| False Discovery Rate using a Mixture Model |
| See Also Example |
The false discovery rate (FDR), false rejection rate (FRR) and power of a test by modelling significance values as a 2-component mixture of Uniform and Beta or Gamma densities, Allison et al. (2002) are estimated. The context is multiple testing, with data from any situation where the same simple hypothesis, Ho, is tested many times, such as in transcriptomics (microarrays), metabolomics and proteomics. These tests generate a large number of significance values which, under H0, have a Uniform distribution and, under Ha, can be modelled as a Beta or truncated Gamma density. The parameters of this mixture distribution to derive the False Discovery Rate, Prob(H0/Da), the False Rejection Rate, Prob(Ha/D0) and the Power of the test, Prob(Da/Ha), each as a function of pcrit are estimated. Here Da denotes the event "p<pcrit".
The mixture model parameterization takes a proportion P from the Uniform distribution, and (1 - P) from either a Beta or Gamma distribution. The Gamma parameterization is:
f(x) = (1/b)A / Gamma(A) × exp(-x/B) × x(A-1), truncated at x=1,
and the Beta parameterization is:
f(x) = x(A-1) × (1-x)(B-1) / Beta(A; B).
A range of graphs are plotted after the mixture model has been fitted. Initial values for the 3 parameters P,A and B need to be provided.
| Beta | The Beta distribution |
| Truncated Gamma | The Gamma distribution truncated at 1. |
| Run | Run the analysis. |
| Cancel | Close the menu without further changes. |
| Options | Opens a dialog where additional options and settings can be specified for the analysis. |
| Defaults | Set the menu settings back to the default settings. Clicking the right mouse on this button produces a pop-up menu where you can choose to set the menu using the currently stored defaults or the GenStat default settings. |
| Store | Opens a dialog to specify names of structures to store the results from the analysis. The names to save the structures should be supplied before running the analysis. |
The options used were:
and the Store button was used to save results back to a spreadsheet:
The resulting graphs are show below:



