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Question: p.adjust function fdr and BH
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gravatar for zhang.jianhai
10 weeks ago by
zhang.jianhai0 wrote:

Hello,

In the p.adjust R function, there are multiple adjust methods, as shown here: https://www.rdocumentation.org/packages/stats/versions/3.5.0/topics/p.adjust

I read many posts, it seems the "BH" is used for "FDR", but why in the function "BH" and "fdr" are two independent methods?

Another question is  can I understand "holm", "hochberg", "hommel", "bonferroni", "BH", "BY", are used for adjusted p value, and "fdr" is used for false discovery rate? What is the difference between adjusted p value and fdr?

Regards,

Jianhai

ADD COMMENTlink modified 10 weeks ago by Gordon Smyth35k • written 10 weeks ago by zhang.jianhai0
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gravatar for Gordon Smyth
10 weeks ago by
Gordon Smyth35k
Walter and Eliza Hall Institute of Medical Research, Melbourne, Australia
Gordon Smyth35k wrote:

"BH" and "fdr" are the same method. The p.adjust help page (that you've linked to) says that "fdr" is merely an alias for "BH".

"BH", "BY" and "fdr" all produce false discovery rates, again as explained by the help page.

A little history

Originally, p.adjust() didn't have any FDR methods. Then Benjamini and Hochberg's method was added. At that time, Benjamini and Hochberg's method was the only FDR method, so it was just called "fdr". Later on, we added the Benjamini & Yekutieli's method as well, so we needed new names. We called the new method "BY" and renamed the old method to "BH". The old name "fdr" was also kept as well, just for backward compatibility, which is how we ended up with two names for the same thing.

ADD COMMENTlink modified 10 weeks ago • written 10 weeks ago by Gordon Smyth35k

Hello Gordon,

Now I understand. Thanks.

Regards

ADD REPLYlink written 10 weeks ago by zhang.jianhai0
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