Thursday, December 1, 2022

Multiple hypothesis testing commands in STATA (Wyoung and rwolf)

Hi,

I am correcting Multiple Hypothesis testing using wyoung and rwolf commands in STATA. Each command reports the model p-value, which I understand as the individual p-value of each model before applying the correction. In this sense, the model p-values should be the same in both methods. However, they are very different and different from the results when I run each dependent variable independently.

Would you happen to know what is going on here? Why is it like that?

Thank you.

Lanna

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