[R] Bonferroni correction for multiple correlation tests

[R. Michael Weylandt]

On Wed, Aug 29, 2012 at 6:23 PM, Louise Cowpertwait
<louisecowpertwait at gmail.com> wrote:
> Please can someone advise me how I can adjust correlations using bonferroni's correction? I am doing manny correlation tests as part of an investigation of the validity/reliability of a psychometric measure.
> Help would be so appreciated!
> Cheers,
> Louise
>

The observed correlation is an immutable property of the observed data
and the Bonferroni correction does not change it. Rather, it should be
applied to the p-values of the observed correlations, much as it would
be for any test. Those more statistically savy than I might jump in,
but I don't see why the p-values of, e.g., cor.test() would be
adjusted in a different way than those of t.test().

Consider a similar case for a set of t-tests: you see some data and do
the tests based on the sample means. It doesn't make any sense to
"adjust the mean" of your data, rather you might wish to adjust your
_interpretation_ of calculated p-values to account for multiple
comparisons.

Cheers,
Michael

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