Building up new knowledge about biological systems is the ultimate purpose of microarray experiments, but all such insights have to be built on a solid foundation to be accurate and useful. Proper normalization of data and accurate detection of which genes are regulated are vital to the success of downstream exploration of microarray data. Even for exploratory cluster analyses, the genes that are significantly regulated must be selected beforehand. This task of detecting these genes is a difficult statistical problem; a statistical hypothesis is made for each of tens of thousands of genes tested, but only a small number of replicate arrays are available to test those hypotheses. The statistical methods presented in this study attempt to draw as much information as possible out of a small number of array replicates to determine which genes are likely to be regulated.

It is clear that looking at the measurements of each gene in isolation can produce a test with low statistical power (e.g. using the standard t-test, Fig. 1). To improve statistical power, we can use knowledge about the relationships among the many thousands of points in the arrays. Specifically, we group together spots that have similar standard deviations and then pool together many less accurate estimates of standard deviation into a single, more accurate estimate. Our data also show that the Z-statistics are more precise than either standard or penalized t-statistics for detecting differential gene expression in microarray data. We further demonstrate that pooling standard deviations using the minimum intensity metric produces Z-statistics that are more accurate than the standard t-test, the penalized t-tests, and the average intensity-based Z-statistic.

### Average combined logged intensity (I_{avg}) vs. minimum logged intensity (I_{min}) pooling metric

We evaluated two different intensity-based metrics for pooling standard deviations. There are many reports that the variance is a function of intensity, but the exact shape of this relationship could depend on many factors extrinsic to the biological experiment, such as the array technology being used, the signal-to-noise ratio of the data, the similarity between the two conditions[30], the normalization technique or the background subtraction technique. For this reason, we favor an estimation of the standard deviation using a curve-fitting technique rather than a fixed model based on previous data. Furthermore, when dealing with two-channel arrays, there are two different intensity values associated with each replicated spot. It is possible that the variation is best described as a function of the average intensities of both channels. However, our own experience and many other reports suggest that the highest variances are often seen for low intensity spots. If so, the variance may be better described as a function of the minimum intensity over all the spots.

The data presented here show that the mean residual errors are either equal or lower when using the I_{min} compared to the I_{avg} pooling metric, for every dataset using the Agilent Feature Extraction image processing technique. The subset of Dataset 4 for which this difference is most striking, #3 in Table 1, also has a population of spots with particularly high variance (see Fig. 4). The I_{avg} metric pools these spots together with other spots that have a much lower variance. In contrast, the I_{min} metric moves these spots to the low end of the x-axis, and the curve fit tracks the standard deviation of the spots much better. The noisiest spots on microarrays are often those where at least one channel is "blank", i.e. a noisy, low level of signal that presumably represents no expression. The I_{min} metric is better at grouping such spots together. For datasets with low background levels, there is a smaller difference in the performance of the two pooling metrics.

The trends in the mean residual errors from the unpaired reference sample analysis agree with the results from the direct comparison analyses. This similarity is to be expected, since processing each reference sample condition separately is equivalent to doing a direct comparison between each condition and reference RNA samples. Both pooling metrics generate similar mean residual error values when pooling σ_{μ}, but one dataset is not enough to make any generalizations about which pooling metric will perform best for all paired reference sample datasets. The improved performance of the I_{min} pooling metric is lost when using SPOT processing or combined Agilent foreground and SPOT background image processing, suggesting that these image processing techniques may be more effective at removing noise at low intensities.

The I_{avg} and I_{min} pooling techniques are reproducible to the same degree, since their R^{2} coefficients between Z-statistics from paired datasets (see Table 1) are similar to each other. The I_{min} pooling technique generates slightly more accurate results, as indicated by the greater R^{2} coefficients between Z(I_{min}) and t_{gold} compared to those between Z(I_{avg}) and t_{gold} (see Table 2). This trend holds for all six subsets of Dataset 4.

