A procedure for multiple testing of partial conjunction hypotheses based on a hazard rate inequality

Fuente: arXiv
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Main Authors: Dickhaus, Thorsten, Heller, Ruth, Hoang, Anh-Tuan, Rinott, Yosef
Format: Preprint
Published: 2021
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author Dickhaus, Thorsten
Heller, Ruth
Hoang, Anh-Tuan
Rinott, Yosef
author_facet Dickhaus, Thorsten
Heller, Ruth
Hoang, Anh-Tuan
Rinott, Yosef
contents The partial conjunction null hypothesis is tested in order to discover a signal that is present in multiple studies. The standard approach of carrying out a multiple test procedure on the partial conjunction (PC) $p$-values can be extremely conservative. We suggest alleviating this conservativeness, by eliminating many of the conservative PC $p$-values prior to the application of a multiple test procedure. This leads to the following two step procedure: first, select the set with PC $p$-values below a selection threshold; second, within the selected set only, apply a family-wise error rate or false discovery rate controlling procedure on the conditional PC $p$-values. The conditional PC $p$-values are valid if the null p-values are uniform and the combining method is Fisher. The proof of their validity is based on a novel inequality in hazard rate order of partial sums of order statistics which may be of independent interest. We also provide the conditions for which the false discovery rate controlling procedures considered will be below the nominal level. We demonstrate the potential usefulness of our novel method, CoFilter (conditional testing after filtering), for analyzing multiple genome wide association studies of Crohn's disease.
format Preprint
id arxiv_https___arxiv_org_abs_2110_06692
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle A procedure for multiple testing of partial conjunction hypotheses based on a hazard rate inequality
Dickhaus, Thorsten
Heller, Ruth
Hoang, Anh-Tuan
Rinott, Yosef
Methodology
62J15, 62F03, 62F05
The partial conjunction null hypothesis is tested in order to discover a signal that is present in multiple studies. The standard approach of carrying out a multiple test procedure on the partial conjunction (PC) $p$-values can be extremely conservative. We suggest alleviating this conservativeness, by eliminating many of the conservative PC $p$-values prior to the application of a multiple test procedure. This leads to the following two step procedure: first, select the set with PC $p$-values below a selection threshold; second, within the selected set only, apply a family-wise error rate or false discovery rate controlling procedure on the conditional PC $p$-values. The conditional PC $p$-values are valid if the null p-values are uniform and the combining method is Fisher. The proof of their validity is based on a novel inequality in hazard rate order of partial sums of order statistics which may be of independent interest. We also provide the conditions for which the false discovery rate controlling procedures considered will be below the nominal level. We demonstrate the potential usefulness of our novel method, CoFilter (conditional testing after filtering), for analyzing multiple genome wide association studies of Crohn's disease.
title A procedure for multiple testing of partial conjunction hypotheses based on a hazard rate inequality
topic Methodology
62J15, 62F03, 62F05
url https://arxiv.org/abs/2110.06692