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SelectedWorks

2011

Statistical Theory and Methods

Articles 1 - 2 of 2

Full-Text Articles in Life Sciences

Generalized Benjamini-Hochberg Procedures Using Spacings, Debashis Ghosh Jan 2011

Generalized Benjamini-Hochberg Procedures Using Spacings, Debashis Ghosh

Debashis Ghosh

For the problem of multiple testing, the Benjamini-Hochberg (B-H) procedure has become a very popular method in applications. We show how the B-H procedure can be interpreted as a test based on the spacings corresponding to the p-value distributions. Using this equivalence, we develop a class of generalized B-H procedures that maintain control of the false discovery rate in finite-samples. We also consider the effect of correlation on the procedure; simulation studies are used to illustrate the methodology.


A Causal Framework For Surrogate Endpoints With Semi-Competing Risks Data, Debashis Ghosh Jan 2011

A Causal Framework For Surrogate Endpoints With Semi-Competing Risks Data, Debashis Ghosh

Debashis Ghosh

In this note, we address the problem of surrogacy using a causal modelling framework that differs substantially from the potential outcomes model that pervades the biostatistical literature. The framework comes from econometrics and conceptualizes direct effects of the surrogate endpoint on the true endpoint. While this framework can incorporate the so-called semi-competing risks data structure, we also derive a fundamental non-identifiability result. Relationships to existing causal modelling frameworks are also discussed.