X hits on this document

121 views

0 shares

7 / 9

The Bonferonni and Šidák Corrections

As previously, we can use a Bonferonni approximation because:

α[PF ] < Cα[PT ] .

Šidàk and Bonferonni are related by the inequality

α[PF ] 1 (1 α[PT ])C < Cα[PT ] .

The Šidàk and Bonferonni inequalities can also be used to find a correction on α[PT ] in order to keep α[PF ] fixed. the Šidàk in- equality gives

α[PT ] 1 (1 α[PF ])1/C .

This is a conservative approximation, because the following in-

equality holds:

α[PT ] 1 (1

α[PF ])1/C

.

The Bonferonni approximation gives

α[PT ]

α[P F ] C

.

2.5 Splitting up α[PF ] with unequal slices

With the Bonferonni approximation we can make an unequal allo- cation of α[PF ]. This works because with the Bonferonni approxi- mation, α[PF ] is the sum of the individual α[PT ]:

α[PF ] Cα[PT ] = α[PT ] + α[PT ] + ··· + α[PT ] .



C times

If some tests are judged more important a priori than some oth- ers, it is possible to allocate unequally α[PF ] (cf. Rosenthal & Ros- now, 1985). For example, suppose we have 3 tests that we want to test with an overall α[PF ] = .05, and we think that the first test is the most important of the set. Then we can decide to test it with α[PT ] = .04, and share the remaining value .01 = .05 .04 be- tween the last 2 tests, which will be evaluated each with a value of α[PT ] = .005. The overall Type I error for the family is equal to α[PF ] = .04 + .005 + .005 = .05 which was indeed the value we set

7

 Document views 121 Page views 127 Page last viewed Fri Jan 20 18:19:15 UTC 2017 Pages 9 Paragraphs 123 Words 1977