Why we (usually) don't have to worry about multiple comparison
Gelman
Andrew E.
author
Columbia University. Statistics
Columbia University. Political Science
Hill
Jennifer
author
Yajima
Masanao
author
Columbia University. Columbia Population Research Center
contributor
originator
text
Working papers
New York
Columbia Population Research Center
2009
English
Applied researchers often find themselves making statistical inferences in settings that would seem to require multiple comparisons adjustments. We challenge the Type I error paradigm that underlies these corrections. Moreover we posit that the problem of multiple comparisons can disappear entirely when viewed from a hierarchical Bayesian perspective. We propose building multilevel models in the settings where multiple comparisons arise. Multilevel models perform partial pooling (shifting estimates toward each other), whereas classical procedures typically keep the centers of intervals stationary, adjusting for multiple comparisons by making the intervals wider (or, equivalently, adjusting the p-values corresponding to intervals of fixed width). Thus, multilevel models address the multiple comparisons problem and also yield more efficient estimates, especially in settings with low group-level variation, which is where multiple comparisons are a particular concern.
Statistics
Columbia Population Research Center Working Papers
09-12
http://hdl.handle.net/10022/AC:P:9795
NNC
NNC
2011-01-12 16:09:19 -0500
2011-10-03 12:11:47 -0400
2332
eng