α-Investing: A procedure for sequential control of expected false discoveries

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 70, Issue 2, 2008, Pages 429-444

  Foster, Dean P ^b   Stine, Robert A ^a,b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Spending; Bonferroni method; False discovery rate; Familywise error rate; Multiple comparisons

Indexed keywords

EID: 38949189990     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2007.00643.x     Document Type: Article

References (25)

1. Benjamini, Y. Hochberg, Y. (1995) Controlling the false discovery rate: a practical and powerful approach to multiple testing. J. R. Statist. Soc. B, 57, 289 300.
2. Benjamini, Y. Yekutieli, D. (2001) The control of the false discovery rate in multiple testing under dependency. Ann. Statist., 29, 1165 1188.
3. Braun, H. I ed 1994) The Collected Works of John W. Tukey: Multiple Comparisons, vol. VIII. New York : Chapman and Hall.
4. Dudoit, S., Shaffer, J. P. Boldrick, J. C. (2003) Multiple hypothesis testing in microarray experiments. Statist. Sci., 18, 71 103.
5. Efron, B. (2007) Size, power, and false discovery rates. Ann. Statist., 35, 1351 1377.
6. Finner, H. Roters, M. (2001) On the false discovery rate and expected type I errors. Biometr. J., 8, 985 1005.
7. Foster, D. P., Stine, R. A. Wyner, A. J. (2002) Universal codes for finite sequences of integers drawn from a monotone distribution. IEEE Trans. Inform. Theory, 48, 1713 1720.
8. Genovese, C., Roeder, K. Wasserman, L. (2006) False discovery control with p-value weighting. Biometrika, 93, 509 524.
9. Genovese, C. Wasserman, L. (2002) Operating characteristics and extensions of the false discovery rate procedure. J. R. Statist. Soc. B, 64, 499 517.
10. Genovese, C. Wasserman, L. (2004) A stochastic process approach to false discovery control. Ann. Statist., 32, 1035 1061.
11. Gupta, M. Ibrahim, J. G. (2005) Towards a complete picture of gene regulation: using Bayesian approaches to integrate genomic sequence and expression data. Technical Report. University of North Carolina, Chapel Hill.
12. Holm, S. (1979) A simple sequentially rejective multiple test procedure. Scand. J. Statist., 6, 65 70.
13. Lehmacher, W. Wassmer, G. (1999) Adaptive sample size calculations in group sequential trials. Biometrics, 55, 1286 1290.
14. Meinshausen, N. Bühlmann, P. (2004) Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence. Biometrika, 92, 893 907.
15. Meinshausen, N. Rice, J. (2006) Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses. Ann. Statist., 34, 373 393.
16. Rissanen, J. (1983) A universal prior for integers and estimation by minimum description length. Ann. Statist., 11, 416 431.
17. 2 random variables: a proof of the Simes conjecture. Ann. Statist., 26, 494 504.
18. Simes, R. J. (1986) An improved bonferroni procedure for multiple tests of significance. Biometrika, 73, 751 754.
19. Storey, J. D. (2002) A direct approach to false discovery rates. J. R. Statist. Soc. B, 64, 479 498.
20. Storey, J. D. (2003) The positive false discovery rate: a Bayesian interpretation and the q-value. Ann. Statist., 31, 2013 2035.
21. Troendle, J. F. (1996) A permutation step-up method of testing multiple outcomes. Biometrics, 52, 846 859.
22. Tsai, C.-A., Hsueh, H.-M. Chen, J. J. (2003) Estimation of false discovery rates in multiple testing: application to gene microarray data. Biometrics, 59, 1071 1081.
23. Tsiatis, A. A. Mehta, C. (2003) On the inefficiency of the adaptive design for monitoring clinical trials. Biometrika, 90, 367 378.
24. Tukey, J. W. (1953) The problem of multiple comparisons. Unpublished lecture notes.
25. Tukey, J. W. (1991) The philosophy of multiple comparisons. Statist. Sci., 6, 100 116.