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Re: st: SSC for Bonferroni correction - multiple testing?
From
"Roger B. Newson" <[email protected]>
To
[email protected]
Subject
Re: st: SSC for Bonferroni correction - multiple testing?
Date
Sun, 30 Mar 2014 20:49:50 +0100
I would use the -qqvalue- package, downloadable from SSC, which inputs a
variable containing p-values and outtputs a variable containing q-values
(adjusted p-values) from one of a choice of multiple-test procedures,
defaulting to the Bonferroni procedure. To use -qqvalue-, you must have
a dataset with 1 observation per tested parameter and data on P-values
and possibly other parameter attributes. Such a dataset may be created
using the SSC package -parmest-, or may be created manually, using a
spreadsheet. See Newson (2010) to find more about -qqvalue-.
A lot of Stata commands can also produce Bonferroni- and Sidak-corrected
p-values and confidence limits, if requested by the user.
I hope this helps.
Best wishes
Roger
References
Newson RB. Frequentist q-values for multiple-test procedures. The Stata
Journal 2010; 10(4): 568-584. Doownload from
http://www.stata-journal.com/article.html?article=st0209
Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology, Occupational Medicine
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 7594 7931
Email: [email protected]
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page: http://www.imperial.ac.uk/nhli/reomph/
Opinions expressed are those of the author, not of the institution.
On 30/03/2014 20:25, Gwinyai Masukume wrote:
Hi Stata list,
Is there an SSC that automatically gives you the percentage chance of
having at least one false positive and at least one false negative as
you increase or decrease the number of statistical tests done?
With thanks
Gwinyai
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