On the Structure of Multiple Testing Procedures
The field of "multiple hypothesis testing" has traditionally focused on defining and estimating various error measures based on the p-values individually obtained from each test. In this paper we discuss common structure present in typical multiple testing procedures. We introduce "single thresholding procedures" (STPs), a large class of multiple testing procedures encompassing the majority of those used in practice. We propose new concepts of significance for STPs, eliminating the intermediate step of calculating p-values for each test individually. With these developments, it is straightforward to consider the optimality of STPs and show that many complicated procedures actually reduce to a STP. As a specific example, we show that single-stage multiple hypothesis testing procedures are optimal over their corresponding multiple-stage procedures, an open question of much interest in the genomics field.
Biostatistics | Multivariate Analysis | Statistical Methodology | Statistical Theory
Leek, Jeffrey and Storey, John D., "On the Structure of Multiple Testing Procedures" (September 2006). UW Biostatistics Working Paper Series. Working Paper 294.
This document is currently not available here.