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st: New version of -qqvalue- for SSC

From   Roger Newson <>
To   "" <>
Subject   st: New version of -qqvalue- for SSC
Date   Sun, 8 Aug 2010 19:27:48 +0100

Hello Kit

Please find attached the latest version of the -qqvalue- package (defined as below on my website) for distribution on SSC when you return to Boston after 12 August.

The new version replaces the terminology "quasi-q-value" with "q-value" in the .pkg file, in the on-line help, and in the labels of the generated variables. I was advised by Gordon Smyth (the author of the R package -p.adjust-, which does a similar job in R) that the "quasi-" is not really necessary, as people he knows just call them "q-values". I have therefore altered the terminology to remove the "quasi-", but use the term "frequentist q-values" when I need to make a distinction between the frequentist q-values produced by -qqvalue- and -p.adjust- and the original empirical Bayesian q-values defined by John Storey.

Best wishes (and thanke in advance)


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Web page:
Departmental Web page:

Opinions expressed are those of the author, not of the institution.

package qqvalue from

qqvalue: Generate frequentist q-values by inverting multiple-test procedures

      qqvalue is similar to the R package p.adjust.  It inputs a single
      variable, assumed to contain P-values calculated for multiple
      comparisons, in a dataset with 1 observation per comparison.  It
      outputs a new variable, containing the q-values corresponding to
      these P-values, calculated by inverting a multiple-test procedure
      specified by the user.  These q-values represent, for each
      corresponding P-value, the minimum uncorrected P-value threshold
      for which that P-value would be in the discovery set, assuming that
      the specified multiple-test procedure was used on the same set of
      input P-values to generate a corrected P-value threshold.  These
      minimum uncorrected P-value thresholds may represent familywise
      error rates or false discovery rates, depending on the procedure
      used.  Optionally, qqvalue may output other variables, containing
      the various intermediate results used in calculating the
      q-values.  The multiple-test procedures available for
      qqvalue are a subset of those available using the multproc module
      of the smileplot package, which can be downloaded from SSC.

      Author: Roger Newson
      Distribution-Date: 08august2010
      Stata-Version: 10

INSTALLATION FILES                                  (click here to install)
(click here to return to the previous screen)

On 31/07/2010 14:06, Christopher Baum wrote:
SSC Archive updates will be on hold 1-12 August while I am traveling. Materials sent during that time will be processed after 12 August.

Kit Baum

Research Papers in Economics (RePEc)

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