View source: R/falsediscoveryrate.R
falsediscovery | R Documentation |
takes numeric vector of p-values and adjusts for multiple comparisons using false discovery rate (benjamini and hochberg 1995) and bonferroni (method="bon") optionally takes numeric vectors of estimates and standard errors and produces confidence intervals adjusted for multiple comparisons (benjamini et al. 2005)
falsediscovery(
pvalues,
qstar = 0.05,
method = "fdr",
dp = 5,
ci = FALSE,
ses = NULL,
estimates = NULL
)
pvalues |
numeric vector of p-values |
qstar |
overall alpha level (default=0.05) |
method |
"fdr" (default) or "bon" |
dp |
rounded decimal places (default=5) |
ci |
FALSE (default) or TRUE to produce adjusted confidence intervals |
ses |
numeric vector of standard errors, required if ci=TRUE |
estimates |
numeric vector of estimates, required if ci=TRUE |
dataframe with starred p-values and optionally adjusted confidence intervals that meet adjusted significance level.
#from benjamini and hochberg 1995
pvals<-c(0.0001, 0.0004, 0.0019, 0.0095, 0.0201, 0.0278, 0.0298, 0.0344, 0.0459, 0.3240, 0.4262, 0.5719, 0.6528, 0.7590, 1.00)
falsediscovery(pvals)
falsediscovery(pvals, method="bon")
#from https://www.statisticshowto.com/benjamini-hochberg-procedure/
#note that p-values 0.039 and 0.041 are still considered significant even though higher than fdr
pvals<-c(0.205, 0.074, 0.060, 0.042, 0.041, 0.039, 0.008, 0.001, c(rep(0.3, 17)))
falsediscovery(pvals, qstar=0.25)
#example from regression model
library(datasets)
data(swiss)
otemp<-with(swiss, lm(Infant.Mortality~(Fertility+Agriculture+Examination+Education+Catholic)^2))
pvals<-summary(otemp)$coefficients[,4]
#remove intercept
pvals<-pvals[-1]
falsediscovery(pvals)
falsediscovery(pvals, qstar=0.2)
falsediscovery(pvals, method="bon")
#with adjusted CIs
betas<-summary(otemp)$coefficients[,1][-1]
stderrs<-summary(otemp)$coefficients[,2][-1]
falsediscovery(pvalues=pvals, ci=TRUE, estimates=betas, ses=stderrs)
falsediscovery(pvalues=pvals, ci=TRUE, estimates=betas, ses=stderrs, method="bon")
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