*** to assess Detectable Discrepancy Size (DDS)
**

In my last post, I argued that DDS type calculations (also called Neymanian power analysis) provide needful information to avoid fallacies of acceptance in the test T+; whereas, the corresponding confidence interval does not (at least not without special testing supplements). But some have argued that DDS computations are “fundamentally flawed” leading to what is called the “power approach paradox”, e.g., Hoenig and Heisey (2001).

We are to consider two variations on the one-tailed test T+: *H*_{0}: μ ≤ 0 versus *H*_{1}: μ > 0 (p. 21). Following their terminology and symbols: The Z value in the first, Z_{p1}, exceeds the Z value in the second, Z_{p2}, although the same observed effect size occurs in both[i], and both have the same sample size, implying that σ_{1} < σ_{2}. For example, suppose σ_{x1} = 1 and σ_{x2} = 2. Let observed sample mean M be 1.4 for both cases, so Z_{p1} = 1.4 and Z_{p2} = .7. They note that for any chosen power, the computable detectable discrepancy size will be smaller in the first experiment, and for any conjectured effect size, the computed power will always be higher in the first experiment.

“These results lead to the nonsensical conclusion that the first experiment provides the stronger evidence for the null hypothesis (because the apparent power is higher but significant results were not obtained), in direct contradiction to the standard interpretation of the experimental results (p-values).” (p. 21)

But rather than show the DDS assessment “nonsensical”, nor any direct contradiction to interpreting p values, this just demonstrates something nonsensical in their interpretation of the two p-value results from tests with different variances. Since it’s Sunday night and I’m nursing[ii] overexposure to rowing in the Queen’s Jubilee boats in the rain and wind, how about you find the howler in their treatment. (Also please inform us of articles pointing this out in the last decade, if you know of any.)

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Hoenig, J. M. and D. M. Heisey (2001), “The Abuse of Power: The Pervasive Fallacy of Power Calculations in Data Analysis,” *The American Statistician*, 55: 19-24.

That does seem to be a pretty bone-headed interpretation by Hoenig and Heisey

Why? I’m looking for an explicit explanation of where they go wrong. It seems obvious, and yet, did referees miss it?

What is absurd is to expect two tests involving distinct variances to be directly comparable such that they should produce results that are complimentary somehow and sufficient for post test inferences about the null hypotheses. Each test must be further evaluated as a singular result to build support for the null.

John: yes, and so there’s no “contradiction” between p values and a DDS analysis, and the DDS analysis gives the right answer. That is, their claim that “the nonsensical conclusion that the first experiment provides the stronger evidence for the null hypothesis” is actually the correct conclusion. But can journal editors have thought their argument held up (as an indictment of the power analysts treatment of negative results)?

I just start reading this “Power Analysis Paradox” and I’m not sure if I got this right. Let’s see…

Hoenig and Heisey (2001) said that observed power is a 1:1 decreasing function of the p-value: (1) for a p-value close to one, the observed power is close to zero; (2) for a p-value close to zero, the observed power is close to one. As I understood, a null hypothesis cannot be accepted if we observe a close-to-one p-value by using observed powers, since in these cases the observed powers will certainly be close to zero (it seems to be impossible to observe a p-value = 0.9 with high observed power, isn’t it?).

Alexandre: checking up on older comments, I came across this (it was not forwarded, likely given it was over 10 days*). The Power analysis paradox to which I am referring alludes to ordinary POWER, whereas, to avoid just this kind of confusion, I refer to “observed power” as “shpower”. (you can search posts on this.) Ordinary power is always relative to a cut-off for rejection and a particular alternative against which one wishes to compute power. It does NOT involve setting the parameter value to what is observed, as in shpower. Hope this helps.

*I will try to make this 14 days, but can’t guarantee a response to all comments. You can always e-mail me directly.