Joint mirror procedure: controlling false discovery rate for identifying simultaneous signals.
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ABSTRACT: In many applications, the process of identifying a specific feature of interest often involves testing multiple hypotheses for their joint statistical significance. Examples include mediation analysis, which simultaneously examines the existence of the exposure-mediator and the mediator-outcome effects, and replicability analysis, aiming to identify simultaneous signals that exhibit statistical significance across multiple independent studies. In this work, we present a new approach called the joint mirror (JM) procedure that effectively detects such features while maintaining false discovery rate (FDR) control in finite samples. The JM procedure employs an iterative method that gradually shrinks the rejection region based on progressively revealed information until a conservative estimate
SUBMITTER: Deng L
PROVIDER: S-EPMC11639532 | biostudies-literature | 2024 Oct
REPOSITORIES: biostudies-literature
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