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If I Value the Test Do I Feel More or Less Emotion? Exploration of Value and Emotions
- Award ID(s):
- 1661100
- PAR ID:
- 10162661
- Date Published:
- Journal Name:
- International Conference on Motivation
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abstract Combining dependent tests of significance has broad applications but the related p-value calculation is challenging. For Fisher's combination test, current p-value calculation methods (eg, Brown's approximation) tend to inflate the type I error rate when the desired significance level is substantially less than 0.05. The problem could lead to significant false discoveries in big data analyses. This paper provides two main contributions. First, it presents a general family of Fisher type statistics, referred to as the GFisher, which covers many classic statistics, such as Fisher's combination, Good's statistic, Lancaster's statistic, weighted Z-score combination, and so forth. The GFisher allows a flexible weighting scheme, as well as an omnibus procedure that automatically adapts proper weights and the statistic-defining parameters to a given data. Second, the paper presents several new p-value calculation methods based on two novel ideas: moment-ratio matching and joint-distribution surrogating. Systematic simulations show that the new calculation methods are more accurate under multivariate Gaussian, and more robust under the generalized linear model and the multivariate t-distribution. The applications of the GFisher and the new p-value calculation methods are demonstrated by a gene-based single nucleotide polymorphism (SNP)-set association study. Relevant computation has been implemented to an R package GFisher available on the Comprehensive R Archive Network.more » « less
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Abstract Adaptive multiple testing with covariates is an important research direction that has gained major attention in recent years. It has been widely recognised that leveraging side information provided by auxiliary covariates can improve the power of false discovery rate (FDR) procedures. Currently, most such procedures are devised with p-values as their main statistics. However, for two-sided hypotheses, the usual data processing step that transforms the primary statistics, known as p-values, into p-values not only leads to a loss of information carried by the main statistics, but can also undermine the ability of the covariates to assist with the FDR inference. We develop a p-value based covariate-adaptive (ZAP) methodology that operates on the intact structural information encoded jointly by the p-values and covariates. It seeks to emulate the oracle p-value procedure via a working model, and its rejection regions significantly depart from those of the p-value adaptive testing approaches. The key strength of ZAP is that the FDR control is guaranteed with minimal assumptions, even when the working model is misspecified. We demonstrate the state-of-the-art performance of ZAP using both simulated and real data, which shows that the efficiency gain can be substantial in comparison with p-value-based methods. Our methodology is implemented in the R package zap.more » « less
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Accepted Manuscript1.0
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