Chapters 22-23 Flashcards
The problem of multiple comparisons
the most difficult challenge of statistics
-it is impossible to interpret P values without knowing how many comparisons
Assuming two comparisons, what is the chance of obtaining at least one statistically significant conclusion (false positives) by chance?
1-0.9025=0.0975
Assuming two comparisons, what is the chance of obtaining zero statistically significant conclusion (false positives) by chance?
0.95x0.95=0.9025
With K independent comparisons, • The chance that none will be significant
is 0.95^K
The chance that one or
more will be significant
when null is actually
true =
1- 0.95^K
Multiple comparisons can be used to generate hypotheses, • But not
in
experiments to
test hypotheses.
Simply report uncorrected P values but clearly state
how many comparisons were made and that no
corrections were made to P values.
Or designate one test as the
primary outcome and
all others (secondary outcomes) as exploratory
analyses.
• must be a priori.
Or if all of the comparisons produced similar
significant results,
Then all would lead to the same conclusion
whether just one or many comparisons were
performed.
Familywise Error Rate
Previously, α was used to represent the Type I Error rate per comparison. • With multiple comparisons, we need a familywise error rate.
Here the significance level is redefined to be the
chance of obtaining one or more statistically
significant conclusions if all null hypotheses are true.
Bonferroni Correction
The most common approach is to divide the value of α by the number of comparisons. • For 20 comparisons: • 0.05/20 = 0.0025 • i.e. α /K (where K is the number of comparisons)
Now there is only a 5% chance of seeing (with a Bonferroni correction)
one or more significant results (if all nulls are true) in the whole study.
Defining Groups With the Data
Groups must be defined before seeing the data. • If defined by the data, then multiple comparisons have already occurred.
When something unusual happens, it is tempting to calculate the probability that this event could happen in this place. • But what you really need to know is
the probability that
this event could happen in
one of the places that you
can observe.