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

Martin Maechler

2005-07-15

Replies:

>>>>> "Earl" == Earl F Glynn <efg@(protected)>
>>>>>   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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