### The higher accuracy of Z(I_{min})

The Z-statistic calculated using the I_{min} pooling metric provides an improvement in accuracy over the other techniques. The t-statistic derived from datasets with 20 replicates was used as a surrogate "gold standard" since 8 or more replicates can be considered sufficient to give power to the t-statistic [17]. The t-statistic was chosen as the "gold standard" instead of the average logged ratio since the latter does not take variability into account. For each of the six permuted subsets of Datasets 4, the 90^{th} percentile penalized t-statistic, SAM penalized t-statistic, and Z(I_{avg}) had similar R^{2} values when correlated with the "gold standard" t-statistic, although the SAM statistic did perform poorly for the noisiest subset of Dataset 4 (#3 in Table 2) with an R^{2} value of only 0.70. Z(I_{min}), however, consistently produced the highest R^{2} value for each of the six datasets. Since the ratios used in each of these statistics is identical, this result indicates that the standard error generated with the I_{min} technique produces the best correlation with the gold standard t-statistic based on 20 replicates. Although excluding spots with very low intensity could eliminate the difference in performance between the I_{min} and I_{avg} pooling metrics, this approach would make it impossible to detect low-expressed regulated genes, which may be biologically significant.

The Z-statistics from the I_{min} technique do not correlate perfectly with the "gold standard" t-statistic, however. Some disagreement can be expected because the Z(I_{min}) data was based on only three replicate arrays, which contain much less information than the 20 replicates used to calculate the "gold standard" t-statistic. Also the significance estimates calculated using the "gold standard" t-statistic may still contain some inaccuracies, even with 20 replicates. Kerr et al. found this to be true with 12 replicates, where accuracy is reduced if the error distribution for each gene is modeled separately instead of using a pooled estimate [15]. Analyzing the large (N = 20) replicate dataset using robust estimators of ratio and standard deviation may be able to create a more accurate "gold standard" to use for further testing of the Z-statistic or other statistics. Note that we do not employ an explicit permutation-based approach to estimate the false detection rates of the statistics investigated in this study, as in Ref. [16]. Rather than permute gene labels from a small set of arrays to estimate the distribution of expected test statistics, with the availability of the large (N = 23) replicate dataset described herein, we preferred to use this rich source of actual test statistics directly.

### The higher reproducibility of z-statistics

The Z-statistic – calculated with either pooling the I_{min} or I_{avg} pooling metric – provides an appreciable improvement in reproducibility over the average logged ratio alone, the standard t-test and the 90^{th} percentile and SAM penalized t-statistics. Both linear (R^{2}) and non-parametric rank correlation coefficients were highest for the Z-statistic when comparing corresponding spots between three independent pairs of replicate datasets. Also, the standard t-statistic and SAM penalized t-statistic generate linear regression slope coefficients that vary greatly from pair to pair, indicating that their absolute magnitude is not as reproducible as the Z-statistics, whose linear regression slope coefficients are much closer to 1.

The high correlation values and near-unity slope coefficients for the Z-statistic support the hypothesis that pooling the standard deviations of spots with similar intensities provides a stable, precise estimate of the standard deviation. This assumption of a well-estimated standard deviation supports the use of the Gaussian distribution to map the Z-statistic to a p-value. Using only the measured standard deviation, one is forced to use a t-distribution with only 2 degrees of freedom to generate a p-value. This test does not have sufficient power to generate any significantly regulated points; because of the very small number of degrees of freedom, not a single spot seen in Fig. 1a is found to be significant after multiple test correction. In contrast, even after a conservative multiple test correction that makes the cutoff for statistical significance much more stringent, many spots are found significant using the Z-statistic. The penalized t-statistics do not produce a stable estimate of the standard deviation with these data, perhaps because the constant added to the denominator of the test statistic showed a large variation between replicate datasets. Therefore they cannot be mapped to a p-value in a reproducible manner.

