
Multiple Testing Procedures with Applications to Genomics
By: Springer (Produced by)
Hardcover | 2 May 2012
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628 Pages
24.77 x 15.88 x 3.18
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This book establishes the theoretical foundations of a general methodology for multiple hypothesis testing and discusses its software implementation in R and SAS. The methods are applied to a range of testing problems in biomedical and genomic research, including the identification of differentially expressed and co-expressed genes in high-throughput gene expression experiments, such as microarray experiments; tests of association between gene expression measures and biological annotation metadata (e.g., Gene Ontology); sequence analysis; and the genetic mapping of complex traits using single nucleotide polymorphisms.
The book is aimed at both statisticians interested in multiple testing theory and applied scientists encountering high-dimensional testing problems in their subject matter area. Specifically, the book proposes resampling-based single-step and stepwise multiple testing procedures for controlling a broad class of Type I error rates, defined as tail probabilities and expected values for arbitrary functions of the numbers of Type I errors and rejected hypotheses (e.g., false discovery rate). Unlike existing approaches, the procedures are based on a test statistics joint null distribution and provide Type I error control in testing problems involving general data generating distributions (with arbitrary dependence structures among variables), null hypotheses, and test statistics. The multiple testing results are reported in terms of rejection regions, parameter confidence regions, and adjusted p-values.
Industry Reviews
From the reviews:
"This book summarizes the recent work of Sandrine Dudoit and Mark van der Laan on multiple testing. It proposes a general framework for multiple testing procedures (MTPs) and introduces new concepts ... . The authors also provide code for reproducing the results of some of the applications. ... if one is looking for a detailed summary of the latest developments in multiple testing regarding MTPs or in the application of MTPs to biomedical and genomic data, then this book is an excellent reference." (Holger Schwender, Statistical Papers, Vol. 50, 2009)
"In the last decade a growing amount of statistical research has been devoted to multiple testing. This book summarizes the recent work on this area. ... very useful for the applied researcher who would like to understand how to apply multiple testing. ... a good reference for statisticians interested in a general treatment of multiple testing." (Avner Bar-Hen, Mathematical Reviews, Issue 2009 j)
| Preface | p. VII |
| List of Figures | p. XXVII |
| List of Tables | p. XXXI |
| Multiple Hypothesis Testing | p. 1 |
| Introduction | p. 1 |
| Motivation | p. 1 |
| Bibliography for proposed multiple testing methodology | p. 2 |
| Overview of applications to biomedical and genomic research | p. 4 |
| Road map | p. 6 |
| Multiple hypothesis testing framework | p. 9 |
| Overview | p. 9 |
| Data generating distribution | p. 10 |
| Parameters | p. 11 |
| Null and alternative hypotheses | p. 12 |
| Test statistics | p. 13 |
| Multiple testing procedures | p. 15 |
| Rejection regions | p. 15 |
| Errors in multiple hypothesis testing: Type I, Type II, and Type III errors | p. 17 |
| Type I error rates | p. 18 |
| Power | p. 22 |
| Type I error rates and power: Comparisons and examples | p. 23 |
| Unadjusted and adjusted p-values | p. 27 |
| Stepwise multiple testing procedures | p. 34 |
| Test Statistics Null Distribution | p. 49 |
| Introduction | p. 49 |
| Motivation | p. 49 |
| Outline | p. 51 |
| Type I error control and choice of a test statistics null distribution | p. 52 |
| Type I error control | p. 52 |
| Sketch of proposed approach to Type I error control | p. 53 |
