Empirical Bayes and Resampling Based Multiple Testing Procedure Controlling Tail Probability of the Proportion of False Positives.
Simultaneously testing a collection of null hypotheses about a data generating distribution based on a sample of independent and identically distributed observations is a fundamental and important statistical problem involving many applications. In this article we propose a new re-sampling based multiple testing procedure asymptotically controlling the probability that the proportion of false positives among the set of rejections exceeds q at level alpha, where q and alpha are user supplied numbers. The procedure involves 1) specifying a conditional distribution for a guessed set of true null hypotheses, given the data, which asymptotically is degenerate at the true set of null hypotheses, and 2) specifying a generally valid null distribution for the vector of test-statistics proposed in Pollard & van der Laan (2003), and generalized in our subsequent article Dudoit, van der Laan, & Pollard (2004), van der Laan, Dudoit, & Pollard (2004), and van der Laan, Dudoit, & Pollard (2004b). Ingredient 1) is established by fitting the empirical Bayes two component mixture model (Efron (2001b)) to the data to obtain an upper bound for marginal posterior probabilities of the null being true, given the data. We establish the finite sample rational behind our proposal, and prove that this new multiple testing procedure asymptotically controls the wished tail probability for the proportion of false positives under general data generating distributions. In addition, we provide simulation studies establishing that this method is generally more powerful in finite samples than our previously proposed augmentation multiple testing procedure (van der Laan, Dudoit, & Pollard (2004b)) and competing procedures from the literature. Finally, we illustrate our methodology with a data analysis.
Mark J. van der Laan, Merrill D. Birkner, and Alan E. Hubbard. "Empirical Bayes and Resampling Based Multiple Testing Procedure Controlling Tail Probability of the Proportion of False Positives." Statistical Applications in Genetics and Molecular Biology 4.1 (2006).
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