Please can someone advise me how I can adjust correlations using bonferroni's correction? I am doing manny correlation tests as part of an investigation of the validity/reliability of a psychometric measure. Help would be so appreciated! Cheers, Louise
Bonferroni correction for multiple correlation tests
7 messages · Louise Cowpertwait, R. Michael Weylandt, David Winsemius +4 more
On Wed, Aug 29, 2012 at 6:23 PM, Louise Cowpertwait
<louisecowpertwait at gmail.com> wrote:
Please can someone advise me how I can adjust correlations using bonferroni's correction? I am doing manny correlation tests as part of an investigation of the validity/reliability of a psychometric measure. Help would be so appreciated! Cheers, Louise
The observed correlation is an immutable property of the observed data and the Bonferroni correction does not change it. Rather, it should be applied to the p-values of the observed correlations, much as it would be for any test. Those more statistically savy than I might jump in, but I don't see why the p-values of, e.g., cor.test() would be adjusted in a different way than those of t.test(). Consider a similar case for a set of t-tests: you see some data and do the tests based on the sample means. It doesn't make any sense to "adjust the mean" of your data, rather you might wish to adjust your _interpretation_ of calculated p-values to account for multiple comparisons. Cheers, Michael
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
On Aug 29, 2012, at 4:23 PM, Louise Cowpertwait wrote:
Please can someone advise me how I can adjust correlations using bonferroni's correction? I am doing manny correlation tests as part of an investigation of the validity/reliability of a psychometric measure. Help would be so appreciated!
?p.adjust
Cheers, Louise
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD Alameda, CA, USA
Indeed... But it seems clear that, 1. This is off topic for this list. 2. Ms. Cowpertwait would be wise to seek the help of a local statistician. does it not? Cheers, Bert On Wed, Aug 29, 2012 at 6:48 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
On Wed, Aug 29, 2012 at 6:23 PM, Louise Cowpertwait <louisecowpertwait at gmail.com> wrote:
Please can someone advise me how I can adjust correlations using bonferroni's correction? I am doing manny correlation tests as part of an investigation of the validity/reliability of a psychometric measure. Help would be so appreciated! Cheers, Louise
The observed correlation is an immutable property of the observed data and the Bonferroni correction does not change it. Rather, it should be applied to the p-values of the observed correlations, much as it would be for any test. Those more statistically savy than I might jump in, but I don't see why the p-values of, e.g., cor.test() would be adjusted in a different way than those of t.test(). Consider a similar case for a set of t-tests: you see some data and do the tests based on the sample means. It doesn't make any sense to "adjust the mean" of your data, rather you might wish to adjust your _interpretation_ of calculated p-values to account for multiple comparisons. Cheers, Michael
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
On Wed, Aug 29, 2012 at 6:48 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
On Wed, Aug 29, 2012 at 6:23 PM, Louise Cowpertwait <louisecowpertwait at gmail.com> wrote:
Please can someone advise me how I can adjust correlations using bonferroni's correction? I am doing manny correlation tests as part of an investigation of the validity/reliability of a psychometric measure. Help would be so appreciated! Cheers, Louise
The observed correlation is an immutable property of the observed data and the Bonferroni correction does not change it. Rather, it should be applied to the p-values of the observed correlations, much as it would be for any test. Those more statistically savy than I might jump in, but I don't see why the p-values of, e.g., cor.test() would be adjusted in a different way than those of t.test().
I am happy to be corrected, but under specific situations, I can see an alternative correction method being appropriate. For p variables, the p x p correlation matrix has p * (p - 1) / 2 unique correlations, however, once you know about some of the correlations, you actually have some information about the other correlations. Imagine the situation where p = 3 and cor(p1, p2) = .9, cor(p2, p3) = 0. Is cor(p1, p3) free to be any possible correlation? The answer of course is no. I am not sure what the exact rule would be, but this would hold and increase for larger matrices.
Consider a similar case for a set of t-tests: you see some data and do the tests based on the sample means. It doesn't make any sense to "adjust the mean" of your data, rather you might wish to adjust your _interpretation_ of calculated p-values to account for multiple comparisons. Cheers, Michael
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/
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At 00:23 30/08/2012, Louise Cowpertwait wrote:
Please can someone advise me how I can adjust correlations using bonferroni's correction? I am doing manny correlation tests as part of an investigation of the validity/reliability of a psychometric measure.
Louise, apart from the excellent advice you have already received from others on the list I would suggest that if you really, really do not have a scientific theory and need go data fishing the correction named after Bonferroni is unlikely to be the best approach. There are other methods available in p.adjust to which your attention has already been drawn.
Help would be so appreciated! Cheers, Louise
Michael Dewey info at aghmed.fsnet.co.uk http://www.aghmed.fsnet.co.uk/home.html