Weighted methods controlling the multiplicity when the number of variables is much higher than the number of observations
Authors:
L. Finos a;
L. Salmaso b
| Affiliations: | a Center for Modeling, Computing and Statistics, University of Ferrara, Ferrara, Italy |
| b Department of Management and Engineering, University of Padova, Vicenza, Italy |
DOI:
10.1080/10485250600720803
Publication Frequency:
8 issues per year
Published in:
Journal of Nonparametric Statistics,
Volume
18,
Issue
2
February
2006
, pages 245
- 261
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Full text options: no full text options are available.
Abstract
This work proposes innovative permutation-based procedures controlling the familywise error rate (FWE). It is proved that weighted procedures control the FWE if weights are a function of the sufficient statistic. We particularly focus on the use of additional information given by the total variance of each variable. The first proposal considers the use of weights applied to the combining functions of the closed testing procedure. The second proposal exploits this information to identify clusters upon which to apply a 'sequential gatekeeping' procedure. An application to real data is shown, and a comparative simulation study highlights its usefulness even in experimental situations with a high number of elementary hypotheses.
|
| Keywords: A-priori ordered hypotheses; Gene expression; Permutation tests; Multiplicity control; FWE |
| view references (15) : view citations |

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