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EDITOR
Perneger's paper on Bonferroni adjustments consists almost
entirely of errors.1 He states that the Bonferroni
adjustments are concerned with the wrong hypothesis and that the two
groups are identical on all 20 variables (the universal null
hypothesis). This misses the main point of multiple test adjustments.
Similarly he says, "If one or more of the 20 P values is less
than 0.00256 ... we can say that the two groups are
not equal for all 20 variables, but we cannot say which, or even how
many, variables differ." Researchers who adjust P values almost
always present them for their individual hypotheses. With n hypotheses each tested at level
, Perneger claims that "the formula for the
error rate across the study is 1
(1
)n." This
formula assumes independence of the test statistics; the actual bound
on the error probability is n
.
Perneger sees multiple adjustment as a violation of common
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