Familywise Error Rate - Simultaneous Inference Vs. Selective Inference

Simultaneous Inference Vs. Selective Inference

Controlling FWER is a form of simultaneous inference, where all inference made in a family are jointly corrected up to a pre-specified error rate. Depending on the definition of the family, the researcher might choose a different form of inference:

For example, simultaneous inference may be too conservative for certain large-scale problems that are currently being addressed by science. For such problems, a selective inference approach might be more suitable, since it assumes that any sub-group of hypotheses from the large scale group can be viewed as a family. Selective inference is usually performed by controlling the FDR (false discovery rate criteria). FDR controlling procedures are more powerful (i.e. less conservative) procedures than the familywise error rate (FWER) procedures (such as the Bonferroni correction), at the cost of increasing the likelihood of false positives within the rejected hypothesis.