### Outlier detection

One limitation of using a pooled standard deviation is that for a spot with replicate ratios that include one or more outliers, the appropriately high measured standard deviation will be replaced by an inappropriately low pooled standard deviation. This substitution could produce a false positive result. We have sought to minimize this limitation by implementing an overlying outlier detection algorithm. (For other implementations of outlier detection, see Ref. [26, 30].) The algorithm in this study uses the measured standard deviation instead of the pooled standard deviation for spots for which the pooling model may not hold. These spots are identified as ones for which residual error σ–σ' is positive and greater than twice the standard deviation of the positive residual errors.

The measured standard deviations for these outlier points are valid sample measurements of the variance process and should be used to calculate the pooled standard deviations for spots with similar intensities. These ratio measurements, however, are too widely varying for one to have the same confidence in the average ratio as one would have for other spots; thus, it is appropriate to substitute the measured standard deviation for the pooled standard deviation in these cases. Fig. 7c,7d, which highlight outlier spots on a plot of the Z(I_{min}) vs. the "gold standard" t-statistic for Dataset 4b, show that this outlier detection technique correctly detects many of the presumably false positive spots that have a high Z-statistic and low t_{gold} value. The plots also show some false positive spots that are not detected through this algorithm, as well as a few spots that become false negatives after outlier detection. Other, more complex outlier detection algorithms may perform better, and should be explored. A simple modification to the current algorithm, using local instead of global estimates of the standard deviation of the residual error, may improve outlier detection. Alternative implementations include modifying the pooling window shape to give more weight to a spot's measured standard deviation or that of its nearest neighbors by intensity. Strictly speaking, the p-values for outlier spots should be calculated using a t-distribution instead of a Gaussian distribution since the measured standard deviation is being used. We have shown, however, that with 3 replicates, no spots in our datasets can be found statistically significant using the t-test and strict multiple test correction. In order to preserve detection of spots, we continue to use the Gaussian distribution to convert outlier Z-statistics to p-values, which may slightly increase the false positive rate for spots detected as outliers. In practice, however, such spots are rarely found to be significantly regulated.

### Unpaired vs. paired analysis for reference sample experiments

Finally, we have extended our algorithms to apply to data from a reference sample experimental design. This design gives one the flexibility to compare many different conditions to one another, but the trade-off is a loss in precision. In theory, using a reference sample design instead of a direct comparison design should increase the variance by a factor of 2. This increase has in fact been observed in practice [33].

The paired analysis method can reduce the measured variation in a reference sample design. The linear regression slope coefficients in Table 1 indicate that the Z-statistic values using the paired analysis are higher than the unpaired Z-statistic values. Thus, the paired difference of logged ratios, μ, is less variable than the independent logged ratios, M_{X} and M_{Y}. This observation suggests that the effects of biological or analytical variation from replicate to replicate can be reduced if comparisons are made between paired samples. Whether this reduction is due to using paired biological samples or paired array processing dates [34] is still an open question, and probably will be context-dependent. Although it may not always be practical, it would be beneficial for investigators to design reference sample experiments to be performed in parallel whenever possible to take advantage of the lower standard deviations produced by paired analysis.

### Finding the optimal statistical test

Several areas remain for further refinement of our implementation of pooling-based statistical analysis of microarray data. Currently, the standard deviation is pooled using a simple moving rectangular window of 501 spots, but other window sizes and shapes may improve performance slightly. More generally, we have not explicitly compared the moving average estimator with the spline-fit or loess-based techniques to estimate the standard deviation used in other studies (see Background). While we expect performance to be similar, further testing may reveal an advantage.

Following Ref. [35], we do not try to estimate the dye-specific bias of individual spots or genes (i.e., dye-gene interaction) in order to preserve degrees of freedom needed to estimate the variance. Informally we noted that dye bias in some spots produced high measured variances that caused those spots to be considered non-significant outliers. A post-hoc test to warn of potential dye bias of individual spots may be appropriate for small numbers of array replicates (e.g. N = 3), especially if the experimental design is unbalanced (i.e., the number of dye-swapped and unswapped arrays is not equal).

