A powerful procedure that controls the false discovery rate with directional information.
Zhaoyang TianKun LiangPengfei LiPublished in: Biometrics (2020)
In many multiple testing applications in genetics, the signs of the test statistics provide useful directional information, such as whether genes are potentially up- or down-regulated between two experimental conditions. However, most existing procedures that control the false discovery rate (FDR) are P-value based and ignore such directional information. We introduce a novel procedure, the signed-knockoff procedure, to utilize the directional information and control the FDR in finite samples. We demonstrate the power advantage of our procedure through simulation studies and two real applications.