A note on adaptive Bonferroni and Holm procedures under dependence

Wenge Guo

doi:10.1093/biomet/asp048

A note on adaptive Bonferroni and Holm procedures under dependence

Wenge Guo

Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

29 Scopus citations

Abstract

Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini's adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.

Original language	English (US)
Pages (from-to)	1012-1018
Number of pages	7
Journal	Biometrika
Volume	96
Issue number	4
DOIs	https://doi.org/10.1093/biomet/asp048
State	Published - Dec 2009

All Science Journal Classification (ASJC) codes

Statistics and Probability
General Mathematics
Agricultural and Biological Sciences (miscellaneous)
General Agricultural and Biological Sciences
Statistics, Probability and Uncertainty
Applied Mathematics

Keywords

Bonferroni procedure
Conditional dependence
Familywise error rate
Holm procedure
Multiple testing
Step-down procedure

Access to Document

10.1093/biomet/asp048

Cite this

@article{3d2fa464317a44d5a8cb04de05d7b280,

title = "A note on adaptive Bonferroni and Holm procedures under dependence",

abstract = "Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini's adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.",

keywords = "Bonferroni procedure, Conditional dependence, Familywise error rate, Holm procedure, Multiple testing, Step-down procedure",

author = "Wenge Guo",

note = "Funding Information: This research was supported by the Intramural Research Program of the NIH, National Institute of Environmental Health Sciences. The author thanks Shyamal D. Peddada, David M. Umbach, the editor and an anonymous referee for their useful comments.",

year = "2009",

month = dec,

doi = "10.1093/biomet/asp048",

language = "English (US)",

volume = "96",

pages = "1012--1018",

journal = "Biometrika",

issn = "0006-3444",

publisher = "Oxford University Press",

number = "4",

}

TY - JOUR

T1 - A note on adaptive Bonferroni and Holm procedures under dependence

AU - Guo, Wenge

N1 - Funding Information: This research was supported by the Intramural Research Program of the NIH, National Institute of Environmental Health Sciences. The author thanks Shyamal D. Peddada, David M. Umbach, the editor and an anonymous referee for their useful comments.

PY - 2009/12

Y1 - 2009/12

N2 - Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini's adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.

AB - Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini's adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.

KW - Bonferroni procedure

KW - Conditional dependence

KW - Familywise error rate

KW - Holm procedure

KW - Multiple testing

KW - Step-down procedure

UR - http://www.scopus.com/inward/record.url?scp=71249097006&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=71249097006&partnerID=8YFLogxK

U2 - 10.1093/biomet/asp048

DO - 10.1093/biomet/asp048

M3 - Article

AN - SCOPUS:71249097006

SN - 0006-3444

VL - 96

SP - 1012

EP - 1018

JO - Biometrika

JF - Biometrika

IS - 4

ER -

A note on adaptive Bonferroni and Holm procedures under dependence

Abstract

All Science Journal Classification (ASJC) codes

Keywords

Access to Document

Other files and links

Fingerprint

Cite this