On dependence assumption in p-value based multiple test procedures
There are various multiple comparison procedures used in confirmatory clinical studies and exploratory research for multiplicity adjustment. Among them are the Hochberg and Benjamini-Hochberg procedures. A common misconception is that these procedures control the type I error rate properly if the test statistics are independent or positively correlated. In fact, a much stronger positive dependence assumption needs to be satisfied to guarantee the type I error rate control. We give a comprehensive review of the dependence conditions used in multiple testing procedures. We show that a weaker positive dependence assumption may result an inflation of type I error rate by a factor of 2 and discuss the type I error rate control under certain negative dependence conditions.
| Medienart: |
E-Artikel |
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| Erscheinungsjahr: |
2023 |
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| Erschienen: |
2023 |
| Enthalten in: |
Zur Gesamtaufnahme - volume:33 |
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| Enthalten in: |
Journal of biopharmaceutical statistics - 33(2023), 5 vom: 03. Sept., Seite 596-610 |
| Sprache: |
Englisch |
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| Beteiligte Personen: |
Gou, Jiangtao [VerfasserIn] |
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| Links: |
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| Themen: |
Benjamini-Hochberg procedure |
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| Anmerkungen: |
Date Completed 22.08.2023 Date Revised 29.08.2023 published: Print-Electronic Citation Status MEDLINE |
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| doi: |
10.1080/10543406.2022.2162066 |
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| funding: |
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| Förderinstitution / Projekttitel: |
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| 520 | |a There are various multiple comparison procedures used in confirmatory clinical studies and exploratory research for multiplicity adjustment. Among them are the Hochberg and Benjamini-Hochberg procedures. A common misconception is that these procedures control the type I error rate properly if the test statistics are independent or positively correlated. In fact, a much stronger positive dependence assumption needs to be satisfied to guarantee the type I error rate control. We give a comprehensive review of the dependence conditions used in multiple testing procedures. We show that a weaker positive dependence assumption may result an inflation of type I error rate by a factor of 2 and discuss the type I error rate control under certain negative dependence conditions | ||
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