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multiple-testing-correction

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Multiple comparison correction methods

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Multiple Testing Correction

Purpose

Provides multiple comparison correction methods for controlling error rates in simultaneous hypothesis testing.

Capabilities

  • Bonferroni correction
  • Holm-Bonferroni method
  • Benjamini-Hochberg FDR control
  • Sidak correction
  • Permutation-based corrections
  • Family-wise error rate control

Usage Guidelines

  1. Error Rate Selection: Choose FWER vs FDR based on goals
  2. Method Selection: Apply appropriate correction method
  3. Dependency Handling: Account for test dependencies
  4. Interpretation: Report adjusted p-values correctly

Tools/Libraries

  • statsmodels
  • scipy.stats
  • multcomp (R)
  • multtest (R)