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QQVALUE: Stata module to generate quasi-q-values by inverting multiple-test procedures

Author

Listed:
  • Roger Newson

    (King's College London)

Programming Language

Stata

Abstract

qqvalue is similar to the R package p.adjust. It inputs a single variable, assumed to contain P-values calculated for multiple comparisons, in a dataset with 1 observation per comparison. It outputs a new variable, containing the quasi-q-values corresponding to these P-values, calculated by inverting a multiple-test procedure specified by the user. These quasi-q-values represent, for each corresponding P-value, the minimum uncorrected P-value threshold for which that P-value would be in the discovery set, assuming that the specified multiple-test procedure was used on the same set of input P-values to generate a corrected P-value threshold. These minimum uncorrected P-value thresholds may represent familywise error rates or false discovery rates, depending on the procedure used. Optionally, qqvalue may output other variables, containing the various intermediate results used in calculating the quasi-q-values. The multiple-test procedures available for qqvalue are a subset of those available using the multproc module of the smileplot package, which can be downloaded from SSC.

Suggested Citation

  • Roger Newson, 2009. "QQVALUE: Stata module to generate quasi-q-values by inverting multiple-test procedures," Statistical Software Components S457100, Boston College Department of Economics, revised 22 Nov 2020.
    • Handle: RePEc:boc:bocode:s457100
    Note: This module should be installed from within Stata by typing "ssc install qqvalue". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/q/qqvalue.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/q/qqvalue.sthlp
    File Function: help file
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