Statistics
Multiple comparisons problem
Also called: multiple testing, multiplicity
The multiple comparisons problem is the inflation of false-positive risk that occurs when many statistical tests are run on the same data. At a 5 percent threshold, testing 20 independent hypotheses yields roughly a two-thirds chance of at least one spurious significant result unless the threshold is adjusted.
Each test carries its own chance of a false positive, and those chances accumulate. Run enough comparisons and something will cross the line by luck alone. Genomics, neuroimaging, and studies with many outcomes or subgroups are especially exposed, since they may run hundreds or thousands of tests at once.
Corrections trade sensitivity for specificity. The Bonferroni method divides the threshold by the number of tests and is simple but conservative. Controlling the false discovery rate, for instance with the Benjamini-Hochberg procedure, is less stringent and better suited to large-scale screening. The right choice depends on whether the cost of a single false positive or many missed effects is greater.
Reviewers should count how many comparisons a paper actually performed, including the ones mentioned only in passing, and check whether any correction was applied. A single significant subgroup effect buried among a dozen unadjusted tests deserves heavy skepticism.
Example
Reporting the one significant result out of 30 biomarkers tested, with no adjustment, all but guarantees a false positive.
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