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Monday, February 25, 2013

Bonferroni Correction

  • Also known as Bonferroni type adjustment
  • Made for inflated Type I error (the higher the chance for a false positive; rejecting the null hypothesis when you should not)
  • When conducting multiple analyses on the same dependent variable, the chance of committing a Type I error increases, thus increasing the likelihood of coming about a significant result by pure chance.  To correct for this, or protect from Type I error, a Bonferroni correction is conducted.
  • Bonferroni correction is a conservative test that, although protects from Type I Error, is vulnerable to Type II errors (failing to reject the null hypothesis when you should in fact reject the null hypothesis)
  • Alter the p value to a more stringent value, thus making it less likely to commit Type I Error
  • To get the Bonferroni corrected/adjusted p value, divide the original α-value by the number of analyses on the dependent variable.  The researcher assigns a new alpha for the set of dependent variables (or analyses) that does not exceed some critical value: αcritical = 1 - (1 – αaltered)k, where k = the number of comparisons on the same dependent variable.
  • However, when reporting the new p-value, the rounded version (of 3 decimal places) is typically reported.  This rounded version is not technically correct; a rounding error.  Example: 13 correlation analyses on the same dependent variable would indicate the need for a Bonferroni correction of (αaltered =.05/13) = .004 (rounded), but αcritical = 1 - (1-.004)13 = 0.051, which is not less than 0.05.  But with the non-rounded version: (αaltered =.05/13) = .003846154, and αcritical = 1 - (1 - .003846154)13 = 0.048862271, which is in-fact less than 0.05!  SPSS does not currently have the capability to set alpha levels beyond 3 decimal places, so the rounded version is presented and used.
  • Another example: 9 correlations are to be conducted between SAT scores and 9 demographic variables.  To protect from Type I Error, a Bonferroni correction should be conducted.  The new p-value will be the alpha-value (αoriginal = .05) divided by the number of comparisons (9):  altered = .05/9) = .006.  To determine if any of the 9 correlations is statistically significant, the p-value must be p < .006.