Simultaneously testing a collection of null hypotheses about a data generating distribution based on a sample of independent and identically distributed observations is a fundamental and important statistical problem involving many applications. In this article we propose a new resampling based multiple testing procedure asymptotically controlling the probability that the proportion of false positives among the set of rejections exceeds q at level alpha, where q and alpha are user supplied numbers. The procedure involves 1) specifying a conditional distribution for a guessed set of true null hypotheses, given the data, which asymptotically is degenerate at the true set of null hypotheses, and 2) specifying a generally valid null distribution for the vector of test-statistics proposed in Pollard and van der Laan (2003), and generalized in our subsequent articles Dudoit et al. (2004), van der Laan et al. (2004a) and van der Laan et al. (2004b). We establish the finite sample rational behind our proposal, and prove that this new multiple testing procedure asymptotically controls the wished tail probability for the proportion of false positives under general data generating distributions. In addition, we provide simulation studies establishing that this method is generally more powerful in finite samples than our previously proposed augmentation multiple testing procedure (van der Laan et al. (2004b)) and competing procedures from the literature. Finally, we illustrate our methodology with a data analysis.
Statistical Methodology | Statistical Theory
van der Laan, Mark J.; Birkner, Merrill D.; and Hubbard, Alan E., "Resampling Based Multiple Testing Procedure Controlling Tail Probability of the Proportion of False Positives" (March 2005). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 172.