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Nieklasyczne procedury testowań wielokrotnych
Non-Classical Multiple Testing Procedures

Author(s): Sabina Denkowska
Subject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: multiple testing; FWER; FDR; resampling; MTP

Summary/Abstract: The range of applications of classical multiple testing procedures is limited due to model assumptions, and in many cases classic solutions are non-existent. In such situations non-classical multiple testing procedures allow to control the effect of multiple testing. Although they are popular for computational simplicity and a wide range of applications, marginal multiple testing procedures do not take into account joint distribution of test statistics, which make them more conservative than joint multiple testing procedures. The range of applications of joint procedures introduced by Westfall and Young (1993) is limited due to the subset pivotality requirement. Thus, joint multiple testing procedures suggested by Dudoit and van der Laan (2008) seem very promising. A wide range of applications, the possibility of choosing the Type I error rate and easily accessible software (MTP procedure is implemented in R multtest package) are their obvious advantages. Unfortunately, the results of the analysis of MPT procedure obtained by Werft and Benner (2009) revealed that it does not control FDR in case of numerous sets of hypotheses and small samples. Furthermore, the simulation experiment presented in the article showed that MTP procedure does not control FWER, either.

  • Issue Year: 60/2013
  • Issue No: 4
  • Page Range: 461-476
  • Page Count: 16
  • Language: Polish
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