Selective sign-determining multiple confidence intervals with FCR control
From MaRDI portal
Abstract: Given unknown parameters with corresponding independent estimators, the Benjamini-Hochberg (BH) procedure can be used to classify the sign of parameters such that the expected proportion of erroneous directional decisions (directional FDR) is controlled at a preset level . More ambitiously, our goal is to construct sign-determining confidence intervals---instead of only classifying the sign---such that the expected proportion of non-covering constructed intervals (FCR) is controlled. We suggest a valid procedure which adjusts a marginal confidence interval in order to construct a maximum number of sign-determining confidence intervals. We propose a new marginal confidence interval, designed specifically for our procedure, which allows to balance a trade-off between power and length of the constructed intervals, and, in fact, often enjoy (almost) the best of both worlds. We apply our methods to detect the sign of correlations in a highly publicized social neuroscience study and, in a second example, to detect the direction of association for SNPs with Type-2 Diabetes in GWAS data. In both examples we compare our procedure to existing methods and obtain encouraging results.
Recommendations
- False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
- Constructing confidence intervals for selected parameters
- Simultaneous confidence intervals uniformly more likely to determine signs
- Multiple confidence intervals for selected parameters adjusted for the false coverage rate in monotone dose-response microarray experiments
- Empirical Bayes false coverage rate controlling confidence intervals
Cited in
(9)- Simultaneous confidence intervals uniformly more likely to determine signs
- Confidence Intervals for Parameters of Unobserved Events
- False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
- Constructing confidence intervals for selected parameters
- Adaptive procedures for directional false discovery rate control
- Improving the false coverage rate adjusted confidence intervals
- Selecting informative conformal prediction sets with false coverage rate control
- Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data
- Adaptive sign error control
This page was built for publication: Selective sign-determining multiple confidence intervals with FCR control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5220379)
