Title

A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence

Publication Type

Journal Article

Publication Date

2002

Abstract

Recently, Benjamini and Hochberg (J. Roy. Statist. Soc. B 57 (1995) 289) and Benjamini and Liu (J. Statist. Plann. Inference 82 (1999) 163) proposed step-up and step-down multiple hypotheses testing procedures, respectively, for controlling the false discovery rate (FDR) when all the test statistics are independent. In this paper, we propose another step-up procedure such that the FDR is still controlled at a specified significance level. Based on a simulation study, the new procedure is more powerful than both existing step-up and step-down procedures, especially when most of the hypotheses are false.

Discipline

Economics

Research Areas

Econometrics

Publication

Statistics and Probability Letters

Volume

56

Issue

2

First Page

217

Last Page

225

ISSN

0167-7152

Identifier

10.1016/s0167-7152(01)00196-1

Publisher

Elsevier

Additional URL

http://dx.doi.org/10.1016/s0167-7152(01)00196-1

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