# Tag Info

Accepted

### FPR (false positive rate) vs FDR (false discovery rate)

I'm going to explain these in a few different ways because it helped me understand it. Let's take a specific example. You are doing a test for a disease on a group of people. Now let's define some ...
• 18.8k
Accepted

### What's the formula for the Benjamini-Hochberg adjusted p-value?

The famous seminal Benjamini & Hochberg (1995) paper described the procedure for accepting/rejecting hypotheses based on adjusting the alpha levels. This procedure has a straightforward equivalent ...
• 106k

### The meaning of "positive dependency" as a condition to use the usual method for FDR control

From your question and in particular your comments to other answers, it seems to me that you are mainly confused about the "big picture" here: namely, what does "positive dependency&...
• 106k
Accepted

### Why aren't multiple hypothesis corrections applied to all experiments since the dawn of time?

This would obviously be an absolute nightmare to do in practice, but suppose it could be done: we appoint a Statistical Sultan and everyone running a hypothesis test reports their raw $p$-values to ...
• 21.2k
Accepted

• 127k

### FDR correction when tests are correlated

You're looking for the Benjamini-Yekutieli procedure: Benjamini, Yoav; Yekutieli, Daniel. The control of the false discovery rate in multiple testing under dependency. Ann. Statist. 29 (2001), no. 4, ...
• 784
Accepted

### Combining False Discovery Rates (FDR)?

You are not testing hypotheses, but fishing for interesting findings. There is nothing wrong with that. Do not do things that are often demanded by those who cannot tell the difference between a ...
• 15.8k
Accepted

### Which confidence interval adjustment should I do when using FDR p valures adjustment?

FDR testing is implicitly step-down testing — testing certain things only if other tests pass. However, confidence intervals aren’t typically constructed conditionally, so there is no parallel. In ...
• 20.5k
Accepted

### About Kruskal-Wallis, Mann-Whitney U and multiple comparisons correction

I think your approach makes sense, but I would recommend the Dunn test as a post-hoc test. (No citation on the opinion.) This test is implemented in R, and in SPSS. I suspect it is found in other ...
• 11.5k
Accepted

### How to correct p-values of two multiple regression models

It is good that you are concerned with the type I error rate of running multiple models. However, keep in mind that any kind of correction will come at the cost of an increased type II error rate: By ...

### How many coin flips are needed to reliably know a coin of weight w is unfair?

We can simplify the power calculation by approximating the sample distributions as normal distributions with $$\sigma \approx \sqrt{pq/n}$$ approximation $pq \approx 0.5^2$ such that \sigma\approx \...
• 80.4k
Accepted

### Q-value for FDR correction in R stats package

P-values never use set significance levels as part of their computation. In fact, the lack of reliance on any binary cutoff is part of the attraction of p-values. In the case of ...
• 13.1k
Accepted

### False discovery rate correction when all P value are equal

The Benjamini-Hochberg FDR calculation performed by p.adjust seems perfectly appropriate in your situation. There is no theoretical problem with tied p-values in ...
• 13.1k