On 1 Dec 2003 at 6:13, A. G. McDowell wrote: Why not do something even simpler: Iff all the nulls are true, (and all distributions are continuous), then all the p-values have a uniform(0,1) distribution. Make a QQplot of your p-values against the uniform distribution.
Kjetil Halvorsen > In article <[EMAIL PROTECTED]>, Rich Ulrich > <[EMAIL PROTECTED]> writes > - I have comments on the question of > corrections for multiple >testing. And I'm asking folks for feedback > on Benjamini >and Hochberg's FDR as an alternative. > Not strictly > relevant but there is also Holm-Bonferroni: Given N tests, go through > the N tail probabilities smallest first, and stop at the rth test if > its tail probability is > ALPHA/(N-r+1). Reject all null hypotheses > seen before you stop. So the first probability gets a threshold > equivalent to the Bonferroni correction, but the following ones get > treated successively more leniently. Regardless of the number of false > null hypothesis, the probability of rejecting any true null hypothesis > is at most ALPHA, because that is the worst case probability of > failing to stop at the first true null hypothesis. I had a URL for > this which is now broken, so I'll leave you at the mercy of google. I > think I saw somewhere that the original paper was getting pretty > heavily cited. > > Even less relevant is the following curiosity: Suppose that you do N > tests and take the np - th tail probability. e.g. if p=1/2 you look at > the median tail probability. If this probability is q, then the > probability of observing a result of q or less is at most q/p. > Because: if you pick a single probability at random from amongst the > N, the probability that this result is <= q is q. If x is the > probability that Np or more tests are < q, then we have q >= x * p + > (1-x) * 0, so x <= q/p. The catch with this one is that you don't get > to find out WHICH individual test is causal. -- A. G. McDowell . . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: . > http://jse.stat.ncsu.edu/ . > ================================================================= . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
