Journal Article 2 Mentions
Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing
Yoav Benjamini1995
Yosef Hochberg
Top 1% · 99th Percentile
99,817 citations · Statistics and Probability

TLDR

When researchers test many ideas at once, some may seem true by chance. This method limits the share of false alarms among the findings reported as important, while usually detecting more real effects.

Summary

1 Study Aim

Benjamini and Hochberg aim to develop a better way to handle multiple significance tests. They compare controlling the false discovery rate (FDR), the expected share of rejected claims that are false, with controlling the familywise error rate (FWER), the chance of making any false rejection. The authors argue that FDR control can provide greater statistical power when some tested claims are genuinely true. The study seeks a practical testing rule that limits false findings without discarding too many real discoveries.

2 Study Design

The authors formulate the FDR criterion and compare it with FWER control. They introduce a sequential Bonferroni-type procedure, which evaluates ordered test results using progressively adjusted thresholds. The paper proves that this procedure controls the FDR when test statistics are independent. A simulation study assesses its statistical power, and examples demonstrate how researchers can apply the procedure and judge whether its criterion fits their goals. The researchers develop the method mathematically, test it in simulations, and illustrate its use with examples.

3 Findings

The study shows that FDR and FWER are equivalent when all tested hypotheses are true. When some hypotheses are false, FDR is smaller, creating potential for higher power. The authors prove that their sequential procedure controls FDR for independent test statistics. Simulations show a substantial power gain compared with stricter familywise-error control. Examples illustrate practical use and the importance of choosing an error criterion suited to the research question. Researchers can use this approach when finding more real effects matters and a limited share of false findings is acceptable.

Abstract

SUMMARY The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses — the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of the false discovery rate rather than that of the FWER is desired, there is potential for a gain in power. A simple sequential Bonferronitype procedure is proved to control the false discovery rate for independent test statistics, and a simulation study shows that the gain in power is substantial. The use of the new procedure and the appropriateness of the criterion are illustrated with examples.

Referenced In