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Multiple-test procedures and smile plots

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Author Info

  • Roger Newson

    ()
    (King's College London)

  • The ALSPAC Study Team

    (University of Bristol)

Abstract

multproc carries out multiple-test procedures, taking as input a list of p-values and an uncorrected critical p-value, and calculating a corrected overall critical pvalue for rejection of null hypotheses. These procedures define a conÞdence region for a set-valued parameter, namely the set of null hypotheses that are true. They aim to control either the family-wise error rate (FWER) or the false discovery rate (FDR) at a level no greater than the uncorrected critical p-value. smileplot calls multproc and then creates a smile plot, with data points corresponding to estimated parameters, the p-values (on a reverse log scale) on the y-axis, and the parameter estimates (or another variable) on the x-axis. There are y-axis reference lines at the uncorrected and corrected overall critical p-values. The reference line for the corrected overall critical p-value, known as the parapet line, is an informal Òupper confidence limitÓ for the set of null hypotheses that are true and defines a boundary between data mining and data dredging. A smile plot summarizes a set of multiple analyses just as a Cochrane forest plot summarizes a meta-analysis. Copyright 2003 by Stata Corporation.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 3 (2003)
Issue (Month): 2 (June)
Pages: 109-132

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Handle: RePEc:tsj:stataj:v:3:y:2003:i:2:p:109-132

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Related research

Keywords: smile plot; multiple-test procedure; closed testing procedure; data mining; family-wise error rate; false discovery rate; Bonferroni; Sidak; Holm; Holland; Copenhaver; Hochberg; Rom; Simes; Benjamini; Yekutieli; Krieger; Liu;

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References

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  1. Roger Newson, 2000. "A program for saving a model fit as a dataset," Stata Technical Bulletin, StataCorp LP, vol. 9(49).
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Citations

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Cited by:
  1. Roger Newson, 2008. "parmest and extensions," United Kingdom Stata Users' Group Meetings 2008 07, Stata Users Group.
  2. Fink, Günther & McConnell, Margaret & Vollmer, Sebastian, 2011. "Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-477, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  3. Bell, Suzanne & Prata, Ndola & Lahiff, Maureen & Eskenazi, Brenda, 2012. "Civil unrest and birthweight: An exploratory analysis of the 2007/2008 Kenyan Crisis," Social Science & Medicine, Elsevier, vol. 74(9), pages 1324-1330.

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