FDR control under block dependence |
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Authors: | Haibing Zhao Wing Kam Fung |
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Affiliation: | 1. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, PR China;2. Shanghai Key Laboratory of Financial Information Technology (Shanghai University of Finance and Economics), Shanghai, China;3. Department of Statistics and Actuarial Science, University of Hong Kong, Pokfulam Road, Hong Kong |
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Abstract: | In practical settings such as microarray data analysis, multiple hypotheses with dependence within but not between equal-sized blocks often need to be tested. We consider an adaptive BH procedure to test the hypotheses. Under the condition of positive regression dependence on a subset of the true null hypotheses, the proposed adaptive procedure is shown to control the false discovery rate. The proposed approach is compared to the existing methods in simulation under block dependence and totally uniform pairwise dependence. It is observed that the proposed method performs better than the existing methods in several situations. |
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Keywords: | Block dependence FDR control Multiple comparison Power Separate analysis |
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