I just learned about MHT. Have a question « Economics Job Market Rumors

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I just learned about MHT. Have a question

Economist
2ef2

MHT as in Multiple Hypothesis Testing.
Is there any criteria for selecting a correction method? Or can I just Bonferroni everything.

8 months ago # QUOTE 0 Jab 0 No Jab !
Economist
94f9

reg y x

8 months ago # QUOTE 0 Jab 0 No Jab !
Economist
2ef2

Bump

8 months ago # QUOTE 0 Jab 0 No Jab !
Economist
d88b

Depends what group of tests you want to control the error rates for, and what concept of group error rate you want to control (e.g., familywise error rate versus false discovery rate). There is no right answer. The more conservative you are, the more conservative you are.

8 months ago # QUOTE 2 Jab 0 No Jab !
Economist
1a1e

Bonferroni is very underpowered if your p values are positively correlated.

8 months ago # QUOTE 1 Jab 0 No Jab !

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