False discovery rate controlling procedures for discrete tests

Details False discovery rate controlling procedures for discrete tests False discovery rate controlling procedures for discrete tests

2011-12-20

arxiv.org/abs/1112.4627v1

Statistics

Methodology

Scientific paper

Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the FWER in multiple testing problems, and proposed a procedure to control the FDR. For discrete data this procedure may be highly conservative. We investigate alternative, more powerful, procedures that exploit the discreteness of the tests and have FDR levels closer in magnitude to the desired nominal level. Moreover, we develop a novel step-down procedure that dominates the step-down procedure of Benjamini and Liu (1999) for discrete data. We consider an application to pharmacovigilence spontaneous reporting systems, that serve for early detection of adverse reactions of marketed drugs.

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