Multiple Testing Procedures Examples and Software Implementation.

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Multiple Testing Multiple Testing Procedures Procedures Examples and Software Examples and Software Implementation Implementation

Transcript of Multiple Testing Procedures Examples and Software Implementation.

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Multiple Testing ProceduresMultiple Testing Procedures

Examples and Software Examples and Software ImplementationImplementation

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Multiple Testing in ActionMultiple Testing in Action

Examples From New BookExamples From New BookMultiple Testing Procedures with Multiple Testing Procedures with Applications to GenomicsApplications to Genomics (2007). (2007). S. Dudoit and M. J. van der Laan. S. Dudoit and M. J. van der Laan.

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Multiple Testing SoftwareMultiple Testing Software

R packageR package

multtest() multtest()

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Main functions: mt.rawp2adjp()Main functions: mt.rawp2adjp()Adjusted Adjusted pp-values are computed for simple (Marginal) FWER and FDR -values are computed for simple (Marginal) FWER and FDR controlling procedures based on a vector of raw (unadjusted) controlling procedures based on a vector of raw (unadjusted) pp-values.-values.

Possible methodsPossible methods– Bonferroni single-step adjusted Bonferroni single-step adjusted pp-values for strong control of the FWER. -values for strong control of the FWER.

– Holm (1979) step-down adjusted Holm (1979) step-down adjusted pp-values for strong control of the FWER. -values for strong control of the FWER.

– Hochberg (1988) step-up adjusted Hochberg (1988) step-up adjusted pp-values for strong control of the FWER -values for strong control of the FWER (for raw (unadjusted) (for raw (unadjusted) pp-values satisfying the Simes inequality). -values satisfying the Simes inequality).

– Sidak single-step adjusted Sidak single-step adjusted pp-values for strong control of the FWER (for -values for strong control of the FWER (for positive orthant dependent test statistics). positive orthant dependent test statistics).

– Sidak step-down adjusted Sidak step-down adjusted pp-values for strong control of the FWER (for -values for strong control of the FWER (for positive orthant dependent test statistics). positive orthant dependent test statistics).

– BH adjusted BH adjusted pp-values for the Benjamini & Hochberg (1995) step-up FDR -values for the Benjamini & Hochberg (1995) step-up FDR controlling procedure (independent and positive regression dependent test controlling procedure (independent and positive regression dependent test statistics). statistics).

– BY adjusted BY adjusted pp-values for the Benjamini & Yekutieli (2001) step-up FDR -values for the Benjamini & Yekutieli (2001) step-up FDR controlling procedure (general dependency structures). controlling procedure (general dependency structures).

Returns adjusted p-values and rank indexReturns adjusted p-values and rank index

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Main functions: MTP()Main functions: MTP()A user-level function to perform multiple testing procedures (MTP). A user-level function to perform multiple testing procedures (MTP). Available Tests (robust versions available for t-tests and f-tests)Available Tests (robust versions available for t-tests and f-tests)– One-sample t-test One-sample t-test – Two-sample t-test (equal unequal variances, and paired)Two-sample t-test (equal unequal variances, and paired)– F-test (block design as well)F-test (block design as well)– lm.XvsZ : t-stat for coefficients of Xlm.XvsZ : t-stat for coefficients of X jj ~Z, for each gene (X ~Z, for each gene (X jj ) in matrix ) in matrix– lm.YvsXZ : t-stat for coefficients of Y~Xlm.YvsXZ : t-stat for coefficients of Y~X jj + Z, where Z are additional covariates + Z, where Z are additional covariates– coxph.YvsXZ: same as lm.YvsXZ but for cox proportional hazards survival modelscoxph.YvsXZ: same as lm.YvsXZ but for cox proportional hazards survival models

Controls Error RatesControls Error Rates– FwerFwer– gFwergFwer– FDR FDR – TPPFPTPPFP

Multiple Testing MethodsMultiple Testing Methods– single-step maxT single-step maxT – single-step minP single-step minP – step-down maxT step-down maxT – step-down minP step-down minP

Bootstrap and permutation null distributions are available. Bootstrap and permutation null distributions are available. Returns estimates, statistics, raw and adjusted p-values, etc.Returns estimates, statistics, raw and adjusted p-values, etc.