| Characterization of test statistics null distribution in terms of null domination conditions | p. 55 |
| Contrast with other approaches | p. 59 |
| Null shift and scale-transformed test statistics null distribution | p. 60 |
| Explicit construction for the test statistics null distribution | p. 60 |
| Bootstrap estimation of the test statistics null distribution | p. 65 |
| Null quantile-transformed test statistics null distribution | p. 69 |
| Explicit construction for the test statistics null distribution | p. 70 |
| Bootstrap estimation of the test statistics null distribution | p. 72 |
| Comparison of null shift and scale-transformed and null quantile-transformed null distributions | p. 73 |
| Null distribution for transformations of the test statistics | p. 75 |
| Null distribution for transformed test statistics | p. 75 |
| Example: Absolute value transformation | p. 77 |
| Example: Null shift and scale and null quantile transformations | p. 78 |
| Bootstrap estimation of the null distribution for transformed test statistics | p. 79 |
| Testing single-parameter null hypotheses based on t-statistics | p. 79 |
| Set-up and assumptions | p. 79 |
| Test statistics null distribution | p. 80 |
| Estimation of the test statistics null distribution | p. 82 |
| Example: Tests for means | p. 83 |
| Example: Tests for correlation coefficients | p. 83 |
| Example: Tests for regression coefficients | p. 84 |
| Testing multiple-parameter null hypotheses based on F-statistics | p. 87 |
| Set-up and assumptions | p. 87 |
| Test statistics null distribution | p. 88 |
| Estimation of the test statistics null distribution | p. 93 |
| Weak and strong Type I error control and subset pivotality | p. 94 |
| Weak and strong control of a Type I error rate | p. 95 |
| Subset pivotality | p. 97 |
| Test statistics null distributions based on bootstrap and permutation data generating distributions | p. 98 |
| The two-sample test of means problem | p. 99 |
| Distribution of the test statistics under two different data generating distributions | p. 100 |
| Bootstrap and permutation test statistics null distributions | p. 104 |
| Overview of Multiple Testing Procedures | p. 109 |
| Introduction | p. 109 |
| Set-up | p. 109 |
| Type I error control and choice of a test statistics null distribution | p. 110 |
| Marginal multiple testing procedures | p. 111 |
| Joint multiple testing procedures | p. 112 |
| Multiple testing procedures for controlling the number of Type I errors: FWER | p. 112 |
| Controlling the number of Type I errors | p. 112 |
| FWER-controlling single-step procedures | p. 113 |
| FWER-controlling step-down procedures | p. 121 |
| FWER-controlling step-up procedures | p. 127 |
| Multiple testing procedures for controlling the number of Type I errors: gFWER | p. 134 |
| gFWER-controlling single-step and step-down Lehmann and Romano procedures | p. 134 |
| gFWER-controlling single-step common-cut-off and common-quantile procedures | p. 137 |
| gFWER-controlling augmentation multiple testing procedures | p. 139 |
| gFWER-controlling resampling-based empirical Bayes procedures | p. 140 |
| Other gFWER-controlling procedures | p. 140 |
| Comparison of gFWER-controlling procedures | p. 140 |
| Multiple testing procedures for controlling the proportion of Type I errors among the rejected hypotheses: FDR | p. 145 |
| Controlling the number vs. the proportion of Type I errors | p. 145 |
| FDR-controlling step-up Benjamini and Hochberg procedure | p. 146 |
| FDR-controlling step-up Benjamini and Yekutieli procedure | p. 147 |
| FDR-controlling resampling-based empirical Bayes procedures | p. 148 |
| Other FDR-controlling procedures | p. 148 |
| Multiple testing procedures for controlling the proportion of Type I errors among the rejected hypotheses: TPPFP | p. 149 |
| Controlling the expected value vs. tail probabilities for the proportion of Type I errors | p. 149 |
| TPPFP-controlling step-down Lehmann and Romano procedures | p. 150 |
| TPPFP-controlling augmentation multiple testing procedures | p. 153 |
