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john_sall
Staff

False Discovery Rate PValue

The Benjamini-Hochberg False Discovery Rate PValue adjustment is a very simple way to control for the rate of false positives among many tests (usually assumed to be independent or positively correlated).

For lots of PValues showing in a window in similar report tables, it is fairly easy to use right-click Make Combined Data Table to get those PValues into a data table; then you can use this add-in to obtain the False Discovery Rate adjusted PValues.

Comments

Large, complex data sets are common where multiple questions are at issue. It is very useful to have adjusted p-values to help judge the reliability of a finding

I want to do this FDR correction on p-values of multivariate correlations.  Can I use this add-in on each column one by one?  

Put all the correlation p-values into one column, then use the False
Discovery Rate PValue add-in. Be sure to use only the upper triangle
p-values