Calculation of Critical Values for Somerville's FDR Procedures

Paul N. Somerville

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A Fortran 95 program has been written to calculate critical values for the step-up and step-down FDR procedures developed by Somerville (2004). The program allows for arbitrary selection of number of hypotheses, FDR rate, one- or two-sided hypotheses, common correlation coefficient of the test statistics and degrees of freedom. An MCV (minimum critical value) may be specified, or the program will calculate a specified number of critical values or steps in an FDR procedure. The program can also be used to efficiently ascertain an upper bound to the number of hypotheses which the procedure will reject, given either the values of the test statistics, or their p values. Limiting the number of steps in an FDR procedure can be used to control the number or proportion of false discoveries (Somerville and Hemmelmann 2007). Using the program to calculate the largest critical values makes possible efficient use of the FDR procedures for very large numbers of hypotheses.

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