Family-Wise Error Rate

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A Family-Wise Error Rate is an error rate measure that quantifies the probability of making at least one Type I error when conducting multiple statistical hypothesis tests simultaneously in a multiple testing problem.



References

2016

1979

  • (Holm, 1979) ⇒ Sture Holm. (1979). "A Simple Sequentially Rejective Multiple Test Procedure." Scandinavian Journal of Statistics.
    • NOTE: The Bonferroni procedure, while controlling FWER, is often too conservative. Sequential procedures that test hypotheses in order can maintain FWER control while providing more power to reject false null hypotheses.

1961

  • (Tukey, 1961) ⇒ John W. Tukey. (1961). "The Problem of Multiple Comparisons." Princeton University.
    • NOTE: When making multiple comparisons, we must distinguish between the error rate per comparison and the error rate per family of comparisons. The latter, which we now call family-wise error rate, is crucial for maintaining the overall validity of our statistical inferences.