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Zbl 0809.62014
Benjamini, Yoav; Hochberg, Yosef
Controlling the false discovery rate: A practical and powerful approach to multiple testing. (English)
[J] J. R. Stat. Soc., Ser. B 57, No.1, 289-300 (1995). ISSN 0035-9246

Summary: The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses -- the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of the false discovery rate rather than that of the FWER is desired, there is potential for a gain in power.\par A simple sequential Bonferroni-type procedure is proved to control the false discovery rate for independent test statistics, and a simulation study shows that the gain in power is substantial. The use of the new procedure and the appropriateness of the criterion are illustrated with examples.

MSC 2000:: *62F03 Parametric hypothesis testing
62J15 Multiple comparisons

Keywords: multiple comparison procedures; $p$-values; multiplicity problem; familywise error rate; multiple significance testing; expected proportion of falsely rejected hypotheses; false discovery rate; sequential Bonferroni-type procedure; simulation study; power

Cited in: Zbl 1232.62106 Zbl 1221.62012 Zbl 1221.62111 Zbl 1206.62132 Zbl 1204.62127 Zbl 1202.62188 Zbl 1185.62187 Zbl 1205.62071 Zbl 1173.91025 Zbl 1161.62041 Zbl 1161.62040 Zbl 1160.62069 Zbl 1169.62067 Zbl 1152.62045 Zbl 1149.62060 Zbl 1140.62059 Zbl 1140.62060 Zbl 1138.62040 Zbl 1130.62069 Zbl 1133.62344 Zbl 1129.62064 Zbl 1129.62065 Zbl 1127.62063 Zbl 1125.62075 Zbl 1124.62043 Zbl 1115.62067 Zbl 1106.62073 Zbl 1187.62130 Zbl 1099.62075 Zbl 1077.62018 Zbl 1072.62060 Zbl 1062.62006 Zbl 1097.62062 Zbl 1092.62065 Zbl 1062.62130 Zbl 1061.62110 Zbl 1056.62117 Zbl 1047.62114 Zbl 1090.62072 Zbl 1090.62073 Zbl 1009.62059 Zbl 1003.62063 Zbl 1041.62061 Zbl 0989.62061 Zbl 1131.62310 Zbl 1063.62561 Zbl 1063.62558

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