College of Life Science, Hunan Normal University, Changsha, P.R. China.
Genomics. 2011 Nov;98(5):390-9. doi: 10.1016/j.ygeno.2011.05.006. Epub 2011 Jun 30.
Receiver operating characteristic (ROC) has been widely used to evaluate statistical methods, but a fatal problem is that ROC cannot evaluate estimation of the false discovery rate (FDR) of a statistical method and hence the area under of curve as a criterion cannot tell us if a statistical method is conservative. To address this issue, we propose an alternative criterion, work efficiency. Work efficiency is defined as the product of the power and degree of conservativeness of a statistical method. We conducted large-scale simulation comparisons among the optimizing discovery procedure (ODP), the Bonferroni (B-) procedure, Local FDR (Localfdr), ranking analysis of the F-statistics (RAF), the Benjamini-Hochberg (BH-) procedure, and significance analysis of microarray data (SAM). The results show that ODP, SAM, and the B-procedure perform with low efficiencies while the BH-procedure, RAF, and Localfdr work with higher efficiency. ODP and SAM have the same ROC curves but their efficiencies are significantly different.
接受者操作特征(ROC)曲线已被广泛用于评估统计方法,但ROC 曲线存在一个致命的问题,即它无法评估统计方法的错误发现率(FDR)的估计值,因此曲线下面积作为一个标准,并不能告诉我们一个统计方法是否保守。为了解决这个问题,我们提出了一个替代标准,工作效率。工作效率被定义为统计方法的功效和保守程度的乘积。我们对优化发现程序(ODP)、Bonferroni(B-)程序、局部 FDR(Localfdr)、F 统计量的排序分析(RAF)、Benjamini-Hochberg(BH-)程序和微阵列数据分析的显著性分析(SAM)进行了大规模的模拟比较。结果表明,ODP、SAM 和 B-程序的效率较低,而 BH-程序、RAF 和 Localfdr 的效率较高。ODP 和 SAM 具有相同的 ROC 曲线,但它们的效率有显著差异。