PValueAdjustmentMethod Enumeration

Specifies methods for adjusting p-values in multiple hypothesis testing scenarios to control error rates.

Definition

Namespace: Numerics.NET.Statistics.Tests
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.2
C#
public enum PValueAdjustmentMethod

Remarks

When conducting multiple hypothesis tests simultaneously, the probability of making at least one Type I error (false positive) increases. These adjustment methods help control different error rates (family-wise error rate or false discovery rate) by applying corrections to the raw p-values.

Members

None0 No adjustment is applied to the p-values.
Bonferroni1 Bonferroni correction that controls the family-wise error rate (FWER) by adjusting the significance level.
Holm2 Holm's step-down procedure (also called sequential Bonferroni) that controls the family-wise error rate (FWER).
HolmSidak3 Holm-Šidák step-down procedure for controlling the family-wise error rate (FWER).
Hochberg4 Hochberg's step-up procedure that controls the family-wise error rate (FWER).
Hommel5 Hommel's method for controlling the family-wise error rate (FWER).
Sidak6 Šidák correction for controlling the family-wise error rate (FWER).
BenjaminiHochberg7 Benjamini-Hochberg procedure for controlling the false discovery rate (FDR).
BenjaminiYekutieli8 Benjamini-Yekutieli procedure for controlling the false discovery rate (FDR) under arbitrary dependence.

See Also