adjustment for dependent hypotheses when pairwise testing
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@pmt1rewleedsacuk-1154
Last seen 10.2 years ago
Dear all, I data for 13 genes with the samples from 4 different tissue types. Would like to compare the normal means of the different tissue types using pairwise testing with an adjustment for fdr. Having considered the Benjamini and Yekutieli reference on the p.adjust help page I am unsure as to whether my dependency structure satisfies the criteria to just use the regular "BH" adjustment or if the "BY" adjustment would be more appropriate? Any suggestions for me please? Many thanks Rebecca Walls
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Naomi Altman ★ 6.0k
@naomi-altman-380
Last seen 3.6 years ago
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I do not think you will be able to use these methods with such a small number of genes. A large number of genes are required to estimate pi0. --Naomi At 07:52 AM 1/13/2006, pmt1rew at leeds.ac.uk wrote: >Dear all, > >I data for 13 genes with the samples from 4 different tissue >types. Would like >to compare the normal means of the different tissue types using pairwise >testing with an adjustment for fdr. > >Having considered the Benjamini and Yekutieli reference on the p.adjust help >page I am unsure as to whether my dependency structure satisfies the criteria >to just use the regular "BH" adjustment or if the "BY" adjustment would be >more appropriate? > >Any suggestions for me please? > >Many thanks > >Rebecca Walls > >_______________________________________________ >Bioconductor mailing list >Bioconductor at stat.math.ethz.ch >https://stat.ethz.ch/mailman/listinfo/bioconductor Naomi S. Altman 814-865-3791 (voice) Associate Professor Dept. of Statistics 814-863-7114 (fax) Penn State University 814-865-1348 (Statistics) University Park, PA 16802-2111
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@gordon-smyth
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WEHI, Melbourne, Australia
Actually I don't think the number of genes is a problem. Neither BH nor BY use an estimate of pi0 (the true proportion of hull hypotheses). Whenever pi0 would appear as a multiplier in the formulae, they use 1 instead. The methods are therefore somewhat conservative if pi0 is not large, but they continue to control the FDR at below the requested level. This means that BY gives rigorous control of expected FDR for any dependence structure and any number of genes, given only that the p-value distribution is valid under the null hypothesis. BH is the same except that it is theoretically valid only for certain dependence structures (positive regression dependence). I think that Rebecca's question is about the particular (negative) dependence structure which is found between the set of pairwise contrasts for a particular gene. Yes, I think this does theoretically invalidate BH. However in practical situations you'll actually find the main problem to be conserativism rather than the other way around because there are more pairwise comparisons than there are independent comparisons to be made. So, personally, this wouldn't make me move to BY. Hope this helps Gordon > Date: Fri, 13 Jan 2006 16:57:28 -0500 > From: Naomi Altman <naomi at="" stat.psu.edu=""> > Subject: Re: [BioC] adjustment for dependent hypotheses when pairwise > testing > To: pmt1rew at leeds.ac.uk, "bioconductor at stat.math.ethz.ch" > <bioconductor at="" stat.math.ethz.ch=""> > > I do not think you will be able to use these methods with such a > small number of genes. A large number of genes are required to estimate pi0. > > --Naomi > > At 07:52 AM 1/13/2006, pmt1rew at leeds.ac.uk wrote: >>Dear all, >> >>I data for 13 genes with the samples from 4 different tissue >>types. Would like >>to compare the normal means of the different tissue types using pairwise >>testing with an adjustment for fdr. >> >>Having considered the Benjamini and Yekutieli reference on the p.adjust help >>page I am unsure as to whether my dependency structure satisfies the criteria >>to just use the regular "BH" adjustment or if the "BY" adjustment would be >>more appropriate? >> >>Any suggestions for me please? >> >>Many thanks >> >>Rebecca Walls >> > Naomi S. Altman 814-865-3791 (voice) > Associate Professor > Dept. of Statistics 814-863-7114 (fax) > Penn State University 814-865-1348 (Statistics) > University Park, PA 16802-2111
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Naomi Altman ★ 6.0k
@naomi-altman-380
Last seen 3.6 years ago
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This discussion convinced me to read through my collection of FDR papers, and I am finding it heavy going. Is there a review paper somewhere that goes through these methods + Storey et al (and maybe the Simes and Bonferroni FWER methods) and explains their applicability to the types of dependence structures typically found in e.g. factorial ANOVA where we may be testing main effects and interactions, or 1-way ANOVA with all pairwise comparisons, or eBayes tests like limma, where dependence is induced by the denominator adjustment? Thanks, Naomi At 04:32 PM 1/14/2006, Gordon K Smyth wrote: >Actually I don't think the number of genes is a problem. Neither BH >nor BY use an estimate of pi0 >(the true proportion of hull hypotheses). Whenever pi0 would appear >as a multiplier in the >formulae, they use 1 instead. The methods are therefore somewhat >conservative if pi0 is not >large, but they continue to control the FDR at below the requested level. > >This means that BY gives rigorous control of expected FDR for any >dependence structure and any >number of genes, given only that the p-value distribution is valid >under the null hypothesis. BH >is the same except that it is theoretically valid only for certain >dependence structures (positive >regression dependence). > >I think that Rebecca's question is about the particular (negative) >dependence