q-value calculation based on fisher.test p-values

https://www.biostars.org/p/46187/

Qvalue, how to choose lambda?

How to choose lambda for Qvalue calculation?



Sometimes, qvalue are smaller than uncorrected pvalues. Based on https://www.biostars.org/p/46187/

First, I think you are correct with being concerned about the estimated q-values and the presence of the warning. In my understanding, p-values adjusted for multiple testing should always be greater-equal to the unadjusted p-values. The warning also indicates that something in the estimation process went wrong. It might have to do with your p-values not fully covering the whole interval [0,1]. If the method tries to find an estimate for the percentage of true null-hypotheses in the data, due to the lack of p-values close or equal to 1, it might not be able to do so. At least this is my interpretation of the warning message.

A very nice manual is available here:
http://genomics.princeton.edu/storeylab/qvalue/manual.pdf

One of the expert replied to my email: 

We usually let the qvalue package select the optimal lambda (see the 2002 pnas paper), as the optimal value minimizes the variance of the computed q-values around the estimated mean. 

Other than that, a lower lambda value would mean pi0 estimates would be higher. lambda 0 would result in the conservative BH adjusted p-values.