| TPPFP-controlling resampling-based empirical Bayes procedures | p. 154 |
| Comparison of TPPFP-controlling procedures | p. 155 |
| Single-Step Multiple Testing Procedures for Controlling General Type I Error Rates, <$>Theta(F_{V_n}<$> | p. 161 |
| Introduction | p. 161 |
| Motivation | p. 161 |
| Outline | p. 163 |
| <$>Theta(F_{V_n}<$>-controlling single-step procedures | p. 163 |
| Single-step common-quantile procedure | p. 164 |
| Single-step common-cut-off procedure | p. 165 |
| Asymptotic control of Type I error rate and test statistics null distribution | p. 165 |
| Common-cut-off vs. common-quantile procedures | p. 168 |
| Adjusted p-values for <$>Theta(F_{V_n}<$>-controlling single-step procedures | p. 169 |
| General Type I error rates, <$>Theta(F_{V_n}<$> | p. 169 |
| Per-comparison error rate, PCER | p. 171 |
| Generalized family-wise error rate, gFWER | p. 172 |
| <$>Theta(F_{V_n}<$>-controlling bootstrap-based single-step procedures | p. 174 |
| Asymptotic control of Type I error rate for single-step procedures based on consistent estimator of test statistics null distribution | p. 175 |
| Bootstrap-based single-step procedures | p. 183 |
| <$>Theta(F_{V_n}<$>-controlling two-sided single-step procedures | p. 187 |
| Symmetric two-sided single-step common-quantile procedure | p. 188 |
| Symmetric two-sided single-step common-cut-off procedure | p. 189 |
| Asymptotic control of Type I error rate and test statistics null distribution | p. 189 |
| Bootstrap-based symmetric two-sided single-step procedures | p. 190 |
| Multiple hypothesis testing and confidence regions | p. 191 |
| Confidence regions for general Type I error rates, <$>Theta(F_{V_n}<$> | p. 191 |
| Equivalence between -specific single-step multiple testing procedures and confidence regions | p. 194 |
| Bootstrap-based confidence regions for general Type I error rates, <$>Theta(F_{V_n}<$> | p. 196 |
| Optimal multiple testing procedures | p. 197 |
| Step-Down Multiple Testing Procedures for Controlling the Family-Wise Error Rate | p. 199 |
| Introduction | p. 199 |
| Motivation | p. 199 |
| Outline | p. 201 |
| FWER-controlling step-down common-cut-off procedure based on maxima of test statistics | p. 202 |
| Step-down maxT procedure | p. 202 |
| Asymptotic control of the FWER | p. 203 |
| Test statistics null distribution | p. 208 |
| Adjusted p-values | p. 211 |
| FWER-controlling step-down common-quantile procedure based on minima of unadjusted p-values | p. 212 |
| Step-down minP procedure | p. 213 |
| Asymptotic control of the FWER | p. 215 |
| Test statistics null distribution | p. 218 |
| Adjusted p-values | p. 219 |
| Comparison of joint step-down minP procedure to marginal step-down procedures | p. 220 |
| FWER-controlling step-up common-cut-off and common-quantile procedures | p. 224 |
| Candidate step-up maxT and minP procedures | p. 224 |
| Comparison of joint stepwise minP procedures to marginal stepwise Holm and Hochberg procedures | p. 227 |
| FWER-controlling bootstrap-based step-down procedures | p. 227 |
| Asymptotic control of FWER for step-down procedures based on consistent estimator of test statistics null distribution | p. 228 |
| Bootstrap-based step-down procedures | p. 232 |
| Augmentation Multiple Testing Procedures for Controlling Generalized Tail Probability Error Rates | p. 235 |
| Introduction | p. 235 |
| Motivation | p. 235 |
| Outline | p. 237 |
| Type I error rates | p. 238 |
| Augmentation multiple testing procedures | p. 239 |
| Augmentation multiple testing procedures for controlling the generalized family-wise error rate, gFWER(k) = Pr(Vn > k) | p. 242 |
| gFWER-controlling augmentation multiple testing procedures | p. 242 |
| Finite sample and asymptotic control of the gFWER | p. 243 |
| Adjusted p-values for gFWER-controlling augmentation multiple testing procedures | p. 244 |
| Augmentation multiple testing procedures for controlling the tail probability for the proportion of false positives, TPPFP(q) = Pr(Vn/Rn > q) | p. 245 |
