In statistics, the Šidák correction, or Dunn–Šidák correction, is a method used to counteract the problem of multiple comparisons.
It is a simple method to control the family-wise error rate.
When all null hypotheses are true, the method provides familywise error control that is exact for tests that are stochastically independent, conservative for tests that are positively dependent, and liberal for tests that are negatively dependent.
It is credited to a 1967 paper [1] by the statistician and probabilist Zbyněk Šidák.
[2] The Šidák method can be used to adjust alpha levels, p-values, or confidence intervals.
Though slightly less conservative than Bonferroni, it tends to be a more conservative method of familywise error control compared to many other methods, especially when tests are positively dependent.
The Šidák correction is derived by assuming that the individual tests are independent.
Since it is assumed that they are independent, the probability that all of them are not significant is the product of the probability that each of them is not significant, or
, the significance threshold for the entire series of tests.