See all my videos at www.tilestats.com/ 1. FDR and BH method 2. Storey's method (01:20) 3. Estimate the FDR (02:38) 4. q values (09:22) 5. Storey vs BH vs Bonferroni (13:48)
The only use of the first part of the calculation (8:48) was to get the m0 from lambda? in other words, it is saying p=0.05 is q=0.0739. The second part (10:37) uses m0 to calculate all the q-values from largest to smallest. I wonder if one can calculate specific q-values, just using the first part of the math. Say p= something, I should get the q for that p. why use the part 2 math to calculate when part 1 is working great?
Thanks for the informative video. But be careful - Storey's method can break down when a large proportion of the null hypotheses are false, see "Paradoxical results of adaptive false discovery rate procedures in neuroimaging studies", Neuroimage. 2012 Dec;63(4):1833-40. doi: 10.1016/j.neuroimage.2012.07.040. Epub 2012 Jul 27.
Thanks for sharing your knowledge. I wish I had included that Storey's method might reject more H0 than if one uses the unadjusted p-values, if a large proportion of the H0 are false, which is the nature of the FDR.
The BH has been around longer and is easier to implement. Also, Storey's method requires that you have a very large number of p-values so that you can analyze the distribution of these. That might be a few reasons.
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tremendous lecture. Thank you so much
Omg, you saved my exam Big Data and Analytics exam of tomorrow, thank you, super helpful (watched all 3 vids)
Your channel deserves more subscribers! This channel is definitely not a false discovery 😂.
Your videos helped me to understand the whole concept of FDR so fast. Thanks a lot!
Great!
Great video! Thanks for sharing!
amazing explanation, thank you.
Very clear. Thank you.
The only use of the first part of the calculation (8:48) was to get the m0 from lambda? in other words, it is saying p=0.05 is q=0.0739. The second part (10:37) uses m0 to calculate all the q-values from largest to smallest.
I wonder if one can calculate specific q-values, just using the first part of the math. Say p= something, I should get the q for that p.
why use the part 2 math to calculate when part 1 is working great?
Thanks for the informative video. But be careful - Storey's method can break down when a large proportion of the null hypotheses are false, see "Paradoxical results of adaptive false discovery rate procedures in neuroimaging studies", Neuroimage. 2012 Dec;63(4):1833-40. doi: 10.1016/j.neuroimage.2012.07.040. Epub 2012 Jul 27.
Thanks for sharing your knowledge. I wish I had included that Storey's method might reject more H0 than if one uses the unadjusted p-values, if a large proportion of the H0 are false, which is the nature of the FDR.
What is the reason behind the lack of adoption of Storey's method? I rarely see it in papers.
The BH has been around longer and is easier to implement. Also, Storey's method requires that you have a very large number of p-values so that you can analyze the distribution of these. That might be a few reasons.
How to code it in R
Use the package qvalue.