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Frequentist q-values for multiple-test procedures

Listed author(s):
  • Roger B. Newson


    (National Heart and Lung Institute, Imperial College London)

Multiple-test procedures are increasingly important as technology in- creases scientists’ ability to make large numbers of multiple measurements, as they do in genome scans. Multiple-test procedures were originally defined to input a vector of input p-values and an uncorrected critical p-value, interpreted as a fami- lywise error rate or a false discovery rate, and to output a corrected critical p-value and a discovery set, defined as the subset of input p-values that are at or below the corrected critical p-value. A range of multiple-test procedures is implemented us- ing the smileplot package in Stata (Newson and the ALSPAC Study Team 2003, Stata Journal 3: 109–132; 2010, Stata Journal 10: 691–692). The qqvalue com- mand uses an alternative formulation of multiple-test procedures, which is also used by the R function p.adjust. qqvalue inputs a variable of p-values and out- puts a variable of q-values that are equal in each observation to the minimum familywise error rate or false discovery rate that would result in the inclusion of the corresponding p-value in the discovery set if the specified multiple-test pro- cedure was applied to the full set of input p-values. Formulas and examples are presented. Copyright 2010 by StataCorp LP.

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Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 10 (2010)
Issue (Month): 4 (December)
Pages: 568-584

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Handle: RePEc:tsj:stataj:v:10:y:2010:i:4:p:568-584
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  1. Roger Newson & The ALSPAC Study Team, 2003. "Multiple-test procedures and smile plots," Stata Journal, StataCorp LP, vol. 3(2), pages 109-132, June.
  2. Roger Newson, 2003. "Confidence intervals and p-values for delivery to the end user," Stata Journal, StataCorp LP, vol. 3(3), pages 245-269, September.
  3. Christopher Genovese & Larry Wasserman, 2002. "Operating characteristics and extensions of the false discovery rate procedure," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 499-517.
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