Re: [R] Partek has Dunn-Sidak Multiple Test Correction. Is this the same/similar to any of R's p.adjust.methods?

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Fri 15 Jul 2005 - 23:27:56 EST

>>>>> "Earl" == Earl F Glynn <efg@stowers-institute.org> >>>>> on Thu, 14 Jul 2005 12:22:49 -0500 writes:

    Earl> The Partek package (www.partek.com) allows only two selections for Multiple
    Earl> Test Correction:  Bonferroni and Dunn-Sidak.  Can anyone suggest why Partek
    Earl> implemented Dunn-Sidak and not the other methods that R has?  Is there any
    Earl> particular advantage to the Dunn-Sidak method?
    Earl> R knows about these methods (in R 2.1.1):

    >> p.adjust.methods
    Earl> [1] "holm" "hochberg" "hommel" "bonferroni" "BH" "BY" "fdr"     Earl> [8] "none"

    Earl> BH is Benjamini & Hochberg (1995) and is also called "fdr" (I wish R's     Earl> documentation said this clearly). BY is Benjamini & Yekutieli (2001).

The current R docu has

>> The '"BH"' and '"BY"' method of Benjamini, Hochberg, and Yekutieli
>> control the false discovery rate, the expected proportion of false
>> discoveries amongst the rejected hypotheses. The false discovery
>> rate is a less stringent condition than the family wise error
>> rate, so these methods are more powerful than the others.

so both "BH" and "BY" ``are FDR versions''. "fdr" was used - unfortunately - in some older versions of R, so we kept it working as an *alias* for the time being. You should rather not know about it :-)
and use "BH" or "BY" (and maybe other methods in the future) instead.

Regards,

Martin



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