| TPPFP-controlling augmentation multiple testing procedures | p. 245 |
| Finite sample and asymptotic control of the TPPFP | p. 247 |
| Adjusted p-values for TPPFP-controlling augmentation multiple testing procedures | p. 250 |
| TPPFP-based multiple testing procedures for controlling the false discovery rate, FDR = E[Vn/Rn] | p. 251 |
| FDR-controlling TPPFP-based multiple testing procedures | p. 251 |
| Adjusted p-values for FDR-controlling TPPFP-based multiple testing procedures | p. 255 |
| General results on augmentation multiple testing procedures | p. 256 |
| Augmentation multiple testing procedures for controlling the generalized tail probability error rate, gTP(q, g) = Pr(g (Vn,Rn) > q) | p. 257 |
| Adjusted p-values for general augmentation multiple testing procedures | p. 262 |
| gFWER-controlling augmentation multiple testing procedures | p. 264 |
| TPPFP-controlling augmentation multiple testing procedures | p. 265 |
| gTPPFP-controlling augmentation multiple testing procedures | p. 267 |
| gTP-based multiple testing procedures for controlling the generalized expected value, gEV(g)=E[g(Vn,Rn)] | p. 269 |
| gEV-controlling gTP-based multiple testing procedures | p. 270 |
| Adjusted p-values for gEV-controlling gTP-based multiple testing procedures | p. 271 |
| Initial FWER- and gFWER-controlling multiple testing procedures | p. 272 |
| Discussion | p. 273 |
| Resampling-Based Empirical Bayes Multiple Testing Procedures for Controlling Generalized Tail Probability Error Rates | p. 289 |
| Introduction | p. 289 |
| Motivation | p. 289 |
| Outline | p. 290 |
| gTP-controlling resampling-based empirical Bayes procedures | p. 291 |
| Notation | p. 291 |
| gTP control and optimal test statistic cut-offs | p. 292 |
| Overview of gTP-controlling resampling-based empirical Bayes procedures | p. 294 |
| Working model for distributions of null test statistics and guessed sets of true null hypotheses | p. 295 |
| gTP-controlling resampling-based empirical Bayes procedures | p. 298 |
| Adjusted p-values for gTP-controlling resampling-based empirical Bayes procedures | p. 300 |
| Adjusted p-values for common-cut-off procedure | p. 300 |
| Adjusted p-values for common-quantile procedure | p. 302 |
| Finite sample rationale for gTP control by resampling-based empirical Bayes procedures | p. 303 |
| Procedures based on constant guessed set of true null hypotheses and observed test statistics | p. 303 |
| Procedures based on constant guessed set of true null hypotheses and null test statistics | p. 305 |
| Procedures based on random guessed sets of true null hypotheses and null test statistics | p. 305 |
| Formal asymptotic gTP control results for resampling-based empirical Bayes procedures | p. 306 |
| Asymptotic control of gTP by resampling-based empirical Bayes Procedure 7.1 | p. 306 |
| Assumptions for Theorem 7.2 | p. 307 |
| Proof of Theorem 7.2 | p. 310 |
| gTP-controlling resampling-based weighted empirical Bayes procedures | p. 312 |
| FDR-controlling empirical Bayes procedures | p. 313 |
| FDR-controlling empirical Bayes q-value-based procedures | p. 314 |
| Equivalence between empirical Bayes q-value-based procedure and frequentist step-up Benjamini and Hochberg procedure | p. 316 |
| Discussion | p. 318 |
| Color Plates | p. 321 |
| Simulation Studies: Assessment of Test Statistics Null Distributions | p. 345 |
| Introduction | p. 345 |
| Motivation | p. 345 |
| Outline | p. 347 |
| Bootstrap-based multiple testing procedures | p. 348 |
| Null shift and scale-transformed test statistics null distribution | p. 348 |
| Bootstrap estimation of the null shift and scale-transformed test statistics null distribution | p. 349 |
| Bootstrap-based single-step maxT procedure | p. 350 |
| Simulation Study 1: Tests for regression coefficients in linear models with dependent covariates and error terms | p. 351 |
| Simulation model | p. 351 |
| Multiple testing procedures | p. 352 |
| Simulation study design | p. 354 |
