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

Roger Newson

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 10.0
Keywords: multiple tests; p-values; q-values (search for similar items in EconPapers)
Date: 2009-12-09, Revised 2020-11-22
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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http://fmwww.bc.edu/repec/bocode/q/qqvalue.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qqvalue.sthlp help file (text/plain)

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