I think I have a variation on your plumbing metaphor. Suppose there are several taps in a house, but they all of course
link to the same main. The F test tells you if there is a leak in the house somewhere--it is basically a test on the main
pipe. If there is a leak, you can already directly try to find where (Bonferroni). Alternatively, you can first ask how much is leaking altogether in the house (omega squared), then find where. I suppose if there are enough taps (groups), it is possible to have a large leak altogether (large omega squared) even if the amount leaking from each tap is negligible (confidence intervals all include zero).
Is that right?
Incidentally, there was mention of significance of omega squared. What distribution is used for this?
Also, I can understand situations where we care about the Bonferroni confidence intervals--for instance, if you are considering a randomised medical trial comparing three treatments, you really ultimately want to know how much better the new treatment is than the previous ones, not particularly how much of the variation in patients in
the trial is accounted for by the difference in treatments.
I suppose that if you are trying to determine what factor is most responsible for explaining differences in outcomes,
this is when you might compare omega squared statistics. For instance, if you are trying to tell if school attended or parental income is more responsible for A level results, you could compare the omega squared statistics for
1-way anovas done on these two variables? Is that right?