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Related Concept Videos

Bonferroni Test01:10

Bonferroni Test

The Bonferroni test is a statistical test named after Carlo Emilio Bonferroni, an Italian mathematician best known for Bonferroni inequalities. This statistical test is a type of multiple comparison test to determine which means are different than the rest. Bonferroni test can minimize the Type 1 error by reducing the significance level alpha, which otherwise increases with sample pairs.
The means of different samples are first paired in all possible combinations.
The null hypothesis of the...
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Hypothesis testing is a fundamental statistical tool that begins with the assumption that the null hypothesis H0 is true. During this process, two types of errors can occur: Type I and Type II. A Type I error refers to the incorrect rejection of a true null hypothesis, while a Type II error involves the failure to reject a false null hypothesis.
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Multiple comparison test, abbreviated as MCT, is a post hoc analysis generally performed after comparing multiple samples with one or more tests. An MCT will help identify a significantly different sample among multiple samples or a factor among multiple factors.
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The process of hypothesis testing based on the P-value method includes calculating the P- value using the sample data and interpreting it.
First, a specific claim about the population parameter is proposed. The claim is based on the research question and is stated in a simple form. Further, an opposing statement to the claim  is also stated. These statements can act as null and alternative hypotheses:  a null hypothesis would be a neutral statement while the alternative hypothesis can have a...

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Post hoc power estimation in large-scale multiple testing problems.

Sonja Zehetmayer1, Martin Posch

  • 1Center for Medical Statistics, Informatics and Intelligent Systems, Medical University of Vienna, Spitalgasse 23, A-1090 Vienna, Austria.

Bioinformatics (Oxford, England)
|March 2, 2010
PubMed
Summary
This summary is machine-generated.

Estimating the multiple Type II error rate post hoc is crucial for large-scale multiple testing. This study evaluates post hoc estimators, finding those using empirical null distributions perform best with correlated data.

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Area of Science:

  • Biostatistics
  • Statistical Genetics
  • Bioinformatics

Background:

  • Assessing statistical power and Type II error rates in large-scale multiple testing is challenging due to unknown parameters.
  • Post hoc estimation of the multiple Type II error rate using observed data is a viable alternative.
  • Gene expression microarray experiments exemplify complex multiple testing scenarios.

Purpose of the Study:

  • To evaluate a class of post hoc estimators for the multiple Type II error rate.
  • To investigate the statistical properties of these estimators derived from the proportion of true null hypotheses.
  • To compare estimator performance across various distributional scenarios.

Main Methods:

  • Considered post hoc estimators as functions of the estimated proportion of true null hypotheses.
  • Conducted an extensive simulation study to assess the statistical properties of derived estimators.
  • Investigated estimators based on empirical distributions of null hypotheses.

Main Results:

  • Estimator performance, measured by mean squared error, is highly dependent on the distributional scenario.
  • Estimators utilizing empirical null distributions demonstrated superior performance when test statistics were strongly correlated.
  • The choice of estimator significantly impacts accuracy in large-scale hypothesis testing.

Conclusions:

  • Post hoc estimation methods offer a practical approach to assessing Type II error rates in complex statistical problems.
  • Empirical distribution-based estimators are recommended for analyses involving correlated test statistics.
  • The study provides valuable insights for selecting appropriate methods in multiple testing scenarios.