 Methodology article
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Importance of presenting the variability of the false discovery rate control
BMC Genetics volume 16, Article number: 97 (2015)
Abstract
Background
Multiple hypothesis testing is a pervasive problem in genomic data analysis. The conventional Bonferroni method which controls the familywise error rate is conservative and with low power. The current paradigm is to control the false discovery rate.
Results
We characterize the variability of the false discovery rate indices (local false discovery rates, qvalue and false discovery proportion) using the bootstrapped method. A colon cancer geneexpression data and a visual refractive errors genomewide association study data are analyzed as demonstration. We found a high variability in false discovery rate controls for typical genomic studies.
Conclusions
We advise researchers to present the bootstrapped standard errors alongside with the false discovery rate indices.
Background
DNA microarray technology allows researchers to perform genomewide screening and monitoring of expression levels for hundreds and thousands of genes simultaneously. The problem of multiple hypothesis testing arises when one compares a large number of genes between different groups (e.g., between breast cancer patients and healthy controls) [1]. In this context, the conventional Bonferroni method which controls the familywise error rate is conservative and with low power. The current paradigm is to control the false discovery rate (FDR, the expected proportion of false positives among the rejected hypotheses) [2]. From a practicing epidemiologist’s viewpoint, the procedure is simple: input the Pvalues for the genes into an FDR software, get the output of the corresponding qvalues [3], and then declare a gene significant if its qvalue is less than or equal to 0.05. This supposedly ensures the FDR to be controlled at 5 % level.
If there are a total of r genes found to be significant using the above procedure, most researchers will reckon that the false positive genes among them would be no more than 0.05 × r. An interpretation such as these can be perilous. In fact, there are three levels of variations attached to any FDR control. The first level is the variation between the ‘local FDRs’. A local FDR for a gene is the probability of being false positive specifically for that gene [4–7]. The average local FDR of the r significant genes being 0.05 does not imply that all of them have a local FDR of 0.05. The second level of variation comes from the random errors in the estimation of the qvalues themselves, which in turn relies on the empirical distribution function of the Pvalues. The fewer the genes are, the less stable the empirical distribution function is, and the more variable the estimated qvalues will be. Finally, the total number of false positives by itself is a random variable. Its expected value being 0.05 × r does not guarantee that the actual number should be it.
In this paper, we use bootstrap method to characterize the variability of FDR control. A colon cancer geneexpression data [8] and a visual refractive errors genomewide association study data [9] will be analyzed for demonstrations.
Methods
Assume that there are a total m genes under study with Pvalues of p _{ i }, i = 1,…,m. From these, we calculate the local FDRs [4–7] and the qvalues [3]: fdr_{ i } and q _{ i }, for i = 1,…,m, respectively, using false discovery rate analysis package in R, such as fdrtool (specifying statistic = “pvalue”, plot = FALSE). Assume that among them there are a total of r (r > 0) genes with qvalues at most as large as 0.05. We declare those genes significant with FDR controlled at 5 % level, and put them in an S set: S = {i : q _{ i } ≤ 0.05}.
As the unit of analysis for an FDR control is a Pvalue rather than a study subject, we propose a Pvaluebased bootstrap method to characterize the variability of FDR control. Whereas the usual bootstrap method samples with replacement of the study subjects, our Pvaluebased bootstrap method samples with replacement directly of the Pvalues. This is computationally much more efficient, because the Pvalues in our method do not need to be recomputed from scratch for each bootstrapped sample as in the usual studysubjectbased bootstrapping.
To be precise, the j th gene of a bootstrapped sample is G _{ j } = [m × U + 1], where U is the uniform(0,1) distribution and [x] returns the largest integer not exceeding x. It has a Pvalue of \({p}_j^{*}={p}_{G_j}.\) From this new set of Pvalues: p ^{*}_{ j } for j = 1,…,m., we calculate a new set of local FDRs: fdr ^{*}_{ j } for j = 1,…,m. Note a star is superscripted to avoid confusion.
