ABSTRACT
Hommel's and Hochberg's procedures for familywise error control are both derived as shortcuts in a closed testing procedure with the Simes local test. Hommel's shortcut is exact but takes quadratic time in the number of hypotheses. Hochberg's shortcut takes only linear time after the P-values are sorted, but is conservative. In this paper, we present an exact shortcut in linear time on sorted P-values, combining the strengths of both procedures. The novel shortcut also applies to a robust variant of Hommel's procedure that does not require the assumption of the Simes inequality.
Subject(s)
Statistics as Topic/methods , Algorithms , Linear Models , Research DesignABSTRACT
We present a multiple testing method for hypotheses that are ordered in space or time. Given such hypotheses, the elementary hypotheses as well as regions of consecutive hypotheses are of interest. These region hypotheses not only have intrinsic meaning but testing them also has the advantage that (potentially small) signals across a region are combined in one test. Because the expected number and length of potentially interesting regions are usually not available beforehand, we propose a method that tests all possible region hypotheses as well as all individual hypotheses in a single multiple testing procedure that controls the familywise error rate. We start at testing the global null-hypothesis and when this hypothesis can be rejected we continue with further specifying the exact location/locations of the effect present. The method is implemented in the R package cherry and is illustrated on a DNA copy number data set.
