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Why and How to Adjust P-values in Multiple Hypothesis Testing
May 5, 2023, 3:58 a.m. | Igor Šegota
Towards Data Science - Medium towardsdatascience.com
P-values below a certain threshold are often used as a method to select relevant features. Advice below suggests how to use them correctly.
Multiple hypothesis testing occurs when we repeatedly test models on a number of features, as the probability of obtaining one or more false discoveries increases with the number of tests. For example, in the field of genomics, scientists often want to test whether any of …
advice author california data science false-positive features hypothesis hypothesis-testing multiple probability p-value statistics test testing threshold values
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