Thanks once again to Kit Baum, a new version of the qqvalue package is now available for download from SSC. In Stata, use the ssc command to do this, or adoupdate if you already have an old version of qqvalue.

The qqvalue package is described as below on my website. The new version fixes a few typos in the online help.

Best wishes

Roger

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package qqvalue from http://www.rogernewsonresources.org.uk/stata10
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TITLE
qqvalue: Generate frequentist q-values by inverting multiple-test procedures

DESCRIPTION/AUTHOR(S)
qqvalue is similar to the R package p.adjust. It inputs a single
variable, assumed to contain P-values calculated for multiple
comparisons, in a dataset with 1 observation per comparison. It
outputs a new variable, containing the q-values corresponding to
these P-values, calculated by inverting a multiple-test procedure
specified by the user. These q-values represent, for each
corresponding P-value, the minimum uncorrected P-value threshold
for which that P-value would be in the discovery set, assuming that
the specified multiple-test procedure was used on the same set of
input P-values to generate a corrected P-value threshold. These
minimum uncorrected P-value thresholds may represent familywise
error rates or false discovery rates, depending on the procedure
used. Optionally, qqvalue may output other variables, containing
the various intermediate results used in calculating the
q-values. The multiple-test procedures available for
qqvalue are a subset of those available using the multproc module
of the smileplot package, which can be downloaded from SSC.

Author: Roger Newson
Distribution-Date: 18november2020
Stata-Version: 10

INSTALLATION FILES (click here to install)
qqvalue.ado
qqvalue.sthlp
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