Control of Directional Errors in Fixed Sequence Multiple Testing

DOI10.5705/SS.202017.0072zbMATH Open1426.62217arXiv1602.02345OpenAlexW2963598237MaRDI QIDQ5226622FDOQ5226622

Authors: Anjana Grandhi, Wenge Guo, Joseph P. Romano 

Publication date: 1 August 2019

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: In this paper, we consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that control the mixed directional familywise error rate, which is the probability of making any type 1 or type 3 (directional) error. In particular, attention is focused on cases where the hypotheses are ordered as $H_1,ldots,H_n$, so that $H_{i+1}$ is tested only if $H_1,ldots,H_i$ have all been previously rejected. In this situation, one can control the usual familywise error rate under arbitrary dependence by the basic procedure which tests each hypothesis at level $alpha$, and no other multiplicity adjustment is needed. However, we show that this is far too liberal if one also accounts for directional errors. But, by imposing certain dependence assumptions on the test statistics, one can retain the basic procedure. Through a simulation study and a clinical trial example, we numerically illustrate good performance of the proposed procedures compared to the existing mdFWER controlling procedures. The proposed procedures are also implemented in the R-package FixSeqMTP.

Full work available at URL: https://arxiv.org/abs/1602.02345

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zbMATH Keywords

positive dependencemonotone likelihood ratiodirectional errortype 1 errorfixed sequence multiple testinghypotheses are orderedmixed directional familywise error rate

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Paired and multiple comparisons; multiple testing (62J15)

Cited In (7)

• Optimal procedure for controlling the mixed directional error
• Sequential tests controlling generalized familywise error rates
• Controlling mixed directional false discovery rate in multidimensional decisions with applications to microarray studies
• Coherent Tests for Interval Null Hypotheses
• Null Hypothesis Significance Testing Interpreted and Calibrated by Estimating Probabilities of Sign Errors: A Bayes-Frequentist Continuum
• Mixed directional false discovery rate control in multiple pairwise comparisons using weighted \(p\)-values
• Consideration of directional hypotheses in pairs for making a decision with given reliability

Uses Software

• R
• SAS
• FixSeqMTP

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