New Adaptive Procedure to Control the False Discovery Rate

• Activity Number: 162
• Type: Contributed
• Date/Time: Monday, August 3, 2009 : 10:30 AM to 12:20 PM
• Sponsor: Biopharmaceutical Section
• Author(s): Fang Liu*+
• Companies: Temple University
• Keywords: Multiple testing ; false discovery rate

Abstract

Benjamini, Krieger and Yekutieli (2006) have proposed an adaptive method (BKY) of controlling the false discovery rate (FDR) by incorporating an estimate of n0, the number of true null hypotheses, into the FDR controlling method of Benjamini and Hochberg (1995), the BH method. It improves the BH method in terms of the FDR control and power. They have shown that the BKY method controls the FDR under independence of the p-values and provided numerical evidence showing that the control over the FDR continues to hold under some type of positive dependence. In this paper, we propose an alternative adaptive procedure via a different estimate of n0, which often outperforms the BKY method in terms of the FDR control and power.