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Adjusted P-values for simultaneous inference

, : Adjusted P-values for simultaneous inference. Biometrics. 48(4): 1005-1013

This paper proposes that results from simultaneous tests be reported as adjusted P-values such that, if the adjusted P-value for an individual hypothesis is less than the chosen significance level of alpha, then the hypothesis is rejected with an experimentwise error rate of no more than alpha. Examples are given of adjusted P-values for multiple comparisons in the analysis of variance and of adjusted P-values based on the Bonferroni procedure and modifications of that procedure by Holm (1979, Scandinavian Journal of Statistics 6, 65-70), Hochberg (1988, Biometrika 75, 800-802), and Hommel (1988, Biometrika 75, 383-386). The modified Bonferroni-based procedures are much more powerful than the original Bonferroni procedure, and they deserve wider use. In addition to the above, a procedure is outlined for obtaining adjusted P-values for any closed test procedure.


DOI: 10.2307/2532694

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