thanks!
livio
On Thu, 31 Mar 2005 10:44:18 +0900, Archana Singh
<[log in to unmask]> wrote:
> Hi Livio,
>
> FDR.m program is based on the step-up algorithm of FDR control. This
> programs generates a common threshold for all the comparisons in a single
> step. However, the deifinitions 'step-up' or 'step-down' make more sense
> when you translate the procedure in a step-wise algorithm, which for a
> step-up procedure is:
> First, arrange the p-values{P1 P2 P3.PC} in ascending order corresponding
> to null hypotheses, {H1 H2 H3.HC}. Then, compare the following inequality,
> in reverse sequential order, starting from the last p-value(or the least
> significant value), PC.
> Pi < = a * i / C (Starting from i=C)
> Continue comparing until you reach a hypothesis Hk for which the above
> inequality is true. Finally, reject all the hypotheses having p-values less
> than or equal to Pk, which are H1 to Hk.
> For details, you can refer to Benjamini's homepage
> http://www.math.tau.ac.il/%7Eroee/index.htm . It has links to other versions
> of FDR control methods too , including a step-down version.
> I would also recommend http://www.sph.umich.edu/~nichols/Docs/FWEfNI.pdf
> by Hayasaka et al, to know the difference between step-down and step-up
> methods.
> I hope it helps,
>
> Archana
>
> ----- Original Message -----
> From: "livio finos" <[log in to unmask]>
> To: <[log in to unmask]>
> Sent: Thursday, March 31, 2005 12:32 AM
> Subject: [SPM] step-down FDR?
>
> > 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
> >
>
|