Evaluation of step-up and step-down procedures on fdr

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题名:	Evaluation of step-up and step-down procedures on fdr
其它题名:	以偽發現率為基礎評估逐步向上與逐步向下之程序
作者:	高子惠;Kao, Tzu-hui
贡献者:	淡江大學統計學系碩士班陳怡如;Chen, Yi-ju
关键词:	偽發現率;多重比較;型I 誤差率;檢定力;FDR;multiple comparison;type I error rate;power
日期:	2009
上传时间:	2010-01-11 04:37:33 (UTC+8)
摘要:	在高維度資料研究中，控制偽發現率（FDR）已快速地被使用於解決多重性問題。當同時執行大量的假設檢定時，FDR 已經成為控制型I 誤差率膨脹的重要議題。在多重比較檢定中，傳統上常使用整體錯誤率（FWER）來控制整體的型I 誤差率。然而，當很多虛無假設是錯誤的情況下，FWER 會變的太保守以至於降低檢定力。為了改善FWER 的缺點，Benjamini and Hochberg（1995）提出較簡易且可提高檢定力的FDR 方法。FDR 有逐步向上與逐步向下之檢定程序，在本篇論文中，主要的目的在於比較逐步向上與逐步向下程序的表現，並且指出各個檢定程序的優缺點。模擬的結果指出，當檢定個數很少和大部分假設都是錯誤時，Benjamini and Liu （1999a、1999b）所提出之方法比其他程序更具有檢定力；而在檢定個數很多時，Benjamini and Hochberg（1995）程序有較高之檢定力。 Controlling false discovery rate (FDR) has been increasingly utilized in high dimensional screening studies where the multiplicity is a problem. It becomes an important issue to control the inflating type I error rate when tons of tested hypotheses are simultaneously conducted. Traditionally, familywise error rate (FWER) is used to control the overall type I error in the area of multiple comparison. However, when many null hypotheses are false, FWER tends to be more conservative and has less power. To improve the drawbacks of FWER, a simple approach based on FDR can be used. Two types of FDR procedures for multiple comparison are step-up and step-down procedures. The objective of this article is to compare the performance of current step-up and step-down procedures, and detect the pros and cons of these procedures. The simulated results indicate that Benjamini-Liu (1999a,1999b) procedures are more powerful if the number of tested hypotheses is small and many of the hypotheses are far from true, whereas Benjamini- Hochberg (1995) procedure has large power if the number of tested hypotheses is large.
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