Skip to main content
padlock icon - secure page this page is secure

A direct approach to false discovery rates

Buy Article:

The full text article is temporarily unavailable.

We apologise for the inconvenience. Please try again later.

Multiple–hypothesis testing involves guarding against much more complicated errors than single–hypothesis testing. Whereas we typically control the type I error rate for a single–hypothesis test, a compound error rate is controlled for multiple–hypothesis tests. For example, controlling the false discovery rate FDR traditionally involves intricate sequential p–value rejection methods based on the observed data. Whereas a sequential p–value method fixes the error rate and estimates its corresponding rejection region, we propose the opposite approach–we fix the rejection region and then estimate its corresponding error rate. This new approach offers increased applicability, accuracy and power. We apply the methodology to both the positive false discovery rate pFDR and FDR, and provide evidence for its benefits. It is shown that pFDR is probably the quantity of interest over FDR. Also discussed is the calculation of the q–value, the pFDR analogue of the p–value, which eliminates the need to set the error rate beforehand as is traditionally done. Some simple numerical examples are presented that show that this new approach can yield an increase of over eight times in power compared with the Benjamini–Hochberg FDR method.
No References
No Citations
No Supplementary Data
No Article Media
No Metrics

Keywords: False discovery rate; Multiple comparisons; Positive false discovery rate; Sequential p–value methods; Simultaneous inference; p–values; q–values

Document Type: Research Article

Affiliations: Stanford University, USA

Publication date: March 1, 2002

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more