Control of the mean number of false discoveries, Bonferroni and stability of multiple testing
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Publication:995741
DOI10.1214/07-AOAS102zbMATH Open1129.62065arXiv0709.0366OpenAlexW1970047903MaRDI QIDQ995741FDOQ995741
Authors: Galina Glazko, Xing Qiu, Alexander Y. Gordon, A. Y. Yakovlev
Publication date: 10 September 2007
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Abstract: The Bonferroni multiple testing procedure is commonly perceived as being overly conservative in large-scale simultaneous testing situations such as those that arise in microarray data analysis. The objective of the present study is to show that this popular belief is due to overly stringent requirements that are typically imposed on the procedure rather than to its conservative nature. To get over its notorious conservatism, we advocate using the Bonferroni selection rule as a procedure that controls the per family error rate (PFER). The present paper reports the first study of stability properties of the Bonferroni and Benjamini--Hochberg procedures. The Bonferroni procedure shows a superior stability in terms of the variance of both the number of true discoveries and the total number of discoveries, a property that is especially important in the presence of correlations between individual -values. Its stability and the ability to provide strong control of the PFER make the Bonferroni procedure an attractive choice in microarray studies.
Full work available at URL: https://arxiv.org/abs/0709.0366
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