There is no guarantee that each and every gene in the original data will be represented in the bootstrapped sample. Put those ‘missing’ genes in a set: M = {i : i ≠ G _{ j } for j = 1, …, m}. For an i ∉ M, we simply let its bootstrapped local FDR (superscripted B) be fdr ^{B}_{ i ∉ M} = fdr ^{*}_{ j } , where j is any value satisfying G _{ j }=i. For an i ∈ M, we use linear interpolation to estimate its bootstrapped local FDR. First, we find its left and right ‘flanking’ genes. The left flanking genes are those that have the largest Pvalue (but no larger than p _{ i }) in the bootstrapped sample, that is, the set: \(\mathrm{L}=\left\{j:{p}_j^{*}=\underset{p_k^{*}\le {p}_i}{ \max}\left({p}_k^{*}\right)\right\}\). The right flanking genes are those that have the smallest Pvalue (but no smaller than p _{ i }) in the bootstrapped sample, that is, the set: \(\mathrm{R}=\left\{j:{p}_j^{*}=\underset{p_k^{*}\ge {p}_i}{ \min}\left({p}_k^{*}\right)\right\}\). If L is nonempty, we randomly pick one member in it, say u, and let p _{ L } = p ^{*}_{ u } and fdr_{ L } = fdr ^{*}_{ u } . If L is empty, we let p _{ L } = fdr_{ L } = 0. If R is nonempty, we randomly pick one member in it, say v, and let p _{ R } = p ^{*}_{ v } and fdr_{ R } = fdr ^{*}_{ v } . If R is empty, we let p _{ L } = fdr_{ L } = 1. Now we can use the linear interpolation. If p _{ L } ≠ p _{ R }, the bootstrapped local FDR for this i ∈ M is \({\mathrm{fd}\mathrm{r}}_{i\in \mathrm{M}}^{\mathrm{B}}=\frac{\mathrm{fd}{\mathrm{r}}_R\times \left({p}_k{p}_L\right)+\mathrm{f}\mathrm{d}{\mathrm{r}}_L\times \left({p}_R{p}_k\right)}{p_R{p}_L}\). If p _{ L } = p _{ R }, we let fdr ^{B}_{ i ∈ M} = fdr_{ R } (fdr_{ L } = fdr_{ R } in this situation anyway).
In a bootstrapped sample, we calculate the bootstrapped qvalue by simply averaging the bootstrapped local FDRs pertaining to the r significant genes, that is, \({q}^{\mathrm{B}}=\frac{1}{r}\times {\displaystyle \sum_{i\in \mathrm{S}}{\mathrm{fdr}}_i^{\mathrm{B}}}\). Next, we simulate a binary ‘false discovery indicator’ (1: false positive; 0: true positive) for each and every significant gene. The simulation is done according to an independent Bernoulli distribution with the corresponding bootstrapped local FDR as the parameter. The bootstrapped total number of false positives is then simply the summation of these false discovery indicators, and the bootstrapped false discovery proportion (FDP), that number divided by r, that is, \({\mathrm{FDP}}^{\mathrm{B}}=\frac{1}{r}\times {\displaystyle \sum_{i\in \mathrm{S}} Bernoulli\left({\mathrm{fdr}}_i^{\mathrm{B}}\right)}\). Note that of the r significant genes, the q ^{B} is the average bootstrapped false discovery probability, and the FDP^{B}, the bootstrapped proportion of false positives.
A total of 10,000 bootstrapped samples were generated to estimate the bootstrapped standard errors for the local FDRs, qvalue and FDP, respectively. For independent genes, the 95 % bootstrapped percentile confidence intervals for local FDR and qvalue at various Pvalue cutoffs can maintain the coverage probabilities close to the nominal value of 0.95, but for correlated genes, the coverage is below 0.95 (Additional file 1). In practice, it is difficult to tell whether the genes under study are independent of one another or are correlated. Therefore, the bootstrapped standard errors presented in this paper should better be regarded as lower bounds of the variability of the FDR control.
Results
The colon cancer data of Alon et al. [8] contains the gene expression measurements of 2000 genes for 62 samples including 40 colon cancer tissue samples and 22 normal tissue samples. The Pvalue of each gene is calculated by Student’s ttest. A total of 95 significant differentially expressed genes are found with FDR controlled at 5 % level. Figure 1a shows the local FDRs. We see that their local FDR values are not all controlled at 0.05. A total of 43 significant genes have local FDR values larger than 0.05, and the largest one is 0.10. Using the bootstrap method, we can gauge the variability of the FDR control. We see that the largest bootstrapped standard error for the local FDRs is 0.017 (Fig. 1a). The bootstrapped standard error for the qvalue is 0.006, and for the FDP, an upward of 0.023 (Table 1).
