Group sequential BH and its adaptive versions controlling the FDR

Sanat K. Sarkar, Aiying Chen, Li He, Wenge Guo

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

This paper considers the problem of simultaneous testing of multiple hypotheses in a multi-stage group sequential setting subject to control over the false discovery rate (FDR). A multi-stage group sequential form of the BH procedure is developed, and a proof of its FDR control for p-values satisfying a positive dependence condition both between and within stages is given. This group sequential BH is adapted to the proportion of true nulls in two different ways, resulting in the proposal of two adaptive group sequential BH. While one of these adaptive procedures is theoretically shown to control its FDR when the p-values are positively dependent between but independent within stages, the other one's FDR control is assessed through simulations. Comparative performance studies of the proposed procedures in terms of FDR control, power, and proportion of sample saved carried out through extensive simulations provide evidence of superior performance of the proposed adaptive procedures.

Original languageEnglish (US)
Pages (from-to)219-235
Number of pages17
JournalJournal of Statistical Planning and Inference
Volume199
DOIs
StatePublished - Mar 2019

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Keywords

  • Adaptive procedure
  • BH procedure
  • False discovery rate
  • Group sequential design
  • Multiple testing
  • Positive dependence

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