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May I ask what is the conventional significance levels for multiple testing adjusted p-values (no matter Bonferroni or Holm or Sidak)? For unadjusted p-values, many researchers use * 5%, ** 1% and *** 0.1%. Are those levels applied to the adjusted p-values? Is there any common agreement on this? Thank you in advance!

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The conventional cut-offs for adjusted p-values are the same as for unadjusted p-values. That is, if someone were inclined to use alpha = 0.05 as the threshold for "significance" on a single hypothesis test, they would be inclined to use alpha = 0.05 for a family of hypothesis tests with adjusted p-values.

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  • $\begingroup$ Thank you! That's what I guessed. $\endgroup$
    – xxg
    Jul 10, 2022 at 21:30

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