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From |
Roger Newson <roger.newson@kcl.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: newbie question: nonsig posthoc after sig anova |

Date |
Mon, 18 Aug 2003 19:23:42 +0100 |

At 19:02 18/08/03 +0100, Nick Cox wrote:

If you use a multiple-test procedure, then it should be chosen a priori, rather than by fishing among multiple comparison procedures to see which gives the answer you most like. In general, statistical theory assumes that scientists first decide what they want to measure, and then measure it. The validity of confidence regions stands or falls by that assumption. And this is still true if the confidence region is for a non-numeric, set-valued parameter, such as "the set of null hypotheses that are true".I have a more general question arising obliquely out of these issues. The point of these multiple comparison procedures, Bonferroni, Scheffe, Sidak, etc. (and sprinkle all the accents required on those names) is, as I understand it, to inject a strong note of caution given the number of individual tests you could carry out and the built-in tendency that the more you carry out, the more are likely to attain significance at some conventional level, and so forth. What is the attitude to fishing _among_ multiple comparison procedures, i.e. looking _among_ various different post hoc results with the pitfall that you're tempted to report the one closest to your pre-conceived (ne)science? Aren't you supposed to cleave the one whose inferential logic you find most compelling? Is this a documented issue?

Different multiple-test procedures are appropriate under different assumptions, eg non-negative correlation between P-values or arbitrary correlation between P-values. And different procedures allow confidence statements about different things. Family-wise error rate (FWER)-controlling procedures allow you to be 95% confident that, *if* any discoveries are made, *then* all of them will be true. False discovery rate (FDR)-controlling procedures allow you to be 95% confident that some of the discoveries are true, or 90% confident that most of them are true. Therefore, FDR-controlling procedures are more appropriate for selecting a shortlist of candidates for future work, whereas FWER-controlling procedures are more useful for pointing a finger at a definitive culprit. However, either way, a scientist should decide what method or methods to use, and then use them. And, ideally, the Methods section of a paper should be written before the Results are known.

I hope this helps.

Best wishes

Roger

--

Roger Newson

Lecturer in Medical Statistics

Department of Public Health Sciences

King's College London

5th Floor, Capital House

42 Weston Street

London SE1 3QD

United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648

Fax: 020 7848 6620 International +44 20 7848 6620

or 020 7848 6605 International +44 20 7848 6605

Email: roger.newson@kcl.ac.uk

Website: http://www.kcl-phs.org.uk/rogernewson

Opinions expressed are those of the author, not the institution.

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**References**:**Re: st: newbie question: nonsig posthoc after sig anova***From:*Roger Newson <roger.newson@kcl.ac.uk>

**RE: st: newbie question: nonsig posthoc after sig anova***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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