Carolin Hillenbrand
Carolin Hillenbrand

Reputation: 1

Correction: Multiple Hypothesis Testing - only for independent variables? (not for controls / intercepts)

I correct for multiple hypothesis testing because I test about 100 hypotheses parallel. I will, for example, use the Benjamini and Hochberg correction as well as the more conservative Bonferroni correction. My question is: Do I need to apply these tests for ALL variables (and their p-values) in my models? (including the control variables which are not of my primary interest / not part of my hypotheses... I would anyway only interpretate / discuss the adjusted p-values of my independent variables of interest). So, I was thinking of only applying these corrections to selected variables?

I would suggest the following R Code:

interesting_vars <- grep("religion", names(all_p_values), value = TRUE)
interesting_p_values <- all_p_values[interesting_vars]
p_adjusted_interesting <- p.adjust(interesting_p_values, method="BH")
all_p_values[interesting_vars] <- p_adjusted_interesting
print(all_p_values)

Is this correct? Or would I miss something / make mistakes, if I exclude my control variables (and intercepts) from that procedure?

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