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Multiple-test procedures and smile plots

Author

Listed:
  • Roger Newson

    (King's College London)

  • The ALSPAC Study Team

    (University of Bristol)

Abstract

multproc carries out multiple-test procedures, taking as input a list of p-values and an uncorrected critical p-value, and calculating a corrected overall critical pvalue for rejection of null hypotheses. These procedures define a conÞdence region for a set-valued parameter, namely the set of null hypotheses that are true. They aim to control either the family-wise error rate (FWER) or the false discovery rate (FDR) at a level no greater than the uncorrected critical p-value. smileplot calls multproc and then creates a smile plot, with data points corresponding to estimated parameters, the p-values (on a reverse log scale) on the y-axis, and the parameter estimates (or another variable) on the x-axis. There are y-axis reference lines at the uncorrected and corrected overall critical p-values. The reference line for the corrected overall critical p-value, known as the parapet line, is an informal Òupper confidence limitÓ for the set of null hypotheses that are true and defines a boundary between data mining and data dredging. A smile plot summarizes a set of multiple analyses just as a Cochrane forest plot summarizes a meta-analysis. Copyright 2003 by Stata Corporation.

Suggested Citation

  • Roger Newson & The ALSPAC Study Team, 2003. "Multiple-test procedures and smile plots," Stata Journal, StataCorp LLC, vol. 3(2), pages 109-132, June.
  • Handle: RePEc:tsj:stataj:v:3:y:2003:i:2:p:109-132
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    References listed on IDEAS

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    1. Roger Newson, 2000. "A program for saving a model fit as a dataset," Stata Technical Bulletin, StataCorp LP, vol. 9(49).
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    Cited by:

    1. Bazillier, Remi & Girard, Victoire, 2020. "The gold digger and the machine. Evidence on the distributive effect of the artisanal and industrial gold rushes in Burkina Faso," Journal of Development Economics, Elsevier, vol. 143(C).
    2. Böhme, Marcus H. & Persian, Ruth & Stöhr, Tobias, 2015. "Alone but better off? Adult child migration and health of elderly parents in Moldova," Journal of Health Economics, Elsevier, vol. 39(C), pages 211-227.
    3. Hofmann, Sarah & Mühlenweg, Andrea, 2018. "Learning intensity effects in students’ mental and physical health – Evidence from a large scale natural experiment in Germany," Economics of Education Review, Elsevier, vol. 67(C), pages 216-234.
    4. Roger M. Harbord & Julian P.T. Higgins, 2008. "Meta-regression in Stata," Stata Journal, StataCorp LLC, vol. 8(4), pages 493-519, December.
    5. G�nther Fink & Margaret McConnell & Sebastian Vollmer, 2014. "Testing for heterogeneous treatment effects in experimental data: false discovery risks and correction procedures," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 6(1), pages 44-57, January.
    6. Dunsch, Felipe A. & Evans, David K. & Eze-Ajoku, Ezinne & Macis, Mario, 2017. "Management, Supervision, and Health Care: A Field Experiment," IZA Discussion Papers 10967, Institute of Labor Economics (IZA).
    7. Lynch, John & Meunier, Aurélie & Pilkington, Rhiannon & Schurer, Stefanie, 2019. "Baby Bonuses and Early-Life Health Outcomes: Using Regression Discontinuity to Evaluate the Causal Impact of an Unconditional Cash Transfer," IZA Discussion Papers 12230, Institute of Labor Economics (IZA).
    8. Michael J. Kottelenberg & Steven F. Lehrer, 2017. "Targeted or Universal Coverage? Assessing Heterogeneity in the Effects of Universal Child Care," Journal of Labor Economics, University of Chicago Press, vol. 35(3), pages 609-653.
    9. Elisa M. Maffioli, 2023. "The local health impacts of natural resource booms," Health Economics, John Wiley & Sons, Ltd., vol. 32(2), pages 462-500, February.
    10. Bell, Suzanne & Prata, Ndola & Lahiff, Maureen & Eskenazi, Brenda, 2012. "Civil unrest and birthweight: An exploratory analysis of the 2007/2008 Kenyan Crisis," Social Science & Medicine, Elsevier, vol. 74(9), pages 1324-1330.
    11. Nancy L Czaicki & William H Dow & Prosper F Njau & Sandra I McCoy, 2018. "Do incentives undermine intrinsic motivation? Increases in intrinsic motivation within an incentive-based intervention for people living with HIV in Tanzania," PLOS ONE, Public Library of Science, vol. 13(6), pages 1-15, June.
    12. Gisselquist, Rachel M. & Leiderer, Stefan & Niño-Zarazúa, Miguel, 2016. "Ethnic Heterogeneity and Public Goods Provision in Zambia: Evidence of a Subnational “Diversity Dividend”," World Development, Elsevier, vol. 78(C), pages 308-323.
    13. Roger B. Newson, 2010. "Frequentist q-values for multiple-test procedures," Stata Journal, StataCorp LLC, vol. 10(4), pages 568-584, December.
    14. Rodriguez-Justicia, David & Theilen, Bernd, 2018. "Education and tax morale," Journal of Economic Psychology, Elsevier, vol. 64(C), pages 18-48.
    15. Roger Newson, 2008. "parmest and extensions," United Kingdom Stata Users' Group Meetings 2008 07, Stata Users Group.
    16. Roger B. Newson, 2013. "Bonferroni and Holm approximations for Sidak and Holland–Copenhaver q-values," Stata Journal, StataCorp LLC, vol. 13(2), pages 379-381, June.

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