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specified a priori. It is sometimes called data dredging by critics to evoke the sense that the more
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one looks the more likely something will be found. More subtly, each time a pattern in the data is
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considered, a statistical test is effectively performed. This greatly inflates the total number of
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statistical tests and necessitates the use of multiple testing procedures to compensate. However,
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this is difficult to do precisely and in fact most results of post hoc analyses are reported as they
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are with unadjusted p-values. These p-values must be interpreted in light of the fact that they are
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a small and selected subset of a potentially large group of p-values. Results of post hoc analyses
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should be explicitly labeled as such in reports and publications to avoid misleading readers.
In practice, post hoc analyses are usually concerned with finding patterns and/or relationships
between subgroups of sampled populations that would otherwise remain undetected and
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methods.[citation needed] Post hoc testsalso known as a posteriori testsgreatly expand the range
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and capability of methods that can be applied in exploratory research. Post hoc examination
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strengthens induction by limiting the probability that significant effects will seem to have been
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discovered between subgroups of a population when none actually exist. As it is, many scientific
papers are published without adequate, preventative post hoc control of the type I error rate.[1]
Post hoc analysis is an important procedure without which multivariate hypothesis testing would
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greatly suffer, rendering the chances of discovering false positives unacceptably high. Ultimately,
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post hoc testing creates better informed scientists who can therefore formulate better, more
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, following an
level anova test. Such post hoc analysis does not include multiple testing
procedures, which are sometimes difficult to perform precisely. Unfortunately, analyses such as the
above are still commonly conducted and their results reported with unadjusted p-values. Results of
post hoc analyses which do not address the multiple comparisons problem should be explicitly
labeled as such to avoid misleading readers.
In the wider and more useful sense, post hoc analysis tests enable protection from the multiple
comparisons problem, whether the inferences made are selective or simultaneous. The type of
inference is related directly to the hypotheses family of interest. Simultaneous inference indicates
that all inferences, in the family of all hypotheses, are jointly corrected up to a specified type I error
rate. In practice, post hoc analyses are usually concerned with finding patterns and/or
relationships between subgroups of sampled populations that would otherwise remain undetected
and undiscovered were a scientific community to rely strictly upon a priori statistical
methods[citation needed]. Therefore, simultaneous inference may be too conservative for certain large
scale problems that are currently being addressed by science. For such problems, a selective
inference approach might be more suitable, since it assumes that sub-groups of hypotheses from
the large scale group can be viewed as a family. Selective post hoc examination strengthens
induction by limiting the probability that significant differences will seem to have been discovered
between sub-groups of a population when none actually exist. Accordingly, p-values of such subgroups must be interpreted in light of the fact that they are a small and selected subset of a
potentially large group of p-values.
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Tests
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This technique was developed by Ronald Fisher in 1935 and is used most commonly after a null
hypothesis in an analysis of variance (ANOVA) test is rejected (assuming normality and
homogeneity of variances). A significant ANOVA test only reveals that not all the means compared
in the test are equal. Fisher's LSD is basically a set of individual t-tests, differentiated only in the
calculation of the standard deviation. In each t-test, a pooled standard deviation is computed from
only the two groups being compared, while the Fisher's LSD test computes the pooled standard
deviation from all groups - thus increasing power. Fisher's LSD does not correct for multiple
comparisons.[2]
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if
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Although mainly used with planned contrasts, it can be used as a post hoc test for comparisons
between data groups of interest in the experiment after the fact. It is flexible and very simple to
compute, but naive in its idea of retaining of familywise error rate by division by
. This method
results in a large reduction in the power of the test. That is, because the cut-off value is reduced, it
becomes substantially more difficult for any result to be concluded as being statistically significant,
irrespective of whether it is true or not.
HolmBonferroni method
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Let
be the smallest
such that
. If
rejected.
This procedure is uniformly better than Bonferroni's.
It is worth noticing here that the reason why this procedure controls the family-wise error rate
for all the m hypotheses at level in the strong sense is because it is essentially a closed
testing procedure. As such, each intersection is tested using the simple Bonferroni test.
The Bonferroni-Holm method introduces a correction to Bonferroni's method that allows more
rejections, and is therefore less conservative and more powerful than the Bonferroni method.
NewmanKeuls method
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A stepwise multiple comparisons procedure used to identify sample means that are significantly
different from each other. It is used often as a post hoc test whenever a significant difference
between three or more sample means has been revealed by an analysis of variance (ANOVA)
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Rodger's method
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in error that
should be controlled, rather it is the average rate of rejecting true null contrasts that should be
controlled. Meaning we should control the expected rate (
Scheff's method
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Tukey's procedure
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where
is
Dunnett's correction
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Sidk's inequality
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correlated.
See also
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ANOVA
The significance level (alpha) in statistical hypothesis testing
Subgroup analysis
Statistical power
Testing hypotheses suggested by the data
References
1. ^ a
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Jaccard, J.; Becker, M. A.; Wood, G. (1984). "Pairwise multiple comparison procedures: A
Bibliography
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James E. Carlson and Others (1975). "The Distribution of the Test Statistic Used in the
NewmanKeuls Multiple Comparison Technique" , Annual Meeting of the American
Educational Research Association (Washington, D. C., March 30April 3, 1975)
Klockars, A. J.; Hancock, G. R. (2000). "Scheff's More Powerful F-Protected Post Hoc
Procedure". Journal of Educational and Behavioral Statistics 25 (1): 1319.
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doi:10.2307/1165310 .
Categories: Data analysis
Multiple comparisons
Clinical research
Medical statistics
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