If you perform more than one statistical test, the likelihood of seeing a false positive (Type I error) increases with the number of tests performed. The Šidák correction is a statistical procedure that can adjust the critical values and p-values in order to account for the presence of multiple tests (also called multiple comparisons). It is appropriate, for instance, when comparing two specific groups out of a larger number of groups in the data. The Šidák correction is a more exact version of the Bonferroni correction.
As an example, suppose we perform an ANOVA across groups A, B, and C, and the ANOVA indicates that the mean differs across all three groups. If we wish to compare A to B only, it would be appropriate to adjust the p-value for 3 possible comparisons (A to B, A to C, and B to C).
To adjust the p-value of a statistical test to account for multiple comparisons:
Wizard will then adjust the critical value, p-value, and p-value visualization to account for the multiple comparisons.