Note that this study only considered statistics of the general form (ratio) / (standard deviation). ANOVA models that consider the variance as intensity-dependent, as seen in Ref. [15, 25], can be seen as an extension of this concept. An ANOVA framework, however, also allows for a more complicated experimental model that can incorporate normalization and multiple biological conditions. Pooling standard deviations as a function of minimum intensity instead of average intensity may benefit such models. Permutation tests can also be used to detect regulated genes, and are known to be robust to outliers but can have low power for small N. Xu et al. found a permutation test to be equally or less accurate than parametric methods in ranking genes [36]. Bayesian analysis can also be applied to microarray data [13, 20, 21], and may be useful in this context to draw more information out of the distribution of intensities and ratios in the data.

In this study, data is first normalized, and then detection of regulated genes is performed in a separate step. In contrast, other approaches incorporate normalization and statistical inference into a unified model [29, 35]. Furthermore, the options for normalizing the data are numerous, including algorithms based on local regression (loess) [7], splines [37], a constant shift [15], or more exotic transforms that tend to remove the intensity dependence of the variance [38]. Increased attention to the low-level details of scanning and image processing may also improve accuracy [22, 33, 39], while at the same time potentially changing the intensity dependence of the variance. It remains to be seen how the techniques used for normalization or variance-stabilizing transforms will impact the accuracy and precision of regulated gene detection. In addition, we are concerned that some of these transforms may create a systematic bias for or against genes of low intensity (e.g., [40]).

### Test performance can depend on data characteristics

Although many datasets have a variance that is intensity-dependent [12, 15, 21–26], some studies have analyzed datasets whose variance characteristics are not strongly intensity-dependent (e.g., [35]). In general, we have experienced that microarray datasets with a low background relative to signal, loess-based normalization, and conservative background subtraction (e.g. SPOT Image Processing) produce standard deviations that are not strongly intensity-dependent. In this context, the differences between the I_{min} and I_{avg} metrics disappear. In fact, for data with unusually low noise, the standard deviations is nearly constant across all spots and all of the statistical tests considered in this paper, even simply the average logged ratio, tend to converge. This observation is not unexpected; as the standard deviations converge to the same value, the denominator of the test statistics will become constant, leaving the test statistics simply proportional to the ratio. We would recommend finding a normalization [7, 29, 33, 37] and background subtraction technique [22, 32, 39] that produces low, intensity-independent standard deviations. Applying variance stabilizing transforms may eliminate the intensity dependence of the standard deviation [38], but might also reduce statistical power or bias the test toward spots of certain intensities. It cannot be predicted in advance whether all intensity dependence of the variation will be removed, so we continue to use the more robust statistic Z(I_{min}) for all of our datasets. Furthermore, in situations where changing the background subtraction or normalization technique is not possible because the original data is not available, using a more robust statistic like Z(I_{min}) will be advantageous.

While the pooling techniques described herein can compensate for intensity-dependent variation, this intensity dependence can be minimized or exaggerated by different normalization techniques and background subtraction techniques. These techniques may have subtle effects on the power to detect regulated genes at different intensities, perhaps creating bias for or against detection of low-expressed genes. For this reason, until the most sensitive and unbiased normalization and background subtraction methods are optimized for each microarray system, we would encourage creators of microarray data archives to preserve unnormalized intensity and background data, and the original image data when possible.

Of the many useful tests used to detect regulated genes from a small number of microarray replicates, we see the intensity-based variance estimation and Z-statistic described in this study to be a good combination of simplicity, robustness, precision, and accuracy. This technique allows meaningful p-values to be added to a list of regulated genes. With this assessment of statistical significance, an investigator can proceed to focus on genes that are most likely to be regulated.