Group sequential BH and its adaptive versions controlling the FDR

Document Type

Article

Publication Date

3-1-2019

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.

Identifier

85050411772 (Scopus)

Publication Title

Journal of Statistical Planning and Inference

External Full Text Location

https://doi.org/10.1016/j.jspi.2018.07.001

ISSN

03783758

First Page

219

Last Page

235

Volume

199

Grant

DMS-1309162

Fund Ref

National Science Foundation

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