What is wrong with Bonferroni correction?

What is wrong with Bonferroni correction?

The first problem is that Bonferroni adjustments are concerned with the wrong hypothesis. If one or more of the 20 P values is less than 0.00256, the universal null hypothesis is rejected. We can say that the two groups are not equal for all 20 variables, but we cannot say which, or even how many, variables differ.

What does Bonferroni correction show?

The Bonferroni test is a statistical test used to reduce the instance of a false positive. In particular, Bonferroni designed an adjustment to prevent data from incorrectly appearing to be statistically significant.

Why is Bonferroni correction conservative?

With respect to FWER control, the Bonferroni correction can be conservative if there are a large number of tests and/or the test statistics are positively correlated. The correction comes at the cost of increasing the probability of producing false negatives, i.e., reducing statistical power.

When to use the Bonferroni correction?

The Bonferroni correction is a multiple-comparison correction used when several dependent or independent statistical tests are being performed simultaneously (since while a given alpha value may be appropriate for each individual comparison, it is not for the set of all comparisons).

How do I calculate the Bonferroni correction?

In sum, the Bonferroni correction method is a simple way of controlling the Type I error rate in hypothesis testing. To calculate the new alpha level, simply divide the original alpha by the number of comparisons being made .

What is the Bonferroni correction?

Bonferroni Correction. The Bonferroni correction is a multiple-comparison correction used when several dependent or independent statistical tests are being performed simultaneously (since while a given alpha value may be appropriate for each individual comparison, it is not for the set of all comparisons).

When to use Bonferroni?

In statistics, the Holm–Bonferroni method (also called the Holm method or Bonferroni-Holm method) is used to counteract the problem of multiple comparisons.