Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing

• 成果类型: Article
• 署名作者: Goeman, Jelle; Meijer, Rosa; Krebs, Thijmen; Solari, Aldo
• 署名单位: Leiden University - Excl LUMC; Leiden University; Leiden University Medical Center (LUMC); Parnassia Psychiatric Institute; Delft University of Technology; University of Milano-Bicocca
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asz041
• 发表日期: 2019
• 页码: 841856
• 关键词: true null hypotheses; Empirical distribution; number

摘要

Closed testing procedures are classically used for familywise error rate control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion in all subsets of the hypotheses, allowing for inference robust to post hoc selection of subsets. In this paper we investigate the special case of closed testing with Simes local tests. We construct a novel fast and exact shortcut and use it to investigate the power of this approach when the number of hypotheses goes to infinity. We show that if a minimal level of signal is present, the average power to detect false hypotheses at any desired false discovery proportion does not vanish. Additionally, we show that the confidence bounds for false discovery proportion are consistent estimators for the true false discovery proportion for every nonvanishing subset. We also show close connections between Simes-based closed testing and the procedure of Benjamini and Hochberg.