Method FDR in linear and logistic regressions in datasets weighted by sample.

[Larissa Limirio]

Hello! I would like help with a topic.

A reviewer requested that I apply the FDR method to linear and logistic regression analyses. However, through searches, I did not find a command that could perform this analysis.

There is talk of adjustments for the P-value, but I couldn't understand how I could adjust the p-value after extracting it from the analysis. Could someone help me with some code?

Additionally, I would like to know if this method is applicable for linear regression analyses of datasets where we apply weighting by sample (NHANES dataset).

[Maxence Morlet]

ssc install rwolf2

[Larissa Limirio]

Thank you very much, Maxence!

After installation, what would be the syntax to apply the FDR correction in this case?

[Maxence Morlet]

help rwolf2

e.g.:

 sysuse auto
        rwolf2 (regress headroom weight trunk mpg) (regress turn weight trunk mpg) (regress price weight trunk mpg) (regress rep78 weight trunk
            mpg), indepvars(weight, weight, weight, weight) reps(1000)