Generalizing Simes' test and Hochberg's stepup procedure
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Publication:2477063
Abstract: In a multiple testing problem where one is willing to tolerate a few false rejections, procedure controlling the familywise error rate (FWER) can potentially be improved in terms of its ability to detect false null hypotheses by generalizing it to control the -FWER, the probability of falsely rejecting at least null hypotheses, for some fixed . Simes' test for testing the intersection null hypothesis is generalized to control the -FWER weakly, that is, under the intersection null hypothesis, and Hochberg's stepup procedure for simultaneous testing of the individual null hypotheses is generalized to control the -FWER strongly, that is, under any configuration of the true and false null hypotheses. The proposed generalizations are developed utilizing joint null distributions of the -dimensional subsets of the -values, assumed to be identical. The generalized Simes' test is proved to control the -FWER weakly under the multivariate totally positive of order two (MTP) condition [J. Multivariate Analysis 10 (1980) 467--498] of the joint null distribution of the -values by generalizing the original Simes' inequality. It is more powerful to detect or more false null hypotheses than the original Simes' test when the -values are independent. A stepdown procedure strongly controlling the -FWER, a version of generalized Holm's procedure that is different from and more powerful than [Ann. Statist. 33 (2005) 1138--1154] with independent -values, is derived before proposing the generalized Hochberg's procedure. The strong control of the -FWER for the generalized Hochberg's procedure is established in situations where the generalized Simes' test is known to control its -FWER weakly.
Recommendations
- A generalized step-up-down multiple test procedure
- A class of improved hybrid Hochberg-Hommel type step-up multiple test procedures
- Extensions of multiple testing procedures based on Simes' test
- A smooth version of the step-up procedure for multiple tests of hypotheses
- Optimality of the Holm procedure among general step-down multiple testing procedures
- On optimality of stepdown and stepup multiple test procedures
- A Step-Up Multiple Test Procedure
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Cited in
(23)- On a generalized false discovery rate
- An extended Simes' test
- Copulas, uncertainty, and false discovery rate control
- Extensions of multiple testing procedures based on Simes' test
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