A Simulation Based Evaluation of the Bootstrap Bias Corrected Percentile Interval Estimators of the Local False Discovery Rates

Abstract

Large scale data, such as the one collected in microarray, proteomics, MRI imaging, and massive social science surveys etc., often requires simultaneous consideration of hundreds or thousands of hypothesis tests, which leads to inflated type I error rate. A popular way to account for it is to use local false discovery rates (LFDR), which is the probability that a gene is truly not differentially expressed given the observed test statistic. The purpose of this report is to evaluate the Bootstrap Bias Corrected Percentile (BBCP) method proposed by Shao and Tu (1995) for estimating the lower bound for the LFDR. The method didn’t perform as expected. The overall coverage probability for null genes as well as non null genes was far from nominal coverage level of 50%.