Dear Nichols, dear all,
having a look on your FDR.m function I see:
pID = p(max(find(p<=I/V*q/cVID)));
Does it mean, we are performing an FDR procedure in a step-down
fashion? I mean, in this way we are starting from the less significant
p-value, then going down to the most significant, then rejecting all
the remaining hypotheses after the first hypothesis is rejected (with
a fdr correction).
indeed we do not impose monotonicity. is it right?
As an example, consider the vector:
p=[.01 .01 .03 .05 .3 .31 .32 .4 .5 .6];
and q=.5;
pID (p-value threshold based on independence or positive dependence) = .4
the ans to p<=I/V*q/cVID, is
1 1 1 1 0 0 1 1 0 0.
this mean that the values .3 and .31 do not respect the criteria,
altought thei are rejected.
there exist some work proving that this step-down procedure control the FDR?
thanks.
livio
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