A more powerful step-up procedure for controlling the false discovery rate under independence

Koon-Shing Kwong and Ee-Hwee Wong

Statistics & Probability Letters, 2002, vol. 56, issue 2, 217-225

Abstract: Recently, Benjamini and Hochberg (J. Roy. Statist. Soc. B 57 (1995) 289) and Benjamini and Liu (J. Statist. Plann. Inference 82 (1999) 163) proposed step-up and step-down multiple hypotheses testing procedures, respectively, for controlling the false discovery rate (FDR) when all the test statistics are independent. In this paper, we propose another step-up procedure such that the FDR is still controlled at a specified significance level. Based on a simulation study, the new procedure is more powerful than both existing step-up and step-down procedures, especially when most of the hypotheses are false.

Keywords: Familywise; error; rate; Multiple; comparisons; procedures; Step-down; procedure (search for similar items in EconPapers)
Date: 2002
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