Discussion of ``Multiple testing for exploratory research by J. J. Goeman and A. Solari

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Publication:5963768

DOI10.1214/11-STS356AzbMATH Open1331.62373arXiv1208.3292MaRDI QIDQ5963768FDOQ5963768


Authors: R. Heller Edit this on Wikidata


Publication date: 23 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Goeman and Solari [Statist. Sci. 26 (2011) 584-597, arXiv:1208.2841] have addressed the interesting topic of multiple testing for exploratory research, and provided us with nice suggestions for exploratory analysis. They defined properties that an inferential procedure should have for exploratory analysis: the procedure should be mild, flexible and post hoc. Their inferential procedure gives a lower bound on the number of false hypotheses among the selected hypotheses, and moreover whenever possible identifies elementary hypotheses that are false. The need to estimate a lower bound on the number of false hypotheses arises in various applications, and the partial conjunction approach was developed for this purpose in Biometrics 64 (2008) 1215-1222 (see also Philos. Trans. R. Soc. Lond. Ser. A 367 (2009) 4255-4271 for more details). For example, in a combined analysis of several studies that examine the same problem, it is of interest to give a lower bound on the number of studies in which the finding was reproduced. I will first address the relation between the method of Goeman and Solari and the partial conjunction approach. Then I will discuss possible extensions and address the issue of exploration in more general settings, where the local test may not be defined in advance or where the candidate hypotheses may not be known to begin with.


Full work available at URL: https://arxiv.org/abs/1208.3292




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