TSBKY_pi0_est: Two-step estimation method of Benjamini, Krieger and Yekutieli for estimating pi0
Description
The two-step estimation method of Benjamini, Krieger and Yekutieli for estimating pi0 is applied to pValues.
It consists of the following two steps:
Step 1. Use the linear step-up procedure at level alpha' =alpha/(1+alpha). Let r1 be the number of
rejected hypotheses. If r1=0 do not reject any hypothesis and stop; if r1=m reject all m
hypotheses and stop; otherwise continue.
Step 2. Let \(\hat{m0} =(m - r1)\) and \(\hat{pi0} = \hat{m0} / m\).
Usage
TSBKY_pi0_est(pValues, alpha)
Value
pi0.TSBKY
The estimated proportion of true null hypotheses.
Author
WerftWiebke
Arguments
pValues
The raw p-values for the marginal test problems
alpha
The parameter (to be interpreted as significance level) for the procedure
References
Benjamini, Y., Krieger, A. and Yekutieli, D. (2006). Adaptive linear step-up procedures that control the false discovery rate
Biometrika 93, 3, page 495.