The visual refractive errors data of Stambolian et al. [9] consists of genomewide association studies for 7280 samples from five cohorts. We choose the data from chromosome 14 which is composed of 84,536 single nucleotide polymorphisms (SNPs). The Pvalue of each SNP is calculated from metaanalysis of five cohorts. There are ten significant SNPs detected with FDR controlled at 5 % level. Figure 1b shows the local FDRs. Although most of their local FDR values are near 0.05, the largest one is 0.18 which is a far cry from a FDR control of 5 %. Using the bootstrap method, we find the variability of the FDR control in this data to be even greater than that in the colon cancer data. For the local FDRs, the largest bootstrapped standard error can be as large as 0.089 (Fig. 1b). For qvalue and FDP, their bootstrapped standard errors are up to 0.027 and 0.083, respectively (Table 1).
Discussion
Previous researchers [10–12] studied the variability of FDR control using computer simulation and found a number of factors associated with high variability: small sample size, small total number of genes, large correlation among the genes, and low signal prevalence/strength for the genes, etc. These researchers investigated one factor at a time. In real practice however, we need to gauge the overall effect of multiple factors. In this study, we propose a simple bootstrap method to characterize the three levels of variations (local FDRs, qvalue, and FDP) associated with an FDR control. A smallscale simulation in Additional file 2 shows that the results of the present method are in agreement with the previous computer simulation studies. However, the present method is completely datadriven, requiring no a priori knowledge about which factor(s) might influence the variability and by how much. Using a simple bootstrap procedure, the methods automatically takes into account all factors that may influence the variability of FDR control. Additional file 3 presents handy R codes for implementing the method.
In this study, we found the variability in FDR controls to be quite large for the colon cancer gene expression and the visual refractive errors genomewide association study data. [The computersimulation methods of Gold et al. [10], Green and Diggle [11], and Zhang and Coombes [12] cannot be directly applied to these datasets for comparisons, because their methods require extra information beyond the data at hand.] We also found a potential danger in using the qvalue to infer significance. Take the visual refractive errors data as an example. Using the criterion of q ≤0.05, a total of ten significant SNPs can be detected. However, one of them actually has a local FDR as large as 0.18. Clearly, it is too liberal to declare a SNP with such high rate of false positive to be significant. If the significance of a particular gene is at issue, naturally we must turn to its local FDR (and the associated bootstrapped standard error), rather than its qvalue. Only when a gene has a very low local FDR value, can it be pretty safe to declare that gene significant, for example, when its local FDR value plus two standard errors is still lower than 0.05.
Conclusions
This study demonstrates the high variability in FDR controls for typical genomic studies. To avoid overinterpretations, researchers are advised to present the associated bootstrapped standard errors alongside with the FDR indices of local FDRs, qvalue and FDP.
Abbreviations
 FDR:

False discovery rate
 FDP:

False discovery proportion
 SNP:

Single nucleotide polymorphism
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Acknowledgement
This paper is partly supported by grants from Ministry of Science and Technology, Taiwan (NSC 1022628B002036MY3) and National Taiwan University, Taiwan (NTUCESRP102R76228). No additional external funding received for this study. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.
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Authors’ contributions
YTL carried out computer simulation and data analysis, and drafted the manuscript. WCL conceived of the study, and participated in its design and coordination and helped to draft the manuscript. Both authors read and approved the final manuscript.
Additional files
Additional file 1:
A simulation study for coverage probabilities. (DOC 46 kb)
Additional file 2:
A simulation study for standard errors. (DOCX 20 kb)
Additional file 3:
R codes. (DOC 30 kb)
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Lin, YT., Lee, WC. Importance of presenting the variability of the false discovery rate control. BMC Genet 16, 97 (2015). https://doi.org/10.1186/s128630150259z
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Keywords
 Multiple testing
 False discovery rate
 Bootstrap