I can see why you might not use a more powerful method, such as the Hochberg method, over the Bonferroni correction, as they may have extra assumptions, such as the independence of hypotheses in this case, but I don't understand why you would ever use the Bonferroni correction over Holm's sequentially rejective modification, as the latter is more powerful and has no more assumptions than Bonferroni. Have I missed something?
- Anybody can ask a question
- Anybody can answer
- The best answers are voted up and rise to the top
One big distinction: The Bonferroni (or Šidák) method allows you to compute a confidence interval. The Holm method does not.
You're correct that the Holm-Bonferroni procedure is uniformly more powerful.
I can see only one advantage Bonferroni has over Holm-Bonferroni. The Bonferroni correction is simple to carry out - just divide the comparison-wise error rate by k # of hypothesis tests being performed.
If you're in a time crunch and need to perform a lot of hypothesis tests, the Bonferroni correction is already coded in many SAS procedures.