Per Family or Familywise Type I Error Control: "Eether, Eyether, Neether, Nyther, Let's Call the Whole Thing Off!"
نویسندگان
چکیده
Frane (2015) pointed out the difference between per-family and familywise Type I error control and how different multiple comparison procedures control one method but not necessarily the other. He then went on to demonstrate in the context of a two group multivariate design containing different numbers of dependent variables and correlations between variables how the per-family rate inflates beyond the level of significance. In this article I reintroduce other newer better methods of Type I error control. These newer methods provide more power to detect effects than the per-family and familywise techniques of control yet maintain the overall rate of Type I error at a chosen level of significance. In particular, I discuss the False Discovery Rate due to Benjamini and Hochberg (1995) and k-Familywise Type I error control enumerated by Lehmann and which presented R computer code for determining critical significance levels for these newer methods of Type I error control. Introduction Frane (2015) presented an article which clarified the difference between the per-family (PFER) and familywise (FWER) Type I error rates (See also Klockars & Hancock, 1994). It is important that applied researchers understand the difference between the rates and how different multiple comparison procedures may control H. J. KESELMAN 25 one rate of error but not the other. For example, as he notes, the typical Dunn (1961)-Bonferroni method controls the overall rate of Type I error per-family, whereas other Bonferroni methods of Type I error control (e.g., Holm, 1979) control the familywise rate of error. Through simulation methods he then shows that in a multivariate design containing two groups, multiple dependent measures, and various correlations between the dependent variables, the FWER may be controlled, yet the PFER can be very large. The author also notes in the article that other issues could have been discussed such as newer methods of controlling Type I errors and other multiple comparison procedures themselves; some issues were noted but not discussed in detail. My intention in this article is to take the reader further into the topics of Type I error control and multiple comparison procedures that Frane (2015) did not have the space to discuss. I believe these additional topics are very important to discuss since the issue of Type I error control has advanced immeasurably since the early discussions related to PFER and FWER control. At the outset I want to expand on the definitions of per-family and familywise …
منابع مشابه
Controlling the rate of Type I error over a large set of statistical tests.
When many tests of significance are examined in a research investigation with procedures that limit the probability of making at least one Type I error--the so-called familywise techniques of control--the likelihood of detecting effects can be very low. That is, when familywise error controlling methods are adopted to assess statistical significance, the size of the critical value that must be ...
متن کاملSequential Tests of Multiple Hypotheses Controlling Type I and II Familywise Error Rates.
This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error rate in order to draw statistically-valid conclusions from each experiment, while being as efficient as possible. The between-stream data may differ in distr...
متن کاملPost Hoc Tests
Familywise Error Familywise error (FWE) is also known as alpha inflation or cumulative Type I error. Familywise error represents the probability that any one of a set of comparisons or significance tests is a Type I error. As more tests are conducted, the likelihood that one or more are significant just due to chance (Type I error) increases. One can estimate familywise error with the following...
متن کاملPost Hoc Tests
Familywise Error Familywise error (FWE) is also known as alpha inflation or cumulative Type I error. Familywise error represents the probability that any one of a set of comparisons or significance tests is a Type I error. As more tests are conducted, the likelihood that one or more are significant just due to chance (Type I error) increases. One can estimate familywise error with the following...
متن کاملA Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates.
We present a unifying approach to multiple testing procedures for sequential (or streaming) data by giving sufficient conditions for a sequential multiple testing procedure to control the familywise error rate (FWER). Together we call these conditions a "rejection principle for sequential tests," which we then apply to some existing sequential multiple testing procedures to give simplified unde...
متن کامل