Sample size and positive false discovery rate control for multiple testing

DOI10.1214/07-EJS045MaRDI QIDQ2426795zbMATH OpenOpenAlexFDO

Authors Zhiyi Chi

Publication date 14 May 2008

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0703229

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Paired and multiple comparisons; multiple testing (62J15)

Abstract: The positive false discovery rate (pFDR) is a useful overall measure of errors for multiple hypothesis testing, especially when the underlying goal is to attain one or more discoveries. Control of pFDR critically depends on how much evidence is available from data to distinguish between false and true nulls. Oftentimes, as many aspects of the data distributions are unknown, one may not be able to obtain strong enough evidence from the data for pFDR control. This raises the question as to how much data are needed to attain a target pFDR level. We study the asymptotics of the minimum number of observations per null for the pFDR control associated with multiple Studentized tests and $F$ tests, especially when the differences between false nulls and true nulls are small. For Studentized tests, we consider tests on shifts or other parameters associated with normal and general distributions. For $F$ tests, we also take into account the effect of the number of covariates in linear regression. The results show that in determining the minimum sample size per null for pFDR control, higher order statistical properties of data are important, and the number of covariates is important in tests to detect regression effects.

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Cited in

(5)

• On the performance of FDR control: constraints and a partial solution
• Multiple Comparisons Controlling Expected Number of False Discoveries
• Data Volume and Power of Multiple Tests with Small Sample Size Per Null
• Sample size calculation for controlling false discovery proportion
• Hunting for significance with the false discovery rate

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