Facultade de Fisioterapia

An extended sequential goodness-of-fit multiple testing method for discrete data

Castro Conde, Irene; Doehler, Sebastian; de Uña-Álvarez, Jacobo
Abstract:
The sequential goodness-of-fit (SGoF) multiple testing method has recently been proposed as an alternative to the familywise error rate- and the false discovery rate-controlling procedures in highdimensional problems. For discrete data, the SGoF method may be very conservative. In this paper, we introduce an alternative SGoF-type procedure that takes into account the discreteness of the test statistics. Like the original SGoF, our new method provides weak control of the false discovery rate/ familywise error rate but attains false discovery rate levels closer to the desired nominal level, and thus it is more powerful. We study the performance of this method in a simulation study and illustrate its application to a real pharmacovigilance data set.
Year:
2015
Type of Publication:
Article
Keywords:
Multiple test procedures; familywise error rate; false discovery rate; discrete test statistics; sequential goodness of fit
Journal:
Statistical Methods in Medical Research
Pages:
1-25
Month:
September
DOI:
http://dx.doi.org/10.1177/0962280215597580
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