General multistage gatekeeping procedures

A general multistage (stepwise) procedure is proposed for dealing with arbitrary gatekeeping problems including parallel and serial gatekeeping. The procedure is very simple to implement since it does not require the application of the closed testing principle and the consequent need to test all nonempty intersections of hypotheses. It is based on the idea of carrying forward the Type I error rate for any rejected hypotheses to test hypotheses in the next ordered family. This requires the use of a so-called separable multiple test procedure (MTP) in the earlier family. The Bonferroni MTP is separable, but other standard MTPs such as Holm, Hochberg, Fallback and Dunnett are not. Their truncated versions are proposed which are separable and more powerful than the Bonferroni MTP. The proposed procedure is illustrated by a clinical trial example.     

Development of gatekeeping strategies in confirmatory clinical trials

This paper discusses multiplicity issues arising in confirmatory clinical trials with hierarchically ordered multiple objectives. In order to protect the overall type I error rate, multiple objectives are analyzed using multiple testing procedures. When the objectives are ordered and grouped in multiple families (e.g. families of primary and secondary endpoints), gatekeeping procedures are employed to account for this hierarchical structure. We discuss considerations arising in the process of building gatekeeping procedures, including proper use of relevant trial-specific information and criteria for selecting gatekeeping procedures. The methods and principles discussed in this paper are illustrated using a clinical trial in patients with type II diabetes mellitus.     

Alternative Confidence Regions for Bonferroni‐Based Closed‐Testing Procedures that are not Alpha‐Exhaustive

This article complements the results in Guilbaud (Biometrical Journal 2008; 50 :678–692). Simultaneous confidence regions were derived in that article that correspond to any given multiple testing procedure (MTP) in a fairly large class of consonant closed‐testing procedures based on marginal p‐values and weighted Bonferroni tests for intersection hypotheses. This class includes Holm's MTP, the fixed‐sequence MTP, gatekeeping MTPs, fallback MTPs, multi‐stage fallback MTPs, and recently proposed MTPs specified through a graphical representation and associated rejection algorithm. More general confidence regions are proposed in this article. These regions are such that for certain underlying MTPs which are not alpha‐exhaustive, they lead to confidence assertions that may be sharper than rejection assertions for some rejected null hypotheses H when not all Hs are rejected, which is not the case with the previously proposed regions. In fact, various alternative confidence regions may be available for such an underlying MTP. These results are shown through an extension of the previous direct arguments (without invoking the partitioning principle), and under the same general setup; so for instance, estimated quantities and marginal confidence regions are not restricted to be of any particular kinds/dimensions. The relation with corresponding confidence regions of Strassburger and Bretz (Statistics in Medicine 2008; 27 :4914–4927) is described. The results are illustrated with fallback and parallel‐gatekeeping MTPs.     

More Specific Signal Detection in Functional Magnetic Resonance Imaging by False Discovery Rate Control for Hierarchically Structured Systems of Hypotheses

Signal detection in functional magnetic resonance imaging (fMRI) inherently involves the problem of testing a large number of hypotheses. A popular strategy to address this multiplicity is the control of the false discovery rate (FDR). In this work we consider the case where prior knowledge is available to partition the set of all hypotheses into disjoint subsets or families, e. g., by a-priori knowledge on the functionality of certain regions of interest. If the proportion of true null hypotheses differs between families, this structural information can be used to increase statistical power. We propose a two-stage multiple test procedure which first excludes those families from the analysis for which there is no strong evidence for containing true alternatives. We show control of the family-wise error rate at this first stage of testing. Then, at the second stage, we proceed to test the hypotheses within each non-excluded family and obtain asymptotic control of the FDR within each family at this second stage. Our main mathematical result is that this two-stage strategy implies asymptotic control of the FDR with respect to all hypotheses. In simulations we demonstrate the increased power of this new procedure in comparison with established procedures in situations with highly unbalanced families. Finally, we apply the proposed method to simulated and to real fMRI data.     

