Correction methods (Bonferroni, FDR)

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The Multiple Comparisons Problem - More Tests, More Mess

  • Conducting multiple simultaneous hypothesis tests inflates the family-wise error rate (FWER) - the probability of making at least one Type I error (false positive).
  • Analogy: If the daily chance of rain is 10%, the chance of rain over a month is much higher.
  • FWER Formula: The probability of at least one Type I error across n tests is $1 - (1 - \alpha)^n$.
    • With 20 tests at $\alpha = 0.05$, the FWER is $1 - (0.95)^{20} \approx \textbf{64%}$!

⭐ As the number of comparisons increases, the likelihood of finding a "significant" result purely by chance skyrockets. This is a major pitfall in studies analyzing numerous endpoints, like genome-wide association studies (GWAS).

Bonferroni Correction - The Strict Sheriff

  • Method: A simple, traditional method for controlling the family-wise error rate (FWER) when performing multiple comparisons.
  • Procedure: Adjusts the significance level ($\alpha$) to counteract the problem of multiple testing.
    • Calculate a new, stricter significance threshold: $\alpha_{new} = \frac{\alpha_{original}}{n}$ (where n = number of tests).
    • Alternatively, adjust each p-value: $p_{adjusted} = p_{original} \times n$. Compare this adjusted p-value to the original alpha (e.g., 0.05).
  • Takeaway: Very conservative. It strongly reduces the risk of Type I errors (false positives) but increases the risk of Type II errors (missing true findings).

⭐ With multiple hypotheses, the overall chance of a Type I error accumulates. Bonferroni corrects for this by making the significance criterion for each individual test much more stringent.

📌 Mnemonic: Bonferroni = 'Buys' fewer significant results because it's so strict.

False Discovery Rate (FDR) - The Savvy Detective

  • Concept: Instead of controlling the probability of making even one Type I error (like Bonferroni), FDR controls the expected proportion of false positives among all rejected null hypotheses (i.e., significant results).
  • Power: Less stringent than Bonferroni, yielding ↑ statistical power to detect true effects. It accepts a certain proportion of false positives to avoid missing true discoveries.

⭐ In fields with massive datasets like genomics (GWAS) and proteomics, FDR is the preferred method for multiple hypothesis testing, as Bonferroni would be too conservative, missing potentially vital discoveries.

Benjamini-Hochberg Procedure

High‑Yield Points - ⚡ Biggest Takeaways

  • Multiple comparisons inflate the family-wise error rate, increasing the chance of Type I errors (false positives).
  • The Bonferroni correction is a simple, highly conservative method that divides the alpha level (α) by the number of tests (n).
  • While it effectively controls Type I errors, Bonferroni significantly increases the risk of Type II errors (false negatives).
  • False Discovery Rate (FDR) is a less stringent method that controls the expected proportion of false positives among all rejected hypotheses.

Practice Questions: Correction methods (Bonferroni, FDR)

Test your understanding with these related questions

A scientist in Chicago is studying a new blood test to detect Ab to EBV with increased sensitivity and specificity. So far, her best attempt at creating such an exam reached 82% sensitivity and 88% specificity. She is hoping to increase these numbers by at least 2 percent for each value. After several years of work, she believes that she has actually managed to reach a sensitivity and specificity much greater than what she had originally hoped for. She travels to China to begin testing her newest blood test. She finds 2,000 patients who are willing to participate in her study. Of the 2,000 patients, 1,200 of them are known to be infected with EBV. The scientist tests these 1,200 patients' blood and finds that only 120 of them tested negative with her new exam. Of the patients who are known to be EBV-free, only 20 of them tested positive. Given these results, which of the following correlates with the exam's specificity?

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Flashcards: Correction methods (Bonferroni, FDR)

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What statistical test is used to test the association between two or more categorical variables? _____

TAP TO REVEAL ANSWER

What statistical test is used to test the association between two or more categorical variables? _____

Chi-squared

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