13 Research methods, statistics, critical review and evidence-based practice13.9 Differential and analytic statistics

13.9.7 Multiple testing and multiplicity

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Written by Resident Doctor Committee · Published

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Many tests at once

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Correction
P values in rank order against the cut-off20 p values sorted from smallest to largest. Under No correction, 7 fall on or below the cut-off and are declared significant.0.000.050.1015101520Rank of the p value, smallest first
Declared significantNot significant (above 0.10 on the top edge)The cut-off
No correction
7 of 20
Bonferroni
2 of 20
Holm
3 of 20
Benjamini-Hochberg
4 of 20
False positives expected, uncorrected
1.020 tests × 0.05.
Chance of at least one, uncorrected
64%The family-wise error rate, for independent tests.
The smallest p values and the cut-off each one faces under No correction.
Rankp valueCut-offVerdict
10.00040.0500Significant
20.00210.0500Significant
30.00260.0500Significant
40.00900.0500Significant
50.0130.0500Significant
60.0310.0500Significant
70.0470.0500Significant
80.0800.0500Not significant
90.1200.0500Not significant
100.1900.0500Not significant

The p values are invented. Bonferroni and Holm hold the chance of even one false positive across the whole set at alpha; Holm checks the smallest p value against the strictest cut-off and relaxes as it goes, so it never declares fewer. Benjamini-Hochberg allows some false positives but holds their expected share among the findings at q. Adding tests with no real effect makes Bonferroni stricter for every test, while the Benjamini-Hochberg line moves less.

Twenty invented p values from one study. Uncorrected, 7 are significant; Bonferroni keeps 2, Holm 3 and Benjamini-Hochberg 4. Add 20 tests with no real effect and see which correction holds up.

New in the 2027 syllabus

The College added this topic for exams from January 2027.

What the problem is

Every test carries some chance of a false positive. The more tests you run, the more likely one comes up "significant" by chance.

  • Multiplicity means there are several statistical chances to support the same claim. Sources include multiple outcomes, subgroups, treatment comparisons and interim analyses (looks at the data before the trial ends).

  • Family-wise error is the probability of at least one false rejection (wrongly rejecting a true null hypothesis) within a defined family of hypotheses.

  • False discovery rate is the expected proportion of false rejections among the hypotheses rejected. It counts as zero when none are rejected.

How quickly the risk grows

Assume every null hypothesis is true and each of five independent tests uses alpha 0.05.

Input

Value

Number of tests

5

Probability of no false positive per test

0.95

  1. The chance of no false positive across all five is 0.95^5 = 0.774.

  2. So the chance of at least one false positive is 1 minus 0.774 = 0.226, about 23%.

  3. If the tests are dependent, the exact figure changes. You still need to consider multiplicity.

Ways to control it

Method

How it works

Main point

Bonferroni

Divide the family alpha by the number of tests

Controls family-wise error without needing independent tests

Holm

Compare ordered p values with step-by-step thresholds

Controls family-wise error and is less conservative than simple Bonferroni

Benjamini-Hochberg

Compare ordered p values with increasing thresholds

Controls false discovery rate under specified dependence conditions

Hierarchical testing

Test outcomes in an order fixed in advance

A later confirmatory claim counts only if earlier tests succeeded

Bonferroni worked example

Outcome

Unadjusted p value

A

0.008

B

0.030

C

0.200

D

0.400

E

0.900

  1. Set the family alpha at 0.05 and divide by 5, giving 0.01 per test.

  2. Only outcome A meets the corrected threshold.

  3. Outcome B would pass at 0.05 alone, but here it does not support a family-wise confirmatory claim.

The family-error curve assumes independent tests and all null hypotheses true. Bonferroni at family alpha 0.05 gives 0.01 per test for five tests, so only p = 0.008 meets the corrected threshold; Bonferroni's error bound itself does not require independence. Original illustration drawn in Python for MRCPsychiatrist; see images/ATTRIBUTION.md

Appraising a paper

  • Prespecified families. The correction protects only the claims in a family defined in advance. Choosing a small family after seeing the results removes that protection.

  • Exploratory findings can generate hypotheses, if authors say they are exploratory and report the analyses they ran.

  • Repeated interim testing needs planned stopping boundaries or another valid sequential method. Testing at 0.05 at every look inflates false positives.

  • Correction can reduce power (the chance of detecting a real effect), so test a limited set of clinically meaningful outcomes rather than everything.