structure which is >found between the set of pairwise contrasts for a particular >gene. Yes, I think this does >theoretically invalidate BH. However in practical situations you'll >actually find the main >problem to be conserativism rather than the other way around because >there are more pairwise >comparisons than there are independent comparisons to be made. So, >personally, this wouldn't make >me move to BY. > >Hope this helps >Gordon > > > Date: Fri, 13 Jan 2006 16:57:28 -0500 > > From: Naomi Altman <naomi at="" stat.psu.edu=""> > > Subject: Re: [BioC] adjustment for dependent hypotheses when pairwise > > testing > > To: pmt1rew at leeds.ac.uk, "bioconductor at stat.math.ethz.ch" > > <bioconductor at="" stat.math.ethz.ch=""> > > > > I do not think you will be able to use these methods with such a > > small number of genes. A large number of genes are required to > estimate pi0. > > > > --Naomi > > > > At 07:52 AM 1/13/2006, pmt1rew at leeds.ac.uk wrote: > >>Dear all, > >> > >>I data for 13 genes with the samples from 4 different tissue > >>types. Would like > >>to compare the normal means of the different tissue types using pairwise > >>testing with an adjustment for fdr. > >> > >>Having considered the Benjamini and Yekutieli reference on the > p.adjust help > >>page I am unsure as to whether my dependency structure satisfies > the criteria > >>to just use the regular "BH" adjustment or if the "BY" adjustment would be > >>more appropriate? > >> > >>Any suggestions for me please? > >> > >>Many thanks > >> > >>Rebecca Walls > >> > > Naomi S. Altman 814-865-3791 (voice) > > Associate Professor > > Dept. of Statistics 814-863-7114 (fax) > > Penn State University 814-865-1348 (Statistics) > > University Park, PA 16802-2111 Naomi S. Altman 814-865-3791 (voice) Associate Professor Dept. of Statistics 814-863-7114 (fax) Penn State University 814-865-1348 (Statistics) University Park, PA 16802-2111
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A good question. The book on microarray expression data by McLachlan, Do and Ambroise contains a review of FDR methods in Chapter 5, but a more detailed review is much needed. BTW, Yoav Benjamini has shown me that one can substitute a particular first order approximation to pi0 into the BH method without harming the ability of the method to work for small numbers of genes. So far, I haven't been motivated enough to do that because the improvement is usually relatively small for microarray data sets. Cheers Gordon At 01:13 PM 16/01/2006, Naomi Altman wrote: >This discussion convinced me to read through my collection of FDR >papers, and I am finding it heavy going. Is there a review paper >somewhere that goes through these methods + Storey et al (and maybe >the Simes and Bonferroni FWER methods) and explains their >applicability to the types of dependence structures typically found >in e.g. factorial ANOVA where we may be testing main effects and >interactions, or 1-way ANOVA with all pairwise comparisons, or >eBayes tests like limma, where dependence is induced by the >denominator adjustment? > >Thanks, >Naomi > > >At 04:32 PM 1/14/2006, Gordon K Smyth wrote: >>Actually I don't think the number of genes is a problem. Neither >>BH nor BY use an estimate of pi0 >>(the true proportion of hull hypotheses). Whenever pi0 would >>appear as a multiplier in the >>formulae, they use 1 instead. The methods are therefore somewhat >>conservative if pi0 is not >>large, but they continue to control the FDR at below the requested level. >> >>This means that BY gives rigorous control of expected FDR for any >>dependence structure and any >>number of genes, given only that the p-value distribution is valid >>under the null hypothesis. BH >>is the same except that it is theoretically valid only for certain >>dependence structures (positive >>regression dependence). >> >>I think that Rebecca's question is about the particular (negative) >>dependence structure which is >>found between the set of pairwise contrasts for a particular >>gene. Yes, I think this does >>theoretically invalidate BH. However in practical situations >>you'll actually find the main >>problem to be conserativism rather than the other way around >>because there are more pairwise >>comparisons than there are independent comparisons to be made. So, >>personally, this wouldn't make >>me move to BY. >> >>Hope this helps >>Gordon >> >> > Date: Fri, 13 Jan 2006 16:57:28 -0500 >> > From: Naomi Altman <naomi at="" stat.psu.edu=""> >> > Subject: Re: [BioC] adjustment for dependent hypotheses when pairwise >> > testing >> > To: pmt1rew at leeds.ac.uk, "bioconductor at stat.math.ethz.ch" >> > <bioconductor at="" stat.math.ethz.ch=""> >> > >> > I do not think you will be able to use these methods with such a >> > small number of genes. A large number of genes are required to >> estimate pi0. >> > >> > --Naomi >> > >> > At 07:52 AM 1/13/2006, pmt1rew at leeds.ac.uk wrote: >> >>Dear all, >> >> >> >>I data for 13 genes with the samples from 4 different tissue >> >>types. Would like >> >>to compare the normal means of the different tissue types using pairwise >> >>testing with an adjustment for fdr. >> >> >> >>Having considered the Benjamini and Yekutieli reference on the >> p.adjust help >> >>page I am unsure as to whether my dependency structure satisfies >> the criteria >> >>to just use the regular "BH" adjustment or if the "BY" >> adjustment would be >> >>more appropriate? >> >> >> >>Any suggestions for me please? >> >> >> >>Many thanks >> >> >> >>Rebecca Walls >> >> >> > Naomi S. Altman 814-865-3791 (voice) >> > Associate Professor >> > Dept. of Statistics 814-863-7114 (fax) >> > Penn State University 814-865-1348 (Statistics) >> > University Park, PA 16802-2111 > >Naomi S. Altman 814-865-3791 (voice) >Associate Professor >Dept. of Statistics 814-863-7114 (fax) >Penn State University 814-865-1348 (Statistics) >University Park, PA 16802-2111 >
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