[R-sig-ME] multiple comparisons with MCMCglmm?

[mikhail matz]

Hello,

Is correction for multiple comparisons ever necessary with MCMCglmm, or with any other method deriving the credible intervals from MCMC sampling?

My gut feeling is no, since we are deriving credible intervals for all the effects (or their combinations, if anyone is interested in pairwise comparisons a'la Tukey) jointly from the results of the same MCMC chain. I am, however, not sure at all whether this logic makes any sense.

The only [hopeful] bit that I managed to find on the web is the paper by Gelman et al 2012 ( http://www.stat.columbia.edu/~gelman/research/published/multiple2f.pdf ), but it is really more about multilevel (i.e., mixed) models rather than MCMC-based methods.

I would greatly appreciate any advice.

cheers

Mikhail Matz, University of Texas at Austin