P-value correction: Difference between revisions
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There are numerous implementations of how to do this,
* Sture Holm, "A Simple Sequentially Rejective Multiple Test Procedure", Scandinavian Journal of Statistics, Vol. 6, No. 2 (1979), pp. 65-70 JSTOR:[https://www.jstor.org/stable/4615733 4615733]
* Yosef Hochberg, "A sharper Bonferroni procedure for multiple tests of significance", Biometrika, Vol. 75, No. 4 (1988), pp 800–802, DOI:[https://doi.org/10.1093/biomet/75.4.800 10.1093/biomet/75.4.800] JSTOR:[https://www.jstor.org/stable/2336325 2336325]
* Gerhard Hommel, "A stagewise rejective multiple test procedure based on a modified Bonferroni test", Biometrika, Vol. 75, No. 2 (1988), pp 383–386, DOI:[https://doi.org/10.1093/biomet/75.2.383 10.1093/biomet/75.2.383] JSTOR:[https://www.jstor.org/stable/2336190 2336190]
Each of which has its own advantages and disadvantages.
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