False discovery control with p-value weighting

Christopher R. Genovese, Kathryn Roeder and Larry Wasserman

Biometrika, 2006, vol. 93, issue 3, 509-524

Abstract: We present a method for multiple hypothesis testing that maintains control of the false discovery rate while incorporating prior information about the hypotheses. The prior information takes the form of p-value weights. If the assignment of weights is positively associated with the null hypotheses being false, the procedure improves power, except in cases where power is already near one. Even if the assignment of weights is poor, power is only reduced slightly, as long as the weights are not too large. We also provide a similar method for controlling false discovery exceedance. Copyright 2006, Oxford University Press.

Date: 2006
References: Add references at CitEc
Citations: View citations in EconPapers (23)

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/93.3.509 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:93:y:2006:i:3:p:509-524

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().