I have done 350 independent tests. I need to correct them for the multiple comparisons. I am using the Benjamini-Hochberg (BH) procedure to control FDR. However choosing the Q (the level at which we want to control the FDR) beforehand could be restrictive (say e.g. I find no discovery for Q=0.05 and 40 for Q=0.1: it would be nice tell something about those 36 supposedly true discoveries made with Q=0.1 instead of reporting no discovery).
I have two questions:
If I'm doing an exploratory analysis, is it a wrong procedure to have a look at the number of discoveries for varying levels of Q instead of fixing it a priori? If I then need to choose just one Q value I may choose, e.g. the more conservative one that still gives me some true discovery or the one that gives the maximum number of true discovery, etc.
Am I doing again multiple comparisons in checking different levels of Q? I don't think so since I'm actually not testing new hypothesis but just controlling the FDR to different levels: the original hypothesis keep untouched, what is changed are the criteria in the BH procedure.