Home > Publications . Search All . Browse All . Country . Browse PSC Pubs . PSC Report Series

PSC In The News

RSS Feed icon

Kusunoki, Hall, and Barber find obese teen girls less likely to use birth control

Prescott finds reported sex offenses lower in neighborhoods with resident sex offenders

Geronimus says poor Detroiters face greater health risks given adverse social conditions


Bob Willis awarded 2015 Jacob Mincer Award for Lifetime Contributions to the Field of Labor Economics

David Lam is new director of Institute for Social Research

Elizabeth Bruch wins Robert Merton Prize for paper in analytic sociology

Elizabeth Bruch wins ASA award for paper in mathematical sociology

Next Brown Bag

PSC Brown Bags will be back fall 2015

The False Discovery Rate: A Variable Selection Perspective

Publication Abstract

Ghosh, D., W. Chen, and Trivellore Raghunathan. 2006. "The False Discovery Rate: A Variable Selection Perspective." Journal of Statistical Planning and Inference, 136(8): 2668-2684.

In many scientific and medical settings, large-scale experiments are generating large quantities of data that lead to inferential problems involving multiple hypotheses. This has led to recent tremendous interest in statistical methods regarding the false discovery rate (FDR). Several authors have studied the properties involving FDR in a univariate mixture model setting. In this article, we turn the problem on its side; in this manuscript, we show that FDR is a by-product of Bayesian analysis of variable selection problem for a hierarchical linear regression model. This equivalence gives many Bayesian insights as to why FDR is a natural quantity to consider. In addition, we relate the risk properties of FDR-controlling procedures to those from variable selection procedures from a decision theoretic framework different from that considered by other authors.

DOI:10.1016/j.jspi.2004.10.024 (Full Text)

Browse | Search : All Pubs | Next