Evaluations of the Optimal Discovery Procedure for Multiple Testing

Rubin Daniel B. ()
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Rubin Daniel B.: U.S. Food and Drug Administration, Silver Spring, MD, USA

The International Journal of Biostatistics, 2016, vol. 12, issue 1, 21-29

Abstract: The Optimal Discovery Procedure (ODP) is a method for simultaneous hypothesis testing that attempts to gain power relative to more standard techniques by exploiting multivariate structure [1]. Specializing to the example of testing whether components of a Gaussian mean vector are zero, we compare the power of the ODP to a Bonferroni-style method and to the Benjamini-Hochberg method when the testing procedures aim to respectively control certain Type I error rate measures, such as the expected number of false positives or the false discovery rate. We show through theoretical results, numerical comparisons, and two microarray examples that when the rejection regions for the ODP test statistics are chosen such that the procedure is guaranteed to uniformly control a Type I error rate measure, the technique is generally less powerful than competing methods. We contrast and explain these results in light of previously proven optimality theory for the ODP. We also compare the ordering given by the ODP test statistics to the standard rankings based on sorting univariate p-values from smallest to largest. In the cases we considered the standard ordering was superior, and ODP rankings were adversely impacted by correlation.

Keywords: optimal discovery procedure; multiple testing; ranking (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1515/ijb-2015-0027

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