I can calculate Sidak correction of the p value in Excel but is there a quick way to do it by hand?
I am looking for something similar to calculating the margin of error by hand, i.e. dividing 1 with the square root of the sample size.
Tell me more
×
Cross Validated is a question and answer site for
statisticians, data analysts, data miners and data visualization experts. It's 100% free, no registration required.
|
|
||||
|
|
|
The Sidak correction isn't used to adjust $p$-values, it is used to adjust the level of the test. This is done when many simultaneous hypothesis tests are conducted to control the number of false positives, which is likely to be sizable when many tests are conducted. For example, if you do 100 independent hypothesis tests at a $\alpha=.05$ level then you'd expect to see about 5 positive results even if the null hypothesis was true for every test. The Sidak correction is $$ 1 - (1-\alpha)^{1/n} $$ where $n$ is the number of independent tests and $\alpha$ is the nominal significance level chosen. |
||||
|
