QQVALUE: Stata module to generate quasi-q-values by inverting multiple-test procedures
Roger B. Newson · RePEc: Research Papers in Economics · 2009
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.