Controlling the False Discovery Rate: A New Application to Account for Multiple and Dependent Tests in Local Statistics of Spatial Association

Abstract

Assessing the significance of multiple and dependent comparisons is an important, and often ignored, issue that becomes more critical as the size of data sets increases. If not accounted for, false‐positive differences are very likely to be identified. The need to address this issue has led to the development of a myriad of procedures to account for multiple testing. The simplest and most widely used technique is the Bonferroni method, which controls the probability that a true null hypothesis is incorrectly rejected. However, it is a very conservative procedure. As a result, the larger the data set the greater the chances that truly significant differences will be missed. In 1995, a new criterion, the false discovery rate (FDR), was proposed to control the proportion of false declarations of significance among those individual deviations from null hypotheses considered to be significant. It is more powerful than all previously proposed methods. Multiple and dependent comparisons are also fundamental in spatial analysis. As the number of locations increases, assessing the significance of local statistics of spatial association becomes a complex matter. In this article we use empirical and simulated data to evaluate the use of the FDR approach in appraising the occurrence of clusters detected by local indicators of spatial association. Results show a significant gain in identification of meaningful clusters when controlling the FDR, in comparison to more conservative approaches. When no control is adopted, false clusters are likely to be identified. If a conservative approach is used, clusters are only partially identified and true clusters are largely missed. In contrast, when the FDR approach is adopted, clusters are fully identified. Incorporating a correction for spatial dependence to conservative methods improves the results, but not enough to match those obtained by the FDR approach.