Re: st: RE: RE: write all the p values from correlations into a table

[Roger Newson <r.newson@imperial.ac.uk>]

Sometimes there are good reasons for collecting multiple P-values, as in 
a whole-genome association study (WGAS). However, it is important to 
admit that you are collecting multiple P-values, and to use a sensible 
multiple-test procedure to define a discovery set of "significant" 
P-values which is still convincing, in spite of the huge number of 
P-values. (And this discovery set should still be written up for 
publication if it is found to be empty, as would have happened with 
Tony's example.)

The -qqvalue- and -smileplot- packages, downloadable from SSC, implement 
a large number of multiple-test procedures. The issues involved are 
discussed at length in Newson et al. (2003), Newson (2003) and Newson 
(2010).

I hope this helps.

Best wishes

Roger

References

Newson, R. and the ALSPAC Study Team.  2003.  Multiple-test procedures 
and smile plots.  The Stata Journal 3(2): 109-132.  Download from THe 
Stata Journal website at
http://www.stata-journal.com/article.html?article=st0035

Newson R. Multiple test procedures and smile plots. Presented at the 9th 
UK Stata User Meeting, 19-20 May, 2003. Download presentation from
http://ideas.repec.org/p/boc/usug03/16.html

Newson, R. B. Post-parmest peripherals: fvregen, invcise, and qqvalue. 
Presented at the 16th UK Stata User Meeting, 9-10 September, 2010. 
Download from
http://www.imperial.ac.uk/nhli/r.newson/usergp.htm#uk2010


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 14/09/2010 18:34, Lachenbruch, Peter wrote:
> I strongly disagree with the philosophy of looking at 600 p-values (and most likely picking off the largest ones).  This is poor statistics and poor science.  Please read something on multiplicity and why this is bad news.
>
> A recent paper in the Lancet showed that eating cereal in the first trimester increased the probability of a male baby to 0.55.  They had done 262 tests on various diets and found the most significant one.  A plot of the p-values (done by a critic of the paper) showed a perfect straight line when comparing the p-values with a line of slope 1.
>
> I strongly suggest you abandon this approach.
>
> Tony
>
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
> Sent: Tuesday, September 14, 2010 10:20 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: write all the p values from correlations into a table
>
>
> <>
>
> ***********
> capt which estout
> if _rc ssc inst estout
>
> sysuse auto, clear
> qui ds, has(type numeric)
> qui estpost cor `r(varlist)', mat
>
> //show matrix of p-values
> mat l e(p)
> ***********
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of helen bian
> Sent: Dienstag, 14. September 2010 18:17
> To: statalist@hsphsun2.harvard.edu
> Subject: st: write all the p values from correlations into a table
>
> Dear All,
>
> I want to record the p values only for the correlation between more
> than 600 variables.
> It is very difficult to record all the p values by the following command
> > pwcorr v1 v2, sig
>
> Does anyone know how to record it automatically? Any advice will be
> very much approciated.
>
> Many thanks,
> Helen
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