Benjamini-Hochman FDR code for STATA

[Ioana Pavelescu]

Dear Analysts,

I wonder whether there is any code available to compute the Benjamini-Hochman FDR. I calculated the p-values using a bivariate test, but I am unclear whether STATA has an option to compute FDR. I can upload from Excel the list of the p-values. Thank you,

[Rich Goldstein]

there are at least a couple of apparently relevant user-written command: aefdr and qqvalue ; use -search- to find and download; you might also be interested in -fdrisk- (also user-written)