Hello, I am studying correction for multiple testing and have some trouble understanding the FDR.
- significance level=0.05
- number of tests=100
For Bonferroni correction, p-value should be multiplied by the number of tests. So, the raw p-value(0.001) * number of tests(100) = Bonferroni corrected p-value(0.1). So we can say that this p-value is not significant (when alpha=0.05).
Or, we can set the cutoff for Bonferroni correction as 0.05/100 = 0.0005. So the p-value of 0.001 is not significant, as this 0.001 is greater than 0.0005.
For FDR correction, p-value is calculated as: p-value * rank/number of tests. If this p-value ranks fifth among 100 tests, raw p-value(0.001) * 5/100 = FDR corrected p-value(0.00005). So we can say that this p-value is still significant.
My question is, then how can I set the cutoff for FDR correction? (as 0.05/100 in Bonferroni correction above)