Empirical null and false discovery rate inference for exponential families
| dc.creator | Schwartzman, Armin | |
| dc.date | 2009-01-26 | |
| dc.date.accessioned | 2026-07-07T12:34:33Z | |
| dc.date.available | 2026-07-07T12:34:33Z | |
| dc.description | In large scale multiple testing, the use of an empirical null distribution rather than the theoretical null distribution can be critical for correct inference. This paper proposes a ``mode matching'' method for fitting an empirical null when the theoretical null belongs to any exponential family. Based on the central matching method for $z$-scores, mode matching estimates the null density by fitting an appropriate exponential family to the histogram of the test statistics by Poisson regression in a region surrounding the mode. The empirical null estimate is then used to estimate local and tail false discovery rate (FDR) for inference. Delta-method covariance formulas and approximate asymptotic bias formulas are provided, as well as simulation studies of the effect of the tuning parameters of the procedure on the bias-variance trade-off. The standard FDR estimates are found to be biased down at the far tails. Correlation between test statistics is taken into account in the covariance estimates, providing a generalization of Efron's ``wing function'' for exponential families. Applications with $χ^2$ statistics are shown in a family-based genome-wide association study from the Framingham Heart Study and an anatomical brain imaging study of dyslexia in children. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-AOAS184 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0901.4007 | |
| dc.identifier | http://arxiv.org/abs/0901.4007 | |
| dc.identifier | Annals of Applied Statistics 2008, Vol. 2, No. 4, 1332-1359 | |
| dc.identifier | doi:10.1214/08-AOAS184 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/217476 | |
| dc.subject | Applications | |
| dc.title | Empirical null and false discovery rate inference for exponential families | |
| dc.type | text |