Adjusting p-values in Statistical analysis

Why need adjusting p-values

Methods

Method Description When to Use
Bonferroni One-step correction Use when the number of comparisons is small or when strict control of the family-wise error rate is needed.
Sidak One-step correction Similar to Bonferroni, but slightly less conservative. Use when controlling the family-wise error rate.
Holm-Sidak Step-down method using Sidak adjustments Use when controlling the family-wise error rate with a step-down approach.
Holm Step-down method using Bonferroni adjustments Use when controlling the family-wise error rate with a step-down approach.
Simes-Hochberg Step-up method (independent) Use when controlling the false discovery rate (FDR) with independent tests.
Hommel Closed method based on Simes tests (non-negative) Use when controlling the FDR with non-negative dependencies among tests.
Benjamini/Hochberg Benjamini/Hochberg (non-negative) Use when controlling the FDR and the tests are independent or positively correlated.
Benjamini/Yekutieli Benjamini/Yekutieli (negative) Use when controlling the FDR and the tests are dependent, possibly negatively correlated.
Two-stage Benjamini/Hochberg Two-stage FDR correction (non-negative) Use when controlling the FDR with potentially dependent tests, particularly for non-negative dependencies.
Two-stage Benjamini/Yekutieli Two-stage FDR correction (non-negative) Similar to Two-stage Benjamini/Hochberg but offers improved control over the FDR under certain conditions.