Controlling the False Discovery Proportion: a Simulation Study

• Activity Number: 358 - Contributed Poster Presentations: Section on Statistics in Epidemiology
• Type: Contributed
• Date/Time: Tuesday, July 30, 2019 : 10:30 AM to 12:20 PM
• Sponsor: Section on Statistics in Epidemiology
• Author(s): HARLAN MCCAFFERY* and Chi Chang
• Companies: University of Michigan and Michigan State University
• Keywords: False Discovery Rate; multiple testing; simulation; R; hypothesis testing

Abstract

In multiple testing situations, procedures to control the False Discovery Rate (FDR) often used as a less stringent, more powerful alternative to procedures that control the Familywise Error rate (FWER). We use simulations to show how the FDR-controlling procedures control the proportion of false discoveries, Q, and its expected value, the FDR, particularly well when the proportion of hypotheses tested in which the null is true is moderate to large. Going beyond the expected value of Q (the FDR), we investigate the distribution of Q under different experimental parameters after using FDR-controlling procedures. The results show that the variance of Q is positively correlated with the proportion of true null hypotheses and with the control level. This suggests that FDR control procedures are best suited to moderate proportions of null hypotheses and lower control levels.