False Coverage Rate
The False coverage rate (FCR) is the FDR equivalent to the idea of confidence interval. FCR indicates the average rate of false coverage, namely, not covering the true parameters, among the selected intervals. The FCR gives a simultaneous coverage at a level for all of the parameters considered in the problem. Intervals with simultaneous coverage probability 1−q can control the FCR to be bounded by q. There are many FCR procedures such as: Bonferroni-Selected–Bonferroni-Adjusted, Adjusted BH-Selected CIs (Benjamini and Yekutieli (2005)), Bayes FCR (Yekutieli (2008)), and other Bayes methods. The incentive of choosing one procedure over another is the length of the CI we will want it to be narrow as possible while controlling the FCR.
Read more about this topic: False Discovery Rate
Famous quotes containing the words false and/or rate:
“Rhyme, the rack of finest wits,
That expresseth but by fits
True conceit,
Spoiling senses of their treasure,
Cozening judgment with a measure,
But false weight;
Wresting words from their true calling;
Propping verse for fear of falling
To the ground;
Jointing syllables, drowning letters,
Fastening vowels, as with fetters
They were bound!”
—Ben Jonson (1572–1637)
“We honor motherhood with glowing sentimentality, but we don’t rate it high on the scale of creative occupations.”
—Leontine Young (20th century)