On Wed, Aug 29, 2012 at 6:48 PM, R. Michael Weylandt <michael.weyla...@gmail.com> wrote: > On Wed, Aug 29, 2012 at 6:23 PM, Louise Cowpertwait > <louisecowpertw...@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@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@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/ ______________________________________________ R-help@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.
