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
Citation
KWONG, Koon Shing and Wong, Ee Hwee.
A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence. (2002). Statistics and Probability Letters. 56, (2), 217-225.
Available at: https://ink.library.smu.edu.sg/soe_research/192
Additional URL
https://doi.org/10.1016/s0167-7152(01)00196-1