| Simulation study results | p. 356 |
| Simulation Study 2: Tests for correlation coefficients | p. 360 |
| Simulation model | p. 360 |
| Multiple testing procedures | p. 360 |
| Simulation study design | p. 363 |
| Simulation study results | p. 364 |
| Identification of Differentially Expressed and Co-Expressed Genes in High-Throughput Gene Expression Experiments | p. 367 |
| Introduction | p. 367 |
| Apolipoprotein AI experiment of Callow et al. (2000) | p. 368 |
| Apo AI dataset | p. 368 |
| Multiple testing procedures | p. 370 |
| Software implementation using the Bioconductor R package multtest | p. 372 |
| Results | p. 376 |
| Cancer microRNA study of Lu et al. (2005) | p. 402 |
| Cancer miRNA dataset | p. 403 |
| Multiple testing procedures | p. 403 |
| Results | p. 405 |
| Multiple Tests of Association with Biological Annotation Metadata | p. 413 |
| Introduction | p. 413 |
| Motivation | p. 413 |
| Contrast with other approaches | p. 414 |
| Outline | p. 416 |
| Statistical framework for multiple tests of association with biological annotation metadata | p. 417 |
| Gene-annotation profiles | p. 417 |
| Gene-parameter profiles | p. 418 |
| Association measures for gene-annotation and gene-parameter profiles | p. 419 |
| Multiple hypothesis testing | p. 422 |
| The Gene Ontology | p. 425 |
| Overview of the Gene Ontology | p. 425 |
| Overview of R and Bioconductor software for GO annotation metadata analysis | p. 428 |
| The annotation metadata package GO | p. 430 |
| Affymetrix chip-specific annotation metadata packages: The hgu95av2 package | p. 433 |
| Assembling a GO gene-annotation matrix | p. 437 |
| Tests of association between GO annotation and differential gene expression in ALL | p. 439 |
| Acute lymphoblastic leukemia study of Chiaretti et al. (2004) | p. 439 |
| Multiple hypothesis testing framework | p. 441 |
| Results | p. 448 |
| Discussion | p. 453 |
| HIV-1 Sequence Variation and Viral Replication Capacity | p. 477 |
| Introduction | p. 477 |
| HIV-1 dataset of Segal et al. (2004) | p. 477 |
| HIV-1 sequence variation and viral replication capacity | p. 477 |
| HIV-1 dataset | p. 478 |
| Multiple testing procedures | p. 479 |
| Multiple testing analysis, Part I | p. 480 |
| Multiple testing analysis, Part II | p. 480 |
| Software implementation in SAS | p. 481 |
| Results | p. 482 |
| Multiple testing analysis, Part I | p. 482 |
| Multiple testing analysis, Part II | p. 483 |
| Biological interpretation | p. 483 |
| Discussion | p. 484 |
| Genetic Mapping of Complex Human Traits Using Single Nucleotide Polymorphisms: The ObeLinks Project | p. 489 |
| Introduction | p. 489 |
| Motivation | p. 489 |
| Outline | p. 490 |
| The ObeLinks Project | p. 491 |
| ObeLinks dataset | p. 491 |
| Galois lattices | p. 493 |
| Multiple testing procedures | p. 495 |
| Results | p. 497 |
| Body mass index | p. 497 |
| Glucose metabolism | p. 498 |
| Discussion | p. 501 |
| Software Implementation | p. 519 |
| R package multtest | p. 519 |
| Introduction | p. 519 |
| Overview | p. 520 |
| MTP function for resampling-based multiple testing procedures | p. 522 |
| Numerical and graphical summaries of a multiple testing procedure | p. 527 |
| Software design | p. 528 |
| SAS macros | p. 529 |
| Summary of Multiple Testing Procedures | p. 533 |
| Miscellaneous Mathematical and Statistical Results | p. 551 |
| Probability inequalities | p. 551 |
| Convergence results | p. 552 |
| Properties of floor and ceiling functions | p. 553 |
| SAS Code | p. 555 |
| References | p. 561 |
| Author Index | p. 575 |
| Subject Index | p. 579 |
| Table of Contents provided by Publisher. All Rights Reserved. |
ISBN: 9780387493169
ISBN-10: 0387493166
Series: Springer Series in Statistics
Published: 2nd May 2012
Format: Hardcover
Language: English
Number of Pages: 628
Audience: Professional and Scholarly
Publisher: Springer Nature B.V.
Country of Publication: US
Dimensions (cm): 24.77 x 15.88 x 3.18
Weight (kg): 1.0
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