Cited by 405Statistical Methods and InferenceStatistical Methods in Clinical TrialsProbability and Statistical Research

Correlation and Large-Scale Simultaneous Significance Testing

Efron, Bradley·2007·Journal of the American Statistical Association

Abstract

Large-scale hypothesis testing problems, with hundreds or thousands of test statistics zi to consider at once, have become familiar in current practice. Applications of popular analysis methods, such as false discovery rate techniques, do not require independence of the zi's, but their accuracy can be compromised in high-correlation situations. This article presents computational and theoretical methods for assessing the size and effect of correlation in large-scale testing. A simple theory leads to the identification of a single omnibus measure of correlation for the zi's order statistic. The theory relates to the correct choice of a null distribution for simultaneous significance testing and its effect on inference.

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Crossref · 10.1198/016214506000001211

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  • Pre-specified Bonferroni-like corrections on association p-values are not likely to be appropriate given possible correlations between defined groups of rare variants and/or overlapping windows to be tested.

    “Pre-specified Bonferroni-like corrections on association p-values are not likely to be appropriate given possible correlations between defined groups of rare variants and/or overlapping windows to be tested.”

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Authors
Efron, B.
Affiliations
Stanford University (US)
Corresponding author
Efron, Bradley
Venue
Journal of the American Statistical Association
Published
2007-03
Volume
102
Issue
477
Pages
93-103
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2006145698
Cited by
405
References
33
Citations by year
2026: 6 · 2025: 13 · 2024: 18 · 2023: 19 · 2022: 16 · 2021: 18 · 2020: 16 · 2019: 17 · 2018: 22 · 2017: 18 · 2016: 18 · 2015: 14 · 2014: 32 · 2013: 16 · 2012: 24
FWCI
31.13
Type
journal article
Language
en
Open access
closed
Locations
  • Journal of the American Statistical Association (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Clinical Trials
  • Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
Keywords
multiple comparisons, false discovery rate, null distribution, order statistics

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