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Exact calculations of expected power for the Benjamini-Hochberg procedure

Exact calculations of expected power for the Benjamini-Hochberg procedure. DH Glueck 1 , A Karimpour-Fard 1 , L Hunter 1 , J Mandel 1 and KE Muller 2. 1 University of Colorado Denver and 2 University of Florida. December 1, 2007. Power for multiple comparisons.

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Exact calculations of expected power for the Benjamini-Hochberg procedure

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  1. Exact calculations of expected power for the Benjamini-Hochberg procedure DH Glueck1, A Karimpour-Fard1, L Hunter1, J Mandel1 and KE Muller2 1University of Colorado Denver and 2University of Florida December 1, 2007

  2. Power for multiple comparisons • Efron, Storey and Tibshirani (2001) JASA • Lee and Whitmore (2002) • Finner & Roters (2002) • Sarkar (2002, 2004, 2006) • Zien, Fluck, Zimmer and Lengauer (2002) • Lehmann &Romano (2005), Romano &Shaikh (2006)

  3. Benjamini and Hochberg procedure

  4. Decisions for an experiment

  5. Expected power Expected power is the average number of null hypotheses we should reject that we do reject.

  6. Exact power Glueck et al., CIS, 2008

  7. Why this method for power? • Exact • Useful for clinical trials and other applications where accuracy is important. • Works for any test statistics or for mixtures of test statistics. • Avoids Type 3 errors- answering wrong question. If you plan to analyze your data using Benjamini and Hochberg, you need to conduct your power analysis by a method that does power for Benjamini and Hochberg

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