Adjusting p values of a matrix
On Apr 4, 2011, at 17:02 , January Weiner wrote:
Dear all, I have an n x n matrix of p-values. The matrix is symmetrical, as it describes the "each against each" p values of correlation coefficients. How can I best correct the p values of the matrix? Notably, the total number of the tests performed is n(n-1)/2, since I do not test the correlation of each variable with itself. That means, I only want to correct one half of the matrix, not including the diagonal. Therefore, simply writing pmat <- p.adjust( pmat, method= "fdr" ) # where pmat is an n x n matrix ...doesn't cut it. Of course, I can turn the matrix in to a three column data frame with n(n-1)/2 rows, but that is slow and not elegant.
I don't think there's a really elegant way (have a look inside pairwise.table if you care). If you start one step further back, you could just use pairwise.table with a suitably defined comparison function. Otherwise, how about ltri <- lower.tri(pmat) utri <- upper.tri(pmat) pmat[ltri] <- p.adjust(pmat[ltri], method = "fdr") pmat[utri] <- t(pmat)[utri]
Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com