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Software ExampleSoftware ExampleObjective: Identify differentially expressed genes between B-cell acute Objective: Identify differentially expressed genes between B-cell acute lymphoblastic leukemia (ALL) patients with BCR/ABL fusion and lymphoblastic leukemia (ALL) patients with BCR/ABL fusion and cytogenetically normal B-cell ALL patientscytogenetically normal B-cell ALL patients

BCR/ABL is one of the most frequent cytogenetic abnormalities in human BCR/ABL is one of the most frequent cytogenetic abnormalities in human leukemialeukemia

Known to be highly expressed in chronic myeloid leukemia (CML) and acute Known to be highly expressed in chronic myeloid leukemia (CML) and acute myeloid leukemia (AML), studies are investigating its prognostic relevance myeloid leukemia (AML), studies are investigating its prognostic relevance in B-cell ALL patientsin B-cell ALL patients

Identify differentially expressed genes which distinguish BCR/ABL ALL Identify differentially expressed genes which distinguish BCR/ABL ALL patients from normal ALL patients.patients from normal ALL patients.

Data available online in Bioconductor experimental data package ALLData available online in Bioconductor experimental data package ALL

Data is reduced to only B-cell ALL samples of BCR/ABL or NEG (normal) Data is reduced to only B-cell ALL samples of BCR/ABL or NEG (normal) molecular types molecular types

79 patients total: 37 BCR/ABL and 42 NEG79 patients total: 37 BCR/ABL and 42 NEG

Probe set (12,625) is filtered according to von Heydebreck et al. (2004), and Probe set (12,625) is filtered according to von Heydebreck et al. (2004), and mapped into genes mapped into genes 2073 genes remaining 2073 genes remaining

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Single-step maxT procedure using MTP()Single-step maxT procedure using MTP()

Based on 2-sample Welch t-statistics and non-Based on 2-sample Welch t-statistics and non-parametric estimation of null distribution using bootstrap parametric estimation of null distribution using bootstrap sample of B=5,000sample of B=5,000

X=gene set, Y=BCR/ABL classification, seed=999X=gene set, Y=BCR/ABL classification, seed=999

SSmaxT is class MTP with attributesSSmaxT is class MTP with attributes

Summary, print, and plot methods are availableSummary, print, and plot methods are available

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maxT ResultsmaxT Resultssummary(SSmaxT)summary(SSmaxT)

print(SSmaxT)print(SSmaxT)

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plot(SSmaxT)plot(SSmaxT)

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Single-step minP procedure using MTP()Single-step minP procedure using MTP()

If keep.nulldist=TRUE in original MTP call, to apply If keep.nulldist=TRUE in original MTP call, to apply alternative multiple testing procedure, MTP() object can alternative multiple testing procedure, MTP() object can be updatedbe updated

summary(SSminP)summary(SSminP)

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minP ResultsminP Results

print(SSmaxT)print(SSmaxT)

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plot(SSminP)plot(SSminP)

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Comparing Single-step minP and maxT Comparing Single-step minP and maxT ResultsResults

At FWER level At FWER level =0.05=0.05– maxT identifies 13 genesmaxT identifies 13 genes– minP identifies 25 genesminP identifies 25 genes

12 genes are identified by both methods12 genes are identified by both methods

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FWER controlling Marginal Mutiple FWER controlling Marginal Mutiple testing using mt.rawp2adjp()testing using mt.rawp2adjp()

Bootstrap unadjusted p-values are provided by MTP() Bootstrap unadjusted p-values are provided by MTP() call (SSmaxT)call (SSmaxT)

Apply Marginal FWER controlling procedures Apply Marginal FWER controlling procedures (Bonferroni, Holm, and Hochberg) using mt.rawp2adjp()(Bonferroni, Holm, and Hochberg) using mt.rawp2adjp()

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FWER controlling Marginal Mutiple FWER controlling Marginal Mutiple testing using mt.rawp2adjp()testing using mt.rawp2adjp()

Compare the number of rejected null hypotheses and Compare the number of rejected null hypotheses and their ranks at various their ranks at various cut-offs cut-offs

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Comparison PlotsComparison Plots

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SummarySummary

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MTPsMTPs

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AcknowledgmentsAcknowledgments

Sandrine Dudoit who provided the slides and examples Sandrine Dudoit who provided the slides and examples for this presentationfor this presentation

Mark van der LaanMark van der Laan

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References for Section 3 References for Section 3

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References for Section 3 (con’t)References for Section 3 (con’t)

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References for Section 3 (con’t)References for Section 3 (con’t)

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References for Section 3 (con’t)References for Section 3 (con’t)

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References for Section 3 (con’t)References for Section 3 (con’t)

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References for Section 3 (con’t)References for Section 3 (con’t)

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References for Section 3 (con’t)References for Section 3 (con’t)