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st: New version of -qqvalue- on SSC

From   Roger Newson <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: New version of -qqvalue- on SSC
Date   Fri, 7 Jan 2011 22:00:15 +0000

Thanks as always to Kit Baum (who has very kindly done the upload before leaving Boston), a new version of the -qqvalue- package is now available for download from SSC. In Stata, use the -ssc- command to do this, or -adoupdate- if you already have an old version of -qqvalue-.

The -qqvalue- package is described as below on my website. The new version has the same ado-file as before, but the on-line help now contains a reference (and a hyperlink) to my Stata Journal article on -qqvalue- (out earlier this week), which contains the methode and formulas. Users are recommended to buy a copy of this article if they have not already subscribed to The Stata Journal.

Best wishes


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
Email: [email protected]
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: 07january2011
      Stata-Version: 10

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