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Signals situations where one is concerned about achieving intended power and size when more than one hypothesis test is performed.
0
votes
When correcting for multiple comparisons, do you correct all p-values or only significant ones?
Mensen's commment is incorrect. Whether controlling FWER or merely FDR, your corrections must account for ALL tests conducted. If you only input the p-values that are < .05, an FDR-controlling procedu …
1
vote
Adjust the p-values or not?
You have multiple treatment groups that are each compared to the control group, but not compared to each other. There's a method called the Dunnett procedure designed specifically for controlling the …
6
votes
What's wrong with Bonferroni adjustments?
Thomas Perneger is not a statistician and his paper is full of mistakes. So I wouldn't take it too seriously. It's actually been heavily criticized by others.
For example, Aickin said Perneger's paper …
3
votes
What if Bonferroni correction is too conservative for 3 correlations on same group of people?
It seems that by "too conservative" what you mean is that it's not giving you the significance you want. Thinking of a method as too conservative "for your data" is incorrect. The conservativism of th …
1
vote
FWER, FDR and multiple comparisons for Beginners
Part of the reason you're confused may be that you are considering the special case that all null hypotheses are true (i.e. m = m0). When all null hypotheses are true, the FWER and FDR are indeed the …
3
votes
How come we have Bonferroni correction when we have ANOVA analysis?
An omnibus ANOVA is not multiple testing. It's a single test of all the groups at once. This rarely provides a satisfactory answer the research question, since you typically want to know which specif …
0
votes
How to test multiple comparisons of means of variables in R
More info is needed. Why do you have 20+ highly similar variables in your design in the first place? And when you say you just want to know if "at least one" is significant, does that mean you don't n …
3
votes
Is Bonferroni correction too anti-conservative/liberal for some dependent hypotheses?
Bonferroni can't be liberal, regardless of dependence, if your p-values are computed correctly.
Let A be the event of Type I error in one test and let B be the event of Type I error in another test. …
3
votes
What is the intuition for dependence assumption in Benjamini and Hochberg (1995)?
Gung is incorrect that Dunn-Sidak should be used under independence and Bonferroni must be used under dependence. In fact, Dunn-Sidak controls the FWER not only under independence, but also under posi …
4
votes
Is there a consensus on adjusting alpha for multiple contrasts if the main effect is signifi...
The idea that only non-orthogonal comparisons require adjustment is a myth. See section 6.1 of Frane (2015): https://eric.ed.gov/?id=EJ1083896
In general, computing several alternate statistics and …