[R] Partek has Dunn-Sidak Multiple Test Correction. Is this the same/similar to any of R's p.adjust.methods?

Earl F. Glynn efg at stowers-institute.org
Thu Jul 14 19:22:49 CEST 2005

The Partek package (www.partek.com) allows only two selections for Multiple
Test Correction:  Bonferroni and Dunn-Sidak.  Can anyone suggest why Partek
implemented Dunn-Sidak and not the other methods that R has?  Is there any
particular advantage to the Dunn-Sidak method?
R knows about these methods (in R 2.1.1):

> p.adjust.methods
[1] "holm" "hochberg" "hommel" "bonferroni" "BH" "BY" "fdr"
[8] "none"

BH is Benjamini & Hochberg (1995) and is also called "fdr" (I wish R's
documentation said this clearly).  BY is Benjamini & Yekutieli (2001).

I found a few hits from Google on Dunn-Sidak, but I'm curious if anyone can
tell me on a "conservative-liberal" scale, where the Dunn-Sidak method
falls? My guess is it's less conservative than Bonferroni (but aren't all
the other methods?), but how does it compare to the other methods?

A limited numerical experiment suggested this order to me:  bonferroni (most
conservative), hochberg and holm about the same, BY, BH (also called fdr),
and then none.

Thanks for any of  thoughts on this.


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