Monthly Archives: August 2014

BREAKING THE LAW! (of likelihood): to keep their fit measures in line (A), (B 2nd)

Posted on August 29, 2014 by Mayo
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1.An Assumed Law of Statistical Evidence (law of likelihood)

Nearly all critical discussions of frequentist error statistical inference (significance tests, confidence intervals, p- values, power, etc.) start with the following general assumption about the nature of inductive evidence or support:

Data x are better evidence for hypothesis H1 than for H0 if x are more probable under H1 than under H0.

Ian Hacking (1965) called this the logic of support: x supports hypotheses H1 more than H0 if H1 is more likely, given x than is H0:

Pr(x; H1) > Pr(x; H0).

[With likelihoods, the data x are fixed, the hypotheses vary.]*

Or,

x is evidence for H1 over H0 if the likelihood ratio LR (H1 over H0 ) is greater than 1.

It is given in other ways besides, but it’s the same general idea. (Some will take the LR as actually quantifying the support, others leave it qualitative.)

In terms of rejection:

“An hypothesis should be rejected if and only if there is some rival hypothesis much better supported [i.e., much more likely] than it is.” (Hacking 1965, 89)

2. Barnard (British Journal of Philosophy of Science )

But this “law” will immediately be seen to fail on our minimal severity requirement. Hunting for an impressive fit, or trying and trying again, it’s easy to find a rival hypothesis H1 much better “supported” than H0 even when H0 is true. Or, as Barnard (1972) puts it, “there always is such a rival hypothesis, viz. that things just had to turn out the way they actually did” (1972 p. 129).  H0: the coin is fair, gets a small likelihood (.5)k given k tosses of a coin, while H1: the probability of heads is 1 just on those tosses that yield a head, renders the sequence of k outcomes maximally likely. This is an example of Barnard’s “things just had to turn out as they did”. Or, to use an example with P-values: a statistically significant difference, being improbable under the null H0 , will afford high likelihood to any number of explanations that fit the data well.

3.Breaking the law (of likelihood) by going to the “second,” error statistical level:

How does it fail our severity requirement? First look at what the frequentist error statistician must always do to critique an inference: she must consider the capability of the inference method that purports to provide evidence for a claim. She goes to a higher level or metalevel, as it were. In this case, the likelihood ratio plays the role of the needed statistic d(X). To put it informally, she asks:

What’s the probability the method would yield an LR disfavoring H0 compared to some alternative H1  even if H0 is true?

Continue reading →

Categories: highly probable vs highly probed, law of likelihood, Likelihood Principle, Statistics | 72 Comments

Has Philosophical Superficiality Harmed Science?

Posted on August 23, 2014 by Mayo
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I have been asked what I thought of some criticisms of the scientific relevance of philosophy of science, as discussed in the following snippet from a recent Scientific American blog. My title elicits the appropriate degree of ambiguity, I think. 

Quantum Gravity Expert Says “Philosophical Superficiality” Has Harmed Physics

By John Horgan | August 21, 2014 |  14

“I interviewed Rovelli by phone in the early 1990s when I was writing a story for Scientific American about loop quantum gravity, a quantum-mechanical version of gravity proposed by Rovelli, Lee Smolin and Abhay Ashtekar[i]

Horgan: What’s your opinion of the recent philosophy-bashing by Stephen Hawking, Lawrence Krauss and Neil deGrasse Tyson?

Rovelli: Seriously: I think they are stupid in this.   I have admiration for them in other things, but here they have gone really wrong.  Look: Einstein, Heisenberg, Newton, Bohr…. and many many others of the greatest scientists of all times, much greater than the names you mention, of course, read philosophy, learned from philosophy, and could have never done the great science they did without the input they got from philosophy, as they claimed repeatedly. You see: the scientists that talk philosophy down are simply superficial: they have a philosophy (usually some ill-digested mixture of Popper and Kuhn) and think that this is the “true” philosophy, and do not realize that this has limitations.

Here is an example: theoretical physics has not done great in the last decades. Why? Well, one of the reasons, I think, is that it got trapped in a wrong philosophy: the idea that you can make progress by guessing new theory and disregarding the qualitative content of previous theories.  This is the physics of the “why not?”  Why not studying this theory, or the other? Why not another dimension, another field, another universe?  Science has never advanced in this manner in the past.  Science does not advance by guessing. It advances by new data or by a deep investigation of the content and the apparent contradictions of previous empirically successful theories.  Quite remarkably, the best piece of physics done by the three people you mention is Hawking’s black-hole radiation, which is exactly this.  But most of current theoretical physics is not of this sort.  Why?  Largely because of the philosophical superficiality of the current bunch of scientists.”

