This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Multiple-test procedures and smile plots

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Roger Newson () (King's College London)
The ALSPAC Study Team (University of Bristol)

Additional information is available for the following registered author(s):

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.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.stata-journal.com/software/sj3-2/st0035/
File Format: text/html
File Function:
Download Restriction: no
File URL: http://www.stata-journal.com/sjpdf.html?articlenum=st0035
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 3 (2003)
Issue (Month): 2 (June)
Pages: 109-132
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:tsj:stataj:v:3:y:2003:i:2:p:109-132

Contact details of provider:
Web page: http://www.stata-journal.com/

Order Information:
Web: http://www.stata-journal.com/subscription.html

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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;

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Roger Newson, 2000. "A program for saving a model fit as a dataset," Stata Technical Bulletin, StataCorp LP, vol. 9(49). [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Roger Newson, 2008. "parmest and extensions," United Kingdom Stata Users' Group Meetings 2008 07, Stata Users Group. [Downloadable!]
Statistics
Access and download statistics

Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-11-22.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.