Screening for partial conjunction hypotheses

SUMMARY: We consider the problem of testing for partial conjunction of hypothesis, which argues that at least u out of n tested hypotheses are false. It offers an in-between approach to the testing of the conjunction of null hypotheses against the alternative that at least one is not, and the testing of the disjunction of null hypotheses against the alternative that all hypotheses are not null. We suggest powerful test statistics for testing such a partial conjunction hypothesis that are valid under dependence between the test statistics as well as under independence. We then address the problem of testing many partial conjunction hypotheses simultaneously using the false discovery rate (FDR) approach. We prove that if the FDR controlling procedure in Benjamini and Hochberg (1995, Journal of the Royal Statistical Society, Series B 57, 289-300) is used for this purpose the FDR is controlled under various dependency structures. Moreover, we can screen at all levels simultaneously in order to display the findings on a superimposed map and still control an appropriate FDR measure. We apply the method to examples from microarray analysis and functional magnetic resonance imaging (fMRI), two application areas where the need for partial conjunction analysis has been identified.     

Graphical approaches for multiple comparison procedures using weighted Bonferroni, Simes, or parametric tests

The confirmatory analysis of pre-specified multiple hypotheses has become common in pivotal clinical trials. In the recent past multiple test procedures have been developed that reflect the relative importance of different study objectives, such as fixed sequence, fallback, and gatekeeping procedures. In addition, graphical approaches have been proposed that facilitate the visualization and communication of Bonferroni-based closed test procedures for common multiple test problems, such as comparing several treatments with a control, assessing the benefit of a new drug for more than one endpoint, combined non-inferiority and superiority testing, or testing a treatment at different dose levels in an overall and a subpopulation. In this paper, we focus on extended graphical approaches by dissociating the underlying weighting strategy from the employed test procedure. This allows one to first derive suitable weighting strategies that reflect the given study objectives and subsequently apply appropriate test procedures, such as weighted Bonferroni tests, weighted parametric tests accounting for the correlation between the test statistics, or weighted Simes tests. We illustrate the extended graphical approaches with several examples. In addition, we describe briefly the gMCP package in R, which implements some of the methods described in this paper.     

Multiple Testing for Identifying Effective and Safe Treatments

In the literature various multiple test procedures to compare k treatments with a control have been investigated. They can be applied to establish either treatment efficacy or treatment safety. In this paper we propose procedures which control the multiple level α with respect to efficacy and safety simultaneously. On the one hand we consider a method with stagewise rejective adjustments of local levels applied to appropriately defined subfamilies of null hypotheses. When order restrictions are assumed to hold among the parameters of interest we can alternatively split the multiple level between the families of efficacy and safety null hypotheses. If either all treatments are declared to be safe or all are declared to be effective then the other family can be tested at the full multiple level α, respectively. The methods are compared in a simulation study.     

On the power of some binomial modifications of the Bonferroni multiple test

Widely used in testing statistical hypotheses, the Bonferroni multiple test has a rather low power that entails a high risk to accept falsely the overall null hypothesis and therefore to not detect really existing effects. We suggest that when the partial test statistics are statistically independent, it is possible to reduce this risk by using binomial modifications of the Bonferroni test. Instead of rejecting the null hypothesis when at least one of n partial null hypotheses is rejected at a very high level of significance (say, 0.005 in the case of n = 10), as it is prescribed by the Bonferroni test, the binomial tests recommend to reject the null hypothesis when at least k partial null hypotheses (say, k = [n/2]) are rejected at much lower level (up to 30-50%). We show that the power of such binomial tests is essentially higher as compared with the power of the original Bonferroni and some modified Bonferroni tests. In addition, such an approach allows us to combine tests for which the results are known only for a fixed significance level. The paper contains tables and a computer program which allow to determine (retrieve from a table or to compute) the necessary binomial test parameters, i.e. either the partial significance level (when k is fixed) or the value of k (when the partial significance level is fixed).     

