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Multiple-comparisons problem

As explained in Effective Data Analysis

Multiple comparisons are simultaneous or sequential statistical tests involving several groups, hypotheses, or pairwise contrasts.

The multiple-comparisons problem arises when several groups, hypotheses, or pairwise contrasts are tested. Each additional comparison increases the chance of a false-positive Type 1 result, even when corrected p-values are used. section 5.3.1 section 5.4

Reduce the risk by:

  • Choosing statistical tests that fit the data and checking their assumptions before testing. section 5.3.1
  • Keeping the number of groups and interactions under control; a suggested two-factor ANOVA design uses two groups for one variable and three for another. section 5.3.1
  • Using post hoc tests after an omnibus result involving three or more groups, because these tests correct comparisons while identifying which groups differ. section 5.4
  • Report non-significant results and avoid treating a low p-value as sufficient evidence when many comparisons were made. section 5.3.1 section 5.4
Figure 5.16 I implore you not to run excessive comparisons, even with a sufficiently large sample size.
figure

Use the figure to visualize why excessive comparisons can produce apparently significant results, even with a large sample. section 5.3.1

How Effective Data Analysis covers it

How deep it goes
Explains the risk and practical safeguards, but does not specify particular correction procedures.
Examples
Uses two-factor ANOVA designs, category interactions, and post hoc comparisons after tests involving three or more groups.
What you can do after
Evaluate findings by limiting comparisons, checking assumptions, selecting suitable tests, and reporting non-significant results.
How it connects
Connects Type 1 errors, p-values, ANOVA, post hoc tests, and non-parametric tests.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Effective Data Analysis. The section links point to the parts of the book it draws on.