I find it intriguing that Rovelli suggests that “Science does not advance by guessing. It advances by new data or by a deep investigation of the content and the apparent contradictions of previous empirically successful theories.” I think this is an interesting and subtle claim with which I agree. Continue reading →

Categories: StatSci meets PhilSci, strong likelihood principle | 34 Comments

Are P Values Error Probabilities? or, “It’s the methods, stupid!” (2nd install)

Posted on August 17, 2014 by Mayo
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Despite the fact that Fisherians and Neyman-Pearsonians alike regard observed significance levels, or P values, as error probabilities, we occasionally hear allegations (typically from those who are neither Fisherian nor N-P theorists) that P values are actually not error probabilities. The denials tend to go hand in hand with allegations that P values exaggerate evidence against a null hypothesis—a problem whose cure invariably invokes measures that are at odds with both Fisherian and N-P tests. The Berger and Sellke (1987) article from a recent post is a good example of this. When leading figures put forward a statement that looks to be straightforwardly statistical, others tend to simply repeat it without inquiring whether the allegation actually mixes in issues of interpretation and statistical philosophy. So I wanted to go back and look at their arguments. I will post this in installments.

1. Some assertions from Fisher, N-P, and Bayesian camps

Here are some assertions from Fisherian, Neyman-Pearsonian and Bayesian camps: (I make no attempt at uniformity in writing the “P-value”, but retain the quotes as written.)

a) From the Fisherian camp (Cox and Hinkley):

For given observations y we calculate t = tobs = t(y), say, and the level of significance pobs by

pobs = Pr(T > tobs; H0).

….Hence pobs is the probability that we would mistakenly declare there to be evidence against H0, were we to regard the data under analysis as being just decisive against H0.” (Cox and Hinkley 1974, 66).

Thus pobs would be the Type I error probability associated with the test.

b) From the Neyman-Pearson N-P camp (Lehmann and Romano):

“[I]t is good practice to determine not only whether the hypothesis is accepted or rejected at the given significance level, but also to determine the smallest significance level…at which the hypothesis would be rejected for the given observation. This number, the so-called p-value gives an idea of how strongly the data contradict the hypothesis. It also enables others to reach a verdict based on the significance level of their choice.” (Lehmann and Romano 2005, 63-4) 

Very similar quotations are easily found, and are regarded as uncontroversial—even by Bayesians whose contributions stood at the foot of Berger and Sellke’s argument that P values exaggerate the evidence against the null. Continue reading →

Categories: frequentist/Bayesian, J. Berger, P-values, Statistics | 32 Comments

Egon Pearson’s Heresy

Posted on August 11, 2014 by Mayo

E.S. Pearson: 11 Aug 1895-12 June 1980.

Today is Egon Pearson’s birthday: 11 August 1895-12 June, 1980.
E. Pearson rejected some of the familiar tenets that have come to be associated with Neyman and Pearson (N-P) statistical tests, notably the idea that the essential justification for tests resides in a long-run control of rates of erroneous interpretations–what he termed the “behavioral” rationale of tests. In an unpublished letter E. Pearson wrote to Birnbaum (1974), he talks about N-P theory admitting of two interpretations: behavioral and evidential:

“I think you will pick up here and there in my own papers signs of evidentiality, and you can say now that we or I should have stated clearly the difference between the behavioral and evidential interpretations. Certainly we have suffered since in the way the people have concentrated (to an absurd extent often) on behavioral interpretations”.

(Nowadays, some people concentrate to an absurd extent on “science-wise error rates in dichotomous screening”.)