FDR control by the BH procedure for two-sided correlated tests with implications to gene expression data analysis

The multiple testing problem attributed to gene expression analysis is challenging not only by its size, but also by possible dependence between the expression levels of different genes resulting from coregulations of the genes. Furthermore, the measurement errors of these expression levels may be dependent as well since they are subjected to several technical factors. Multiple testing of such data faces the challenge of correlated test statistics. In such a case, the control of the False Discovery Rate (FDR) is not straightforward, and thus demands new approaches and solutions that will address multiplicity while accounting for this dependency. This paper investigates the effects of dependency between bormal test statistics on FDR control in two-sided testing, using the linear step-up procedure (BH) of Benjamini and Hochberg (1995). The case of two multiple hypotheses is examined first. A simulation study offers primary insight into the behavior of the FDR subjected to different levels of correlation and distance between null and alternative means. A theoretical analysis follows in order to obtain explicit upper bounds to the FDR. These results are then extended to more than two multiple tests, thereby offering a better perspective on the effect of the proportion of false null hypotheses, as well as the structure of the test statistics correlation matrix. An example from gene expression data analysis is presented.     

Wavelet thresholding with bayesian false discovery rate control

The false discovery rate (FDR) procedure has become a popular method for handling multiplicity in high-dimensional data. The definition of FDR has a natural Bayesian interpretation; it is the expected proportion of null hypotheses mistakenly rejected given a measure of evidence for their truth. In this article, we propose controlling the positive FDR using a Bayesian approach where the rejection rule is based on the posterior probabilities of the null hypotheses. Correspondence between Bayesian and frequentist measures of evidence in hypothesis testing has been studied in several contexts. Here we extend the comparison to multiple testing with control of the FDR and illustrate the procedure with an application to wavelet thresholding. The problem consists of recovering signal from noisy measurements. This involves extracting wavelet coefficients that result from true signal and can be formulated as a multiple hypotheses-testing problem. We use simulated examples to compare the performance of our approach to the Benjamini and Hochberg (1995, Journal of the Royal Statistical Society, Series B57, 289-300) procedure. We also illustrate the method with nuclear magnetic resonance spectral data from human brain.     

Resampling-based empirical Bayes multiple testing procedures for controlling generalized tail probability and expected value error rates: focus on the false discovery rate and simulation study

This article proposes resampling-based empirical Bayes multiple testing procedures for controlling a broad class of Type I error rates, defined as generalized tail probability (gTP) error rates, gTP (q,g) = Pr(g (V(n),S(n)) > q), and generalized expected value (gEV) error rates, gEV (g) = E [g (V(n),S(n))], for arbitrary functions g (V(n),S(n)) of the numbers of false positives V(n) and true positives S(n). Of particular interest are error rates based on the proportion g (V(n),S(n)) = V(n) /(V(n) + S(n)) of Type I errors among the rejected hypotheses, such as the false discovery rate (FDR), FDR = E [V(n) /(V(n) + S(n))]. The proposed procedures offer several advantages over existing methods. They provide Type I error control for general data generating distributions, with arbitrary dependence structures among variables. Gains in power are achieved by deriving rejection regions based on guessed sets of true null hypotheses and null test statistics randomly sampled from joint distributions that account for the dependence structure of the data. The Type I error and power properties of an FDR-controlling version of the resampling-based empirical Bayes approach are investigated and compared to those of widely-used FDR-controlling linear step-up procedures in a simulation study. The Type I error and power trade-off achieved by the empirical Bayes procedures under a variety of testing scenarios allows this approach to be competitive with or outperform the Storey and Tibshirani (2003) linear step-up procedure, as an alternative to the classical Benjamini and Hochberg (1995) procedure.     

