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Fast approximation of small p†values in permutation tests by partitioning the permutations

Author

Listed:
  • Brian D. Segal
  • Thomas Braun
  • Michael R. Elliott
  • Hui Jiang

Abstract

Researchers in genetics and other life sciences commonly use permutation tests to evaluate differences between groups. Permutation tests have desirable properties, including exactness if data are exchangeable, and are applicable even when the distribution of the test statistic is analytically intractable. However, permutation tests can be computationally intensive. We propose both an asymptotic approximation and a resampling algorithm for quickly estimating small permutation p†values (e.g.,

Suggested Citation

  • Brian D. Segal & Thomas Braun & Michael R. Elliott & Hui Jiang, 2018. "Fast approximation of small p†values in permutation tests by partitioning the permutations," Biometrics, The International Biometric Society, vol. 74(1), pages 196-206, March.
    • Handle: RePEc:bla:biomet:v:74:y:2018:i:1:p:196-206
    DOI: 10.1111/biom.12731
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    References listed on IDEAS

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    1. Zhang, Yu & Liu, Jun S., 2011. "Fast and Accurate Approximation to Significance Tests in Genome-Wide Association Studies," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 846-857.
    2. Hui Jiang & Julia Salzman, 2012. "Statistical properties of an early stopping rule for resampling-based multiple testing," Biometrika, Biometrika Trust, vol. 99(4), pages 973-980.
    3. Liang, Faming & Liu, Chuanhai & Carroll, Raymond J., 2007. "Stochastic Approximation in Monte Carlo Computation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 305-320, March.
    4. Janssen, Arnold, 1997. "Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 9-21, November.
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    Cited by:

    1. Shi Yang & Shi Weiping & Wang Mengqiao & Lee Ji-Hyun & Kang Huining & Jiang Hui, 2023. "Accurate and fast small p-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 22(1), pages 1-22, January.

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