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

From: Earl F. Glynn <efg_at_stowers-institute.org>
Date: Fri 15 Jul 2005 - 03:22:49 EST

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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