Cited by 2,015Statistical Methods in Clinical TrialsStatistical Methods and InferenceStatistical Methods and Bayesian Inference

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On the Adaptive Control of the False Discovery Rate in Multiple Testing With Independent Statistics

Benjamini, Yoav, Hochberg, Yosef·2000·Journal of Educational and Behavioral Statistics

Abstract

A new approach to problems of multiple significance testing was presented in Benjamini and Hochberg (1995), which calls for controlling the expected ratio of the number of erroneous rejections to the number of rejections–the False Discovery Rate (FDR). The procedure given there was shown to control the FDR for independent test statistics. When some of the hypotheses are in fact false, that procedure is too conservative. We present here an adaptive procedure, where the number of true null hypotheses is estimated first as in Hochberg and Benjamini (1990), and this estimate is used in the procedure of Benjamini and Hochberg (1995). The result is still a simple stepwise procedure, to which we also give a graphical companion. The new procedure is used in several examples drawn from educational and behavioral studies, addressing problems in multi-center studies, subset analysis and meta-analysis. The examples vary in the number of hypotheses tested, and the implication of the new procedure on the conclusions. In a large simulation study of independent test statistics the adaptive procedure is shown to control the FDR and have substantially better power than the previously suggested FDR controlling method, which by itself is more powerful than the traditional family wise error-rate controlling methods. In cases where most of the tested hypotheses are far from being true there is hardly any penalty due to the simultaneous testing of many hypotheses.

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Research works printed but not linked: 26

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Metadata

Authors
Benjamini, Y., & Hochberg, Y.
Affiliations
Tel Aviv University (IL)
Venue
Journal of Educational and Behavioral Statistics
Published
2000-03
Volume
25
Issue
1
Pages
60-83
ISSN
  • 1076-9986 (ISSN-L)
  • 1935-1054
OpenAlex
W2143079975
Cited by
2,015
References
2
Citations by year
2026: 88 · 2025: 141 · 2024: 146 · 2023: 136 · 2022: 118 · 2021: 134 · 2020: 134 · 2019: 125 · 2018: 102 · 2017: 83 · 2016: 94 · 2015: 85 · 2014: 94 · 2013: 81 · 2012: 51
FWCI
10.54
Type
journal article
Language
en
Open access
closed
Locations
  • Journal of Educational and Behavioral Statistics (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Clinical Trials
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords
false discovery rate, multiple comparisons, adaptive procedures, Benjamini-Hochberg procedure, stepwise procedures, statistical power, family-wise error rate, multicenter study, subgroup analysis, meta-analysis

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