In: Statistics and Probability
Briefly describe the different post hoc tests (e.g., LSD, HSD, Fisher’s protected t tests, Bonferroni test) and why they are useful.
Post Hoc Test-
Post-hoc means to analyze the results of experimental data. They are often based on a family wise error rate; the probability of at least one Type I error in a set (family) of comparisons.
Some types of Post Hoc tests are:
i. Bonferroni Procedure -
This multiple-comparison post-hoc correction is used when we are
performing many independent or dependent statistical tests at the
same time. The problem with running many simultaneous tests is that
the probability of a significant result increases with each test
run.
ii. Holm-Bonferroni Method-
The ordinary Bonferroni method is sometimes viewed as too
conservative. Holm’s sequential Bonferroni post-hoc test is a less
strict correction for multiple comparisons.
iii. Duncan’s new multiple range test (MRT)-
When we run Analysis of Variance (ANOVA), the results will tell us
if there is a difference in means. However, it won’t pinpoint the
pairs of means that are different. Duncan’s Multiple Range Test
will identify the pairs of means (from at least three) that differ.
The MRT is similar to the LSD, but instead of a t-value, a Q Value
is used.
iv. Fisher’s Least Significant Difference (LSD)-
A tool to identify which pairs of means are statistically
different. Essentially the same as Duncan’s MRT, but with t-values
instead of Q values.
v. Newman-Keuls -
Like Tukey’s, this post-hoc test identifies sample means that are
different from each other. Newman-Keuls uses different critical
values for comparing pairs of means. Therefore, it is more likely
to find significant differences.
vi. Rodger’s Method -
Considered by some to be the most powerful post-hoc test for
detecting differences among groups. This test protects against loss
of statistical power as the degrees of freedom increase.
vii. Benjamin-Hochberg (BH) procedure-
If we perform a very large amount of tests, one or more of the
tests will have a significant result purely by chance alone. This
post-hoc test accounts for that false discovery rate.