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. Methods based on marginal null distributions (i.e., marginal p-values) are attractive since the marginal p-values can be based on a user supplied choice of marginal null distributions and they are computationally trivial, but they, by necessity, are known to either be conservative or to rely on assumptions about the dependence structure between the test-statistics. Resampling based multiple testing (Westfall and Young, 1993) involves sampling from a joint null distribution of the test-statistics, and controlling (possibly in a, for example, step-down fashion) the user supplied type-I error rate under this joint null distribution for the test statistics. A generally asymptotically valid null distribution avoiding the need for the subset pivotality condition for the vector of test statistics was proposed in Pollard and van der Laan (2003) for null hypotheses about general real valued parameters. This null distribution was generalized in Dudoit, van der Laan and Pollard (2004) to general null hypotheses and test-statistics. We propose a new generally asymptotically valid null distribution for the test-statistics and a corresponding bootstrap estimate, whose marginal distributions are user supplied, and can thus be set equal to the (most powerful) marginal null distributions one would use in univariate testing to obtain a p-value. Previous proposed null distributions either relied on a restrictive subset pivotality condition (Westfall and Young) or did not guarantee this latter property (Dudoit, van der Laan and Pollard, 2004). It is argued and illustrated that the resulting new re-sampling based multiple testing methods provide more accurate control of the wished Type-I error in finite samples and are more powerful. We establish formal results and investigate the practical performance of this methodology in a simulation and data analysis.
Statistical Methodology | Statistical Theory
van der Laan, Mark J. and Hubbard, Alan E., "Quantile-Function Based Null Distribution in Resampling Based Multiple Testing" (November 2005). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 198.