Hsueh Huey-miin, Chen James J, Kodell Ralph L
Department of Statistics, National Chengchi University, Taipei, Taiwan.
J Biopharm Stat. 2003 Nov;13(4):675-89. doi: 10.1081/BIP-120024202.
When a large number of statistical tests is performed, the chance of false positive findings could increase considerably. The traditional approach is to control the probability of rejecting at least one true null hypothesis, the familywise error rate (FWE). To improve the power of detecting treatment differences, an alternative approach is to control the expected proportion of errors among the rejected hypotheses, the false discovery rate (FDR). When some of the hypotheses are not true, the error rate from either the FWE- or the FDR-controlling procedure is usually lower than the designed level. This paper compares five methods used to estimate the number of true null hypotheses over a large number of hypotheses. The estimated number of true null hypotheses is then used to improve the power of FWE- or FDR-controlling methods. Monte Carlo simulations are conducted to evaluate the performance of these methods. The lowest slope method, developed by Benjamini and Hochberg (2000) on the adaptive control of the FDR in multiple testing with independent statistics, and the mean of differences method appear to perform the best. These two methods control the FWE properly when the number of nontrue null hypotheses is small. A data set from a toxicogenomic microarray experiment is used for illustration.
当进行大量统计检验时,出现假阳性结果的可能性会显著增加。传统方法是控制至少拒绝一个真实原假设的概率,即族系错误率(FWE)。为提高检测治疗差异的效能,另一种方法是控制被拒绝假设中错误的预期比例,即错误发现率(FDR)。当部分假设不成立时,控制FWE或FDR的程序所产生的错误率通常会低于设定水平。本文比较了用于估计大量假设中真实原假设数量的五种方法。然后,利用估计出的真实原假设数量来提高控制FWE或FDR方法的效能。通过蒙特卡罗模拟来评估这些方法的性能。由本雅明尼和霍赫伯格(2000年)在具有独立统计量的多重检验中对FDR进行自适应控制时开发的最低斜率法,以及差异均值法似乎表现最佳。当非真实原假设数量较少时,这两种方法能恰当地控制FWE。文中使用了一个来自毒理基因组微阵列实验的数据集进行说明。
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