Brunsdon, Chris and Charlton, Martin (2011) An assessment of the effectiveness of multiple hypothesis testing for geographical anomaly detection. Environment and Planning B: Planning and Design, 38 (2). pp. 216-230. ISSN 0265-8135
Preview
MC_anomaly detection.pdf
Download (3MB) | Preview
Abstract
The practice of multiple significance testing is reviewed, and an alternative to the frequently
used Bonferroni correction is considered. Rather than controlling the family-wise error rate (FWER)
ˆ
the probability of a false positive in
any
of the significance tests
ˆ
this alternative due to Benjamini
and Hochberg controls the false discovery rate (FDR). This is the proportion of tests reporting a
significant result that are actually `false alarms'. The methods (and some variants) are demonstrated
on a procedure to detect clusters of full-time unpaid carers based on UK census data, and are also
assessed using simulation. Simulation results show that the FDR-based corrections are typically more
powerful than FWER-based ones, and also that the degree of conservatism in FWER-based proce-
dures is quite extreme, to the extent that the standard Bonferroni procedure intended to constrain the
FWER to be below 0.05 actually has a FWER of around
6 X 10 -5
. We conclude that in situations
where one is scanning for anomalies, the extreme conservatism of FWER-based approaches results in
a lack of power, and that FDR-based approaches are more appropriate
Item Type: | Article |
---|---|
Keywords: | multiple hypothesis testing; geographical anomaly detection; |
Academic Unit: | Faculty of Science and Engineering > Research Institutes > National Centre for Geocomputation, NCG |
Item ID: | 5757 |
Identification Number: | 10.1068/b36093 |
Depositing User: | Martin Charlton |
Date Deposited: | 02 Feb 2015 17:24 |
Journal or Publication Title: | Environment and Planning B: Planning and Design |
Publisher: | Pion |
Refereed: | Yes |
Related URLs: | |
URI: | https://mu.eprints-hosting.org/id/eprint/5757 |
Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
Repository Staff Only (login required)
Downloads
Downloads per month over past year