Dynamics extraction in multivariate biomedical time series

A nonlinear analysis of the underlying dynamics of a biomedical time series is proposed by means of a multi-dimensional testing of nonlinear Markovian hypotheses in the observed time series. The observed dynamics of the original N-dimensional biomedical time series is tested against a hierarchy of null hypotheses corresponding to N-dimensional nonlinear Markov processes of increasing order, whose conditional probability densities are estimated using neural networks. For each of the N time series, a measure based on higher order cumulants quantifies the independence between the past of the N-dimensional time series, and its value r steps ahead. This cumulant-based measure is used as a discriminating statistic for testing the null hypotheses. Experiments performed on artificial and real world examples, including autoregressive models, noisy chaos, and nonchaotic nonlinear processes, show the effectiveness of the proposed approach in modeling multivariate systems, predicting multidimensional time series, and characterizing the structure of biological systems. Electroencephalogram (EEG) time series and heart rate variability trends are tested as biomedical signal examples. Received: 2 July 1997 / Accepted in revised form: 26 March 1998     

Using phylogeographic analyses of gene trees to test species status and processes

A gene tree is an evolutionary reconstruction of the genealogical history of the genetic variation found in a sample of homologous genes or DNA regions that have experienced little or no recombination. Gene trees have the potential of straddling the interface between intra- and interspecific evolution. It is precisely at this interface that the process of speciation occurs, and gene trees can therefore be used as a powerful tool to probe this interface. One application is to infer species status. The cohesion species is defined as an evolutionary lineage or set of lineages with genetic exchangeability and/or ecological interchangeability. This species concept can be phrased in terms of null hypotheses that can be tested rigorously and objectively by using gene trees. First, an overlay of geography upon the gene tree is used to test the null hypothesis that the sample is from a single evolutionary lineage. This phase of testing can indicate that the sampled organisms are indeed from a single lineage and therefore a single cohesion species. In other cases, this null hypothesis is not rejected due to a lack of power or inadequate sampling. Alternatively, this null hypothesis can be rejected because two or more lineages are in the sample. The test can identify lineages even when hybridization and lineage sorting occur. Only when this null hypothesis is rejected is there the potential for more than one cohesion species. Although all cohesion species are evolutionary lineages, not all evolutionary lineages are cohesion species. Therefore, if the first null hypothesis is rejected, a second null hypothesis is tested that all lineages are genetically exchangeable and/or ecologically interchangeable. This second test is accomplished by direct contrasts of previously identified lineages or by overlaying reproductive and/or ecological data upon the gene tree and testing for significant transitions that are concordant with the previously identified lineages. Only when this second null hypothesis is rejected is a lineage elevated to the status of cohesion species. By using gene trees in this manner, species can be identified with objective, a priori criteria with an inference procedure that automatically yields much insight into the process of speciation. When one or more of the null hypotheses cannot be rejected, this procedure also provides specific guidance for future work that will be needed to judge species status.     

Using the noninformative families in family-based association tests: a powerful new testing strategy

For genetic association studies with multiple phenotypes, we propose a new strategy for multiple testing with family-based association tests (FBATs). The strategy increases the power by both using all available family data and reducing the number of hypotheses tested while being robust against population admixture and stratification. By use of conditional power calculations, the approach screens all possible null hypotheses without biasing the nominal significance level, and it identifies the subset of phenotypes that has optimal power when tested for association by either univariate or multivariate FBATs. An application of our strategy to an asthma study shows the practical relevance of the proposed methodology. In simulation studies, we compare our testing strategy with standard methodology for family studies. Furthermore, the proposed principle of using all data without biasing the nominal significance in an analysis prior to the computation of the test statistic has broad and powerful applications in many areas of family-based association studies.     

Statistical Significance of Mutation Frequencies,and the Power of Statistical Testing,Using the Poisson Distribution

The Poisson distribution may be employed to test whether mutation frequencies differ from control frequencies. This paper describes how this testing procedure may be used for either one-tailed or two-tailed hypotheses. It is also shown how the power of the statistical test can be calculated, the power being the probability of correctly concluding the null hypothesis to be false.     

