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Title: False Discovery Rate

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Type of Tool SAS Macro
Title False Discovery Rate
Programmer/Email YinglinXia, RuiChen
Contributing Site Rochester
Description The false discovery rate (FDR) enjoys a straightforward interpretation when used to control for false significant findings in multiple comparisons problems. Suppose that n tests out of m are declared significant at an FDR of .05, then on average 5% of these declarations can be expected to be false positives. This is in contrast to the classic type I error rate, which controls the chance of at least one false positive under the null hypothesis. This FDR macro carries out the computation to estimates the false discovery rate within the context of multiple comparisons.
Classification Graph Type
References
Datasets Other
Data
Software Program SAS
Software SAS
Macro Parameters dsn = name of SAS data set
group = name of subset of p-values to be used for FDR
inputs = names of variables of p-values
pvalues = name of p-values for each variables
alpha = significant level to be used to calculate FDR
ResultsFormat = html format of the results file (the format can be updated based on user' choice)

Usage: Specify the data set, group, inputs, pvalues, alpha.
If FDR is applied to the entire data, then specify group=.
R-Code - Attachment
R-Code
SAS-Code - Attachment Rochester_FDR_Main Macro
SAS-Code
Stata-Code - Attachment
Stata-Code
Other Code - Attachment
Other Code
Called Data Manipulation
Called Tool/Utility
Called Checking Macro
Called Other
Creation-Date
Revision-Date July 10, 2009
Example Code
Example Output SAS Example Output
SAS Examples
SAS_Example_Code
SAS_Example_Output Rochester_FDR_SAS Example Output
R Examples
R_Example_Code
R_Example_Output
Stats Examples
Special Features
Special Features Attached
Special Features Text
Notes1-Legend Section with calls to needed macros
Notes1
Notes2-Legend Macro call with fully specified parameters
Notes2
Notes3-Legend Section with definitions of global macro parameters
Notes3
Notes4-Legend Section with definitions of local macro variables
Notes4
See Also
Checklists
Stat Tools Disclaimer This SAS macro is developed by Dr. Yinglin Xia and Dr. Rui Chen, along with other members in the Department of Biostatistics and Computational Biology at the University of Rochester under the auspice of the CTSI BERD with the intent to facilitate data analyses and reporting in clinical and related research. It is copyrighted by Dr. Yinglin Xia and Dr. Rui Chen, July, 2009 and distributed for free public access.
Discliamer The views expressed within CTSpedia are those of the author and must not be taken to represent policy or guidance on the behalf of any organization or institution with which the author is affiliated.
Permission Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF ERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT OLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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This topic: CTSpedia > WebHome > StatToolsHome > StatToolsTopic015
Topic revision: 10 Apr 2012, MaryBanach
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