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Table 4 Type I error of six global tests of p-values when p-values are moderately correlated (The nominal Type I error rate is 0.05 and the severe inflation of Type I error with simulated error rate > 0.1 is written in bold italic)

From: Global tests of P-values for multifactor dimensionality reduction models in selection of optimal number of target genes

Correlated Uniform (0,1) ± 0.1Beta (5,1), ρ = 0.2

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.018

0.031

0.022

0.048

0.021

0.026

50

0.014

0.019

0.008

0.046

0.01

0.013

100

0.014

0.014

0.013

0.05

0.014

0.014

200

0.003

0.01

0.006

0.044

0.004

0.007

300

0.002

0.005

0.002

0.05

0.001

0.002

400

0.001

0.003

0

0.045

0

0

500

0.002

0.002

0.003

0.042

0.001

0.003

Correlated 0.5 Uniform (0,1) ± 0.5Beta (5,1), ρ = 0.2

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0

0

0

0.023

0

0

50

0

0

0

0.023

0

0

100

0

0

0

0.029

0

0

200

0

0

0

0.025

0

0

300

0

0

0

0.024

0

0

400

0

0

0

0.021

0

0

500

0

0

0

0.024

0

0

Correlated 0.9 Uniform (0,1) ± 0.1Beta (6,3), ρ = 0.2

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.041

0.051

0.047

0.047

0.042

0.049

50

0.032

0.049

0.043

0.042

0.034

0.048

100

0.033

0.032

0.035

0.043

0.035

0.036

200

0.017

0.009

0.023

0.052

0.017

0.024

300

0.017

0.016

0.015

0.039

0.011

0.016

400

0.028

0.006

0.014

0.044

0.01

0.017

500

0.021

0.007

0.013

0.048

0.009

0.015

Correlated 0.5 Uniform (0,1) ± 0.5Beta (6,3), ρ = 0.2

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.008

0.004

0.003

0.025

0.001

0.003

50

0.021

0.002

0.001

0.024

0.001

0.002

100

0.046

0.001

0.001

0.028

0

0.001

200

0.165

0

0

0.023

0

0

300

0.337

0

0

0.025

0

0

400

0.558

0

0

0.017

0

0

500

0.66

0

0

0.018

0

0

Correlated Uniform (0,1) ± 0.1Beta (5,1), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.034

0.043

0.036

0.047

0.034

0.04

50

0.019

0.022

0.02

0.05

0.018

0.021

100

0.012

0.018

0.011

0.038

0.008

0.012

200

0.002

0.008

0.006

0.045

0.006

0.006

300

0.005

0.009

0.005

0.037

0.004

0.007

400

0.004

0.005

0.002

0.038

0.002

0.002

500

0

0.003

0.001

0.05

0

0.002

Correlated 0.5 Uniform (0,1) ± 0.5Beta (5,1), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.001

0.002

0.001

0.021

0

0.001

50

0

0

0

0.026

0

0

100

0

0

0

0.016

0

0

200

0

0

0

0.02

0

0

300

0

0

0

0.031

0

0

400

0.002

0

0

0.02

0

0

500

0.001

0

0

0.028

0

0

Correlated 0.9 Uniform (0,1) ± 0.1Beta (6,3), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.049

0.046

0.054

0.044

0.055

0.05

50

0.039

0.031

0.042

0.042

0.036

0.043

100

0.027

0.027

0.036

0.05

0.033

0.037

200

0.033

0.023

0.03

0.041

0.025

0.032

300

0.042

0.018

0.029

0.038

0.023

0.032

400

0.041

0.012

0.02

0.046

0.017

0.021

500

0.053

0.013

0.026

0.054

0.02

0.028

Correlated 0.5 Uniform (0,1) ± 0.5Beta (6,3), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.02

0.006

0.008

0.03

0.006

0.009

50

0.051

0

0

0.031

0

0

100

0.123

0

0.003

0.023

0.001

0.004

200

0.271

0

0

0.021

0

0

300

0.414

0

0

0.033

0

0

400

0.552

0

0

0.024

0

0

500

0.663

0

0

0.028

0

0

Correlated Uniform (0,1) ± 0.1Beta (5,1), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.036

0.041

0.034

0.048

0.031

0.038

50

0.042

0.039

0.043

0.054

0.039

0.048

100

0.028

0.03

0.029

0.054

0.028

0.029

200

0.037

0.018

0.023

0.045

0.021

0.025

300

0.016

0.012

0.013

0.025

0.015

0.014

400

0.034

0.008

0.017

0.045

0.015

0.019

500

0.031

0.006

0.014

0.046

0.005

0.016

Correlated 0.5 Uniform (0,1) ± 0.5Beta (5,1), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.011

0.005

0.002

0.017

0.001

0.002

50

0.029

0.002

0.003

0.022

0.001

0.003

100

0.048

0

0

0.023

0.001

0.001

200

0.099

0

0

0.023

0.000

0

300

0.161

0

0

0.026

0.000

0

400

0.176

0

0

0.016

0.000

0

500

0.218

0

0

0.024

0.001

0

Correlated 0.9 Uniform (0,1) ± 0.1Beta (6,3), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.05

0.036

0.038

0.033

0.044

0.039

50

0.054

0.031

0.047

0.043

0.045

0.044

100

0.044

0.031

0.048

0.05

0.045

0.056

200

0.091

0.034

0.057

0.047

0.058

0.058

300

0.117

0.024

0.054

0.049

0.054

0.05 s8

400

0.097

0.022

0.048

0.048

0.048

0.05

500

0.116

0.014

0.042

0.035

0.043

0.043

Correlated 0.5 Uniform (0,1) ± 0.5Beta (5,1), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.108

0.009

0.016

0.027

0.017

0.016

50

0.298

0.002

0.014

0.025

0.013

0.014

100

0.459

0.002

0.014

0.024

0.016

0.014

200

0.774

0

0.016

0.017

0.022

0.017

300

0.908

0

0.016

0.023

0.023

0.015

400

0.933

0

0.024

0.024

0.029

0.019

500

0.975

0

0.016

0.02

0.032

0.013

  1. Uniform distributions have random correlation matrices. The nominal Type I error rate is 0.05 and the severe inflation of Type I error with simulated error rate > 0.1 is written in bold italic).