Specialized Models • Response Screening • Statistical Details
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Statistical Details
The False Discovery Rate
All of the Response Screening plots involve p-values for tests conducted using the FDR technique described in Benjamini and Hochberg, 1995. See also Westfall et al. (2011).
JMP uses the following procedure to control the false discovery rate at level α:
1.
Conduct the usual hypothesis tests of interest, to obtain p-values .
2.
Rank the p-values from smallest to largest. Denote these by .
3.
Find the largest p-value for which . Suppose this first p-value is the kth largest, .
4.
Reject the k hypotheses associated with p-values less than or equal to .
This procedure ensures that the expected false discovery rate does not exceed α.
The p-values adjusted for the false discovery rate, denoted , are computed as:
If a hypothesis has an FDR-adjusted p-value that falls below α, then it is rejected by the procedure.