JSM 2005 - Toronto

Abstract #304701

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 398
Type: Contributed
Date/Time: Wednesday, August 10, 2005 : 10:30 AM to 12:20 PM
Sponsor: Biopharmaceutical Section
Abstract - #304701
Title: A Directional Error Study of Two-sided Multiple Comparison Procedure
Author(s): Tianhui Zhou*+ and Sanat K. Sarkar
Companies: Temple University and Temple University
Address: 7641 B Massey Way, Elkins Park, PA, 19027, United States
Keywords: Decision Theory ; Bayes directional false discovery rate ; Bayes directional average power
Abstract:

In simultaneous testing of null hypotheses against two-sided alternatives, it often is desirable to make directional decisions corresponding to those that are rejected. This results in directional errors. One of the main research focuses in this paper is the development of Bayesian theory of Directional False Discoveries Rate. A new procedure controlling Bayes Directional FDR is constructed through the control of posterior Directional FDR. This posterior Directional FDR procedure is developed through a decision theoretic formulation of the two-sided multiple testing problem. It's a modification of the procedure by Lewis and Thayer (2004), and we show our procedure is more powerful. A one-way, random setup is discussed and results from simulation studies are presented to compare the performances of our procedure and Lewis's and other procedures with respect to Bayes Directional FDR and Bayes directional average power.


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