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Randomized -values for multiple testing and their application in replicability analysis
Anh-Tuan Hoang1, Thorsten Dickhaus1
1Institute for Statistics, University of Bremen, Bremen, Germany.
Biometrical Journal. Biometrische Zeitschrift
|January 19, 2021
Summary
Randomized p-values improve the estimation of true null hypotheses in replicability studies. This statistical method offers a more accurate assessment compared to traditional least favorable parameter configurations (LFCs).
Area of Science:
- Statistics
- Genomics
- Reproducibility Research
Background:
- Simultaneous testing of multiple endpoints presents a multiple testing problem with composite null hypotheses.
- Traditional p-values computed under least favorable parameter configurations (LFCs) are overly conservative for composite null hypotheses.
- This conservatism complicates the estimation of the proportion of true null hypotheses, a key aspect of replicability analysis.
Purpose of the Study:
- To investigate the application of randomized p-values for testing replicability hypotheses simultaneously across multiple endpoints.
- To introduce a general class of statistical models enabling easy calculation of valid randomized p-values.
- To compare the accuracy of randomized p-values against LFC-based approaches for estimating the proportion of true null hypotheses.
Main Methods:
- Utilized randomized p-values as an alternative to traditional p-values in the context of multiple testing.
- Developed a general class of statistical models amenable to randomized p-value computation.
- Employed computer simulations to evaluate the performance of the proposed methodology.
- Applied the methodology to a real-world genomics dataset.
Main Results:
- Randomized p-values provide a more accurate estimation of the proportion of true null hypotheses compared to LFC-based methods.
- The proposed statistical models facilitate straightforward calculation of valid randomized p-values.
- Simulations confirmed the superior performance of randomized p-values in replicability analysis.
Conclusions:
- Randomized p-values offer a valuable solution to the over-conservatism of traditional p-values in multiple testing scenarios with composite null hypotheses.
- The proposed methodology enhances the accuracy of estimating the proportion of true null hypotheses in replicability studies.
- The application to genomics data demonstrates the practical utility of randomized p-values in real-world scientific research.
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