportion of false positives among the rejected hypotheses. Specifically, given any procedure that (asymptotically) controls the FWER at level alpha, we propose simple augmentation procedures that provide (asymptotic) level-alpha control of: (i) the generalized family-wise error rate, i.e., the tail probability, gFWER(k), that the number of Type I errors exceeds a user-supplied integer k, and (ii) the tail probability, TPPFP(q), that the proportion of Type I errors among the rejected hypotheses exceeds a user-supplied value 0

Keywords: Adjusted p-value; asymptotic control; augmentation; false discovery rate; generalized family-wise error rate; multiple testing; null distribution; proportion of false positives; single-step; step-down; tail probability; Type I error rate. (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (29)

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DOI: 10.2202/1544-6115.1042

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