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Adjusted P-Values for Simultaneous Inference

S. Paul Wright
Biometrics
Vol. 48, No. 4 (Dec., 1992), pp. 1005-1013
DOI: 10.2307/2532694
Stable URL: http://www.jstor.org/stable/2532694
Page Count: 9
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Adjusted P-Values for Simultaneous Inference
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Abstract

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 α, then the hypothesis is rejected with an experimentwise error rate of no more than α. 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 Statistic 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.

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