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F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing

机译:用于多重假设检验的F分布校准的经验似然比检验

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摘要

Multiple hypothesis testing can be important tools when conclusions are drawn by simultaneous testing of a large number of hypotheses in bioinformatics, general medicine, pharmacology and epidemiology. In this paper, we consider three nonparametric empirical likelihood ratio tests (ELRTs) for multiple hypothesis testing problems. When the number of hypotheses is far larger than sample size, however, these ELRTs using asymptotic chi-square calibration generally have much higher false discovery rate (FDR) and can be quite anti-conservative. We find that the first order term of the empirical likelihood ratio statistic closely resembles Hotelling's T-2 statistic admitting limiting F distributions for small sample size. Motivated by this result, we propose the F-distribution calibrated ELRTs. Simulation results indicate that the proposed tests not only can control the FDR in the acceptable range, but also guarantee the test efficacy in terms of maximising the number of discoveries for small and moderate sample sizes. Two real data applications are also included for illustration.
机译:当通过同时检验生物信息学,通用医学,药理学和流行病学中的大量假设得出结论时,多重假设检验可能是重要的工具。在本文中,我们针对多个假设检验问题考虑了三个非参数经验似然比检验(ELRT)。但是,当假设的数量远大于样本数量时,这些使用渐近卡方校准的ELRT通常具有更高的虚假发现率(FDR),并且可能非常保守。我们发现,经验似然比统计量的一阶项与Hotelling的T-2统计量非常相似,后者允许在小样本量下限制F分布。受此结果的启发,我们提出了经F分布校准的ELRT。仿真结果表明,所提出的测试不仅可以将FDR控制在可接受的范围内,而且在最大程度地减少中小样本数量的发现数量方面,还可以保证测试效率。还包括两个实际数据应用程序以进行说明。

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