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openpharma / simaerep

simulate adverse event reporting in clinical trials with the goal of detecting under-reporting sites.
https://openpharma.github.io/simaerep/
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use benjamin hochberg method for alpha error correction #8

Closed erblast closed 3 years ago

erblast commented 3 years ago

The conventional method for correcting the alpha error when performing many statistical tests is the benjamin hochberg method. It is similar to the method currently used (sorting by propbability and using a rolling count of P and FP) but is more established.

Credit: Viktor Szabados

https://www.statisticshowto.com/benjamini-hochberg-procedure/

https://cpb-us-w2.wpmucdn.com/blog.nus.edu.sg/dist/0/3425/files/2018/10/Understanding-Benjamini-Hochberg-method-2ijolq0.pdf

erblast commented 3 years ago

benjamin hochberg method is already implemented in base R p.adjust(p, method = "BH")

erblast commented 3 years ago

https://github.com/openpharma/simaerep/pull/9