Hello,
I've a question about the fdr method in p.adjust: What is the threshold of
the FDR, and is it possible to change this threshold?
As I understand the FDR (please correct) it adjusts the p-values so that for
less than N% (say the cutoff is 25%) of the alternative hypothesis the Null
is in
There is no threshold for fdr. The adjusted p-values give the expected
proportion of false positives for all comparisons with similar p-values
or smaller. In other words, if you choose a p-value of 0.05, you would
expect that ~5% of the tests with a p-value of 0.05 or smaller are false
positives.
