论文标题

关于逐步多次测试程序的渐近行为

On Asymptotic Behaviors of Stepwise Multiple Testing Procedures

论文作者

Dey, Monitirtha

论文摘要

逐步多次测试程序几十年来吸引了几个统计学家,并且由于其技术简单性,在统计用户中也很受欢迎。 Bonferroni程序一直是控制家庭错误率(FWER)的最早,最突出的测试规则之一。最近的一篇文章确定,在任何正相关的多元正常框架下,Bonferroni方法的FWER(即假设数量变为大)的方法均为零。但是,对于一般逐步程序的FWER的限制行为的类似结果是不存在的。目前的工作通过研究相关的正常设置的几个逐步测试规则的FWER的限制行为,以统一的方式解决了这一差距。具体而言,我们表明,限制FWER对于任何降低规则(例如,霍尔姆的方法)的距离为零,只要相关性的最大值是严格的积极的。我们还建立了类似的限制零结果,例如其他流行的多重测试规则,例如Hochberg和Hommel的程序。然后,我们将这些结果扩展到真实和错误的NULL假设的任何配置。事实证明,在我们选择的渐近框架内,本杰米尼·霍克伯格(Benjamini-Hochberg)方法可以将FWER置于严格的正差异水平下,在等效相关的正态下。我们最终讨论了各种程序的限制能力。

Stepwise multiple testing procedures have attracted several statisticians for decades and are also quite popular with statistics users because of their technical simplicity. The Bonferroni procedure has been one of the earliest and most prominent testing rules for controlling the familywise error rate (FWER). A recent article established that the FWER for the Bonferroni method asymptotically (i.e., when the number of hypotheses becomes arbitrarily large) approaches zero under any positively equicorrelated multivariate normal framework. However, similar results for the limiting behaviors of FWER of general stepwise procedures are nonexistent. The present work addresses this gap in a unified manner by studying the limiting behaviors of the FWER of several stepwise testing rules for correlated normal setups. Specifically, we show that the limiting FWER approaches zero for any step-down rule (e.g., Holm's method) provided the infimum of the correlations is strictly positive. We also establish similar limiting zero results on FWER of other popular multiple testing rules, e.g., Hochberg's and Hommel's procedures. We then extend these results to any configuration of true and false null hypotheses. It turns out that, within our chosen asymptotic framework, the Benjamini-Hochberg method can hold the FWER at a strictly positive level asymptotically under the equicorrelated normality. We finally discuss the limiting powers of various procedures.

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