Testing superiority and non-inferiority hypotheses in active controlled clinical trials

Switching between testing for superiority and non-inferiority has been an important statistical issue in the design and analysis of active controlled clinical trial. In practice, it is often conducted with a two-stage testing procedure. It has been assumed that there is no type I error rate adjustment required when either switching to test for non-inferiority once the data fail to support the superiority claim or switching to test for superiority once the null hypothesis of non-inferiority is rejected with a pre-specified non-inferiority margin in a generalized historical control approach. However, when using a cross-trial comparison approach for non-inferiority testing, controlling the type I error rate sometimes becomes an issue with the conventional two-stage procedure. We propose to adopt a single-stage simultaneous testing concept as proposed by Ng (2003) to test both non-inferiority and superiority hypotheses simultaneously. The proposed procedure is based on Fieller's confidence interval procedure as proposed by Hauschke et al. (1999).     

Towards accurate estimation of the proportion of true null hypotheses in multiple testing

BACKGROUND: Biomedical researchers are now often faced with situations where it is necessary to test a large number of hypotheses simultaneously, eg, in comparative gene expression studies using high-throughput microarray technology. To properly control false positive errors the FDR (false discovery rate) approach has become widely used in multiple testing. The accurate estimation of FDR requires the proportion of true null hypotheses being accurately estimated. To date many methods for estimating this quantity have been proposed. Typically when a new method is introduced, some simulations are carried out to show the improved accuracy of the new method. However, the simulations are often very limited to covering only a few points in the parameter space. RESULTS: Here I have carried out extensive in silico experiments to compare some commonly used methods for estimating the proportion of true null hypotheses. The coverage of these simulations is unprecedented thorough over the parameter space compared to typical simulation studies in the literature. Thus this work enables us to draw conclusions globally as to the performance of these different methods. It was found that a very simple method gives the most accurate estimation in a dominantly large area of the parameter space. Given its simplicity and its overall superior accuracy I recommend its use as the first choice for estimating the proportion of true null hypotheses in multiple testing.     

A simple and flexible Holm gatekeeping procedure

Major objectives of a clinical trial are commonly stated in a hierarchical order as primary and secondary. The parallel gatekeeping testing strategy provides an opportunity to assess secondary objectives when all or partial primary objectives are achieved. The current available gatekeeping procedures have different pros and cons so users either need to justify the assumption associated with some procedures or tolerate suboptimal power performance of other procedures. By applying the Holm test with a flexible alpha splitting technique, we propose a procedure which (1) is powerful for assessing the primary objectives, (2) can be used when no assumption can be made on the dependency structure of test statistics, and (3) has the full flexibility to allocate user-preferred alpha to assess the secondary objectives based on the number of primary objectives achieved. A real clinical trial example is used for illustration of the proposed procedure.     

Multiple testing with discrete data: Proportion of true null hypotheses and two adaptive FDR procedures

We consider multiple testing with false discovery rate (FDR) control when p values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less upwardly biased than Storey's estimator and two other estimators. The new estimator induces two adaptive procedures, that is, an adaptive Benjamini–Hochberg (BH) procedure and an adaptive Benjamini–Hochberg–Heyse (BHH) procedure. We prove that the adaptive BH (aBH) procedure is conservative nonasymptotically. Through simulation studies, we show that these procedures are usually more powerful than their nonadaptive counterparts and that the adaptive BHH procedure is usually more powerful than the aBH procedure and a procedure based on randomized p‐value. The adaptive procedures are applied to a study of HIV vaccine efficacy, where they identify more differentially polymorphic positions than the BH procedure at the same FDR level.     

On identification of the number of best treatments using the Newman-Keuls test

In this paper, we provide a stochastic ordering of the Studentized range statistics under a balanced one-way ANOVA model. Based on this result we show that, when restricted to the multiple comparisons with the best, the Newman-Keuls (NK) procedure strongly controls experimentwise error rate for a sequence of null hypotheses regarding the number of largest treatment means. In other words, the NK procedure provides an upper confidence bound for the number of best treatments.