I have a matrix, the rows stand for the different diagnostic subgroups (6) and the columns stand for 4 different test statistics, making in total 24 values of test statistics. I should mention that these values are highly correlated with one another both within the diagnostic subgroup and in the different tests level. I would also like to mention that the test statistics between the different tests are in different scales. For example think of something like:
I have performed several tests and I want to adjust for that, given that the values on the matrix are correlated. I have also retrieves 999 more matrices under the null hypothesis. Does anyone know any procedure that adjusts for multiple testing over different tests given that the values are correlated?