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I have 3 lists of significant hits (p-value < 0.05). I also adjusted for multiple comparison problem and added q-values to each list. These 3 lists (hits) also partially overlap. For the hits that overlap I was wondering if it makes sense to average the q-value? So, for instance,

Hit X (List1): pval=0.004, qval=0.0045

Hit X (List2): pval=0.0006, qval=0.0006

Hit X (List3): pval=0.02, qval=0.04

Therefore, to summarize my findings I would add to "Hit X" an average q-val of (0.0045+0.0006+0.04)/3 = 0.0150.

Not sure if that makes sense though?

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What are you talking about? What are "significant hits"? What are q-values? What are you trying to find out? Please read How to ask a statistics question – Peter Flom Oct 17 '12 at 10:17
I thought this is a statistic community and I therefore assumed people know at least what's a p- and a q-value? And of course a significant hit? – user969113 Oct 17 '12 at 10:20
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I've been a statistician for many years and I don't have any idea what you are talking about. I Googled q-value and found that it is the minimum false discovery rate; the only other time I've heard of q value it was (1-p) where p is a probability. "Significant hit" is completely opaque. Googling "significant hit" and "statistics" yields stuff about popularity and about baseball. – Peter Flom Oct 17 '12 at 10:27

1 Answer

I'll begin with a question: how are calculating the false discovery rate (FDR)? In a standard Benjamini Hochberg adjustment, you assume independence between tests. Therefore, your assertion that they partially overlap would suggest that you should avoid using the standard Benjamini Hochberg adjustment. Instead you need to adjust without the assumption of independence between tests. To do this you would you use the general case of the FDR:

$FDR \le \frac{{{m_0}}}{m}q\left( {1 + \frac{1}{2} + \frac{1}{3} + ... + \frac{1}{m}} \right) \approx \frac{{{m_0}}}{m}q\log \left( m \right)$

From there, there is now no need to take an average of p-values or of q-values. The whole idea of the multiple testing correction is that you do the correction and then rank your significant hits. I don't see why you would want to average them.

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Actually combining p_values can be a way to address multiplicity - at least for strictly independent p_values. This is a very technical paper on combining p-values www-stat.stanford.edu/~owen/reports/AOS697.pdf - believe combining dependent p_values is still poorly understood. – phaneron Oct 17 '12 at 14:51

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