Selective Inference for Hierarchical Clustering

J Am Stat Assoc. 2024;119(545):332-342. doi: 10.1080/01621459.2022.2116331. Epub 2022 Oct 11.

Abstract

Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I error rate. Notably, this problem persists even if two separate and independent data sets are used to define the groups and to test for a difference in their means. To address this problem, in this paper, we propose a selective inference approach to test for a difference in means between two clusters. Our procedure controls the selective type I error rate by accounting for the fact that the choice of null hypothesis was made based on the data. We describe how to efficiently compute exact p-values for clusters obtained using agglomerative hierarchical clustering with many commonly-used linkages. We apply our method to simulated data and to single-cell RNA-sequencing data.

Keywords: difference in means; hypothesis testing; post-selection inference; type I error.