Linked Questions
10 questions linked to/from The meaning of "positive dependency" as a condition to use the usual method for FDR control
8
votes
1
answer
6k
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FDR correction when tests are correlated
I have a data set with small number of samples and large number of variables. I did hypothesis testing (T test) on each of the variable and got a number of p values. However, the variables are ...
- 1,058
4
votes
1
answer
8k
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Correction for Multiple comparisons using Mann-Whitney U test
I am using Mann-Whitney U tests to compare groups of high and low relationship quality on five psychological outcomes. My data is non-normally distributed which is why I am using Mann-Whitney U tests ...
- 63
5
votes
1
answer
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Why bother with Benjamini-Hochberg correction?
I was recently reading Efron's Simultaneous Inference paper (2008), in which he points out that FDR analysis is robust to splitting the tests into multiple mutually exclusive families of test, ...
- 53
5
votes
1
answer
3k
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Multiple comparisons in mixed effects model
tl;dr In a random-slopes model, how should one adjust for multiple comparisons when performing inference on the group-specific slopes (the BLUPs)?
Note 1: Bretz et al, the R package 'multcomp', and ...
- 1,948
5
votes
0
answers
903
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Practical meaning of the PRDS property in Benjamini-Hochberg procedure under dependence
I am reading paper by Benjamini and Yekutieli (2001) on controlling FDR under dependence. My question is to figure out, in practical applications, whether the PRDS property is fulfilled in a given ...
- 7,697
2
votes
0
answers
483
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Multiple comparisons version of Kolmogorov-Smirnov test
Suppose $\mathbf{y}_{i} $ and $ \mathbf{x}_{i}\,$ are length-$m$ vectors and $D_{i}$ is some arbitrary distribution $(i=1,...,N)$. I would like to conduct the following hypothesis test:
$ H_{0}: \...
- 388
2
votes
2
answers
268
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If we do two one-sided tests instead of a two-sided test, can we get extra power by using a better multiple testing correction than Bonferroni?
A standard problem in statistics would be something like the following.
$$
H_0: \theta = \theta_0
$$
$$
H_a: \theta \ne \theta_0
$$
This is a two-sided test.
What if we did the following two tests?
$$
...
- 67.2k
1
vote
0
answers
243
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FDR extension to the Time Series domain?
Sequential testing is common for Time series.
Think SupF kind of tests, or a chow-test for structural break in the parameters over a grid of data points. So, we have many (as many as data points ...
- 11
3
votes
1
answer
137
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Does a procedure controlling FDR at level $\alpha$ always reject at least as much as a procedure controlling FWE at $\alpha$?
I understand the false discovery rate (FDR) is weakly less than the familywise error rate (FWE), and FDR is thus a less stringent way to control for type 1 errors. However, will a procedure that ...
- 543
1
vote
0
answers
27
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Inference while controlling False Discovery rates given known dependence between test statistics
I have a number $n$ of standard normal test statistics $\boldsymbol{\beta}$, each of which belonging to a hypothesis I want to test. So under H$_0$
$$\boldsymbol{\beta} \sim N(\mathbf{0}, \boldsymbol{...
- 1,870