Process / pipelinestatistical-inference
多重比较问题
在进行多次统计检验时,偶然获得至少一个假阳性的概率会随着检验次数的增加而增加。多重比较问题(也称为多重性问题)之所以出现,是因为如果你以 α = 0.05 的水平进行 100 次假设检验,即使所有零假设都为真,你也会期望偶然出现约 5 个假阳性。校正方法——Bonferroni、Benjamini-Hochberg 错误发现率 (FDR) 等——会调整显著性阈值或 p 值来控制错误率。这一概念对于研究的完整性至关重要,并对探索性科学具有深远的影响。
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来源
- Bonferroni, C. E. (1935). Il calcolo dei coefficienti di correlazione nel caso di variabilità di gruppi. Instituto Italiano di Statistica. link ↗
- Benjamini, Y., & Hochberg, Y. (1995). Controlling the false discovery rate: A practical and powerful approach to multiple testing. Journal of the Royal Statistical Society Series B, 57(1), 289–300. DOI: 10.1111/j.2517-6161.1995.tb02031.x ↗
- Ioannidis, J. P. A. (2005). Why most published research findings are false. PLoS Medicine, 2(8), e124. DOI: 10.1371/journal.pmed.0020124 ↗
如何引用本页
ScholarGate. (2026, June 3). The Multiple Comparisons Problem and Statistical Correction Methods. ScholarGate. https://scholargate.app/zh/research-statistics/multiple-comparisons-problem
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