Need:

When conducting multiple analyses on the same dependent variable, the chance of committing a Type I error increases, thus increasing the likelihood of coming about a significant result by pure chance. To correct for this, or protect from Type I error, a Bonferroni correction is conducted.

In statistics, this is known as the family-wise error rate, which measures the probability that a Type 1 error will be made across any particular hypothesis test.

It is calculated as follows:

1 — (1-α)^n

where:

α = the significance level for a given hypothesis test

n = total number of tests

For instance, if we are using a significance level of 0.05 and we conduct three hypothesis tests, the probability of making a Type 1 error increases to 14.26%, i.e. 1-(1–0.05)³ = 0.1426.

To guard against such a Type 1 error (and also to concurrently conduct pairwise t-tests between each group), a Bonferroni correction is used whereby the significance level is adjusted to reduce the probability of committing a Type 1 error

How it will work

It is a single -step procedure and does not require a significant omnibus test to precede it

  • To get the Bonferroni corrected/adjusted p value, divide the original α-value by the number of analyses on the dependent variable. Use that new alpha value to reject or accept the hypothesis
  • Or multiply each reported p value by number of comparisons that are conducted

 

Example :

Appraoch1: Using  unadjusted p vales and calculating revised alpha

Approach2: Multiplying un adjusted p values with # of tests as a corrected one

Both approaches we are getting similar conclusions.

source:

https://www.youtube.com/watch?v=rMuNniCTsOw

https://towardsdatascience.com/anova-vs-bonferroni-correction-c8573936a64e

 

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Bonferroni Correction

Venugopal Manneni


A doctor in statistics from Osmania University. I have been working in the fields of Analytics and research for the last 15 years. My expertise is to architecting the solutions for the data driven problems using statistical methods, Machine Learning and deep learning algorithms for both structured and unstructured data. In these fields I’ve also published papers. I love to play cricket and badminton.


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