P-value correction: Difference between revisions

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There are numerous implementations of how to do this, see:

* [http://www.math.tau.ac.il/~ybenja/MyPapers/benjamini_hochberg1995.pdf ~~Benjamini~~-~~Hochberg~~]

* Yoav Benjamini, Yosef Hochberg "[http://www.math.tau.ac.il/~ybenja/MyPapers/benjamini_hochberg1995.pdf Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing]", ''Journal of the Royal Statistical Society. Series B'', Vol. 57, No. 1 (1995), pp. 289-300, JSTOR:http://www.jstor.org/stable/2346101 2346101]

* [http://www.math.tau.ac.il/~ybenja/MyPapers/benjamini_yekutieli_ANNSTAT2001.pdf ~~Benjamini~~-~~Yekutieli~~]

* Yoav Benjamini, Daniel Yekutieli, "[http://www.math.tau.ac.il/~ybenja/MyPapers/benjamini_yekutieli_ANNSTAT2001.pdf The control of the false discovery rate in multiple testing under dependency]", ''Ann. Statist.'', Vol. 29, No. 4 (2001), pp. 1165-1188, DOI:[https://doi.org/10.1214/aos/1013699998 10.1214/aos/1013699998] JSTOR:[http://www.jstor.org/stable/2674075 2674075]

* 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]

* 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]