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arXiv · 2203.01897

A general adaptive framework for multivariate point null testing

Adam Elder·Marco Carone·Peter Gilbert·Alex Luedtke
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Abstract

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several patient characteristics are associated with a health outcome of interest. Existing generic methods for testing a multivariate hypothesis -- such as multiplicity corrections applied to individual hypothesis tests -- can easily be applied across a variety of problems but can suffer from low power in some settings. Tailor-made procedures can attain higher power by building around problem-specific information but typically cannot be easily adapted to novel settings. In this work, we propose a general framework for testing a multivariate point null hypothesis in which the test statistic is adaptively selected to provide increased power. We present theoretical large-sample guarantees for our test under both fixed and local alternatives. In simulation studies, we show that tests created using our framework can perform as well as tailor-made methods when the latter are available, and we illustrate how our procedure can be used to create tests in two settings in which tailor-made methods are not currently available.

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Adam Elder, Marco Carone, Peter Gilbert, Alex Luedtke. 2022-03-03. A general adaptive framework for multivariate point null testing. https://arxiv.org/abs/2203.01897

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