When Erich Lehmann, in his review of my “Error and the Growth of Experimental Knowledge” (EGEK 1996), called Pearson “the hero of Mayo’s story,” it was because I found in E.S.P.’s work, if only in brief discussions, hints, and examples, the key elements for an “inferential” or “evidential” interpretation of N-P statistics. Granted, these “evidential” attitudes and practices have never been explicitly codified to guide the interpretation of N-P tests. If they had been, I would not be on about providing an inferential philosophy all these years.[i] Nevertheless, “Pearson and Pearson” statistics (both Egon, not Karl) would have looked very different from Neyman and Pearson statistics, I suspect. One of the few sources of E.S. Pearson’s statistical philosophy is his (1955) “Statistical Concepts in Their Relation to Reality”. It begins like this: Continue reading →

Categories: phil/history of stat, Philosophy of Statistics, Statistics | Tags: , | 2 Comments

Blog Contents: June and July 2014

Posted on August 9, 2014 by Mayo
Image of business woman rolling a giant stone

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Blog Contents: June and July 2014*

(6/5) Stephen Senn: Blood Simple? The complicated and controversial world of bioequivalence (guest post)

(6/9) “The medical press must become irrelevant to publication of clinical trials.”

(6/11) A. Spanos: “Recurring controversies about P values and confidence intervals revisited”

(6/14) “Statistical Science and Philosophy of Science: where should they meet?”

(6/21) Big Bayes Stories? (draft ii)

(6/25) Blog Contents: May 2014

(6/28) Sir David Hendry Gets Lifetime Achievement Award

(6/30) Some ironies in the ‘replication crisis’ in social psychology (4th and final installment) Continue reading →

Categories: blog contents | Leave a comment

Winner of July Palindrome: Manan Shah

Posted on August 9, 2014 by Mayo
Shah

Manan Shah

Winner of July 2014 Contest:

Manan Shah

Palindrome: 

Trap May Elba, Dr. of Fanatic. I fed naan, deli-oiled naan, deficit an affordable yam part.

The requirements: 

In addition to using Elba, a candidate for a winning palindrome must have used fanatic. An optional second word was: part. An acceptable palindrome with both words would best an acceptable palindrome with just fanatic. 

Bio:

Manan Shah is a mathematician and owner of Think. Plan. Do. LLC. (www.ThinkPlanDoLLC.com). He also maintains the “Math Misery?” blog at www.mathmisery.com. He holds a PhD in Mathematics from Florida State University.

Continue reading →

Categories: Palindrome, Rejected Posts | Leave a comment

What did Nate Silver just say? Blogging the JSM 2013

Posted on August 6, 2014 by Mayo

imagesMemory Lane: August 6, 2013. My initial post on JSM13 (8/5/13) was here.

Nate Silver gave his ASA Presidential talk to a packed audience (with questions tweeted[i]). Here are some quick thoughts—based on scribbled notes (from last night). Silver gave a list of 10 points that went something like this (turns out there were 11):

1. statistics are not just numbers

2. context is needed to interpret data

3. correlation is not causation

4. averages are the most useful tool

5. human intuitions about numbers tend to be flawed and biased

6. people misunderstand probability

7. we should be explicit about our biases and (in this sense) should be Bayesian?

8. complexity is not the same as not understanding

9. being in the in crowd gets in the way of objectivity

10. making predictions improves accountability Continue reading →

Categories: Statistics, StatSci meets PhilSci | 3 Comments

Neyman, Power, and Severity

Posted on August 5, 2014 by Mayo
April 16, 1894 – August 5, 1981

NEYMAN: April 16, 1894 – August 5, 1981

Jerzy Neyman: April 16, 1894-August 5, 1981. This reblogs posts under “The Will to Understand Power” & “Neyman’s Nursery” here & here.

Way back when, although I’d never met him, I sent my doctoral dissertation, Philosophy of Statistics, to one person only: Professor Ronald Giere. (And he would read it, too!) I knew from his publications that he was a leading defender of frequentist statistical methods in philosophy of science, and that he’d worked for at time with Birnbaum in NYC.

Some ten 15 years ago, Giere decided to quit philosophy of statistics (while remaining in philosophy of science): I think it had to do with a certain form of statistical exile (in philosophy). He asked me if I wanted his papers—a mass of work on statistics and statistical foundations gathered over many years. Could I make a home for them? I said yes. Then came his caveat: there would be a lot of them.

As it happened, we were building a new house at the time, Thebes, and I designed a special room on the top floor that could house a dozen or so file cabinets. (I painted it pale rose, with white lacquered book shelves up to the ceiling.) Then, for more than 9 months (same as my son!), I waited . . . Several boxes finally arrived, containing hundreds of files—each meticulously labeled with titles and dates.  More than that, the labels were hand-typed!  I thought, If Ron knew what a slob I was, he likely would not have entrusted me with these treasures. (Perhaps he knew of no one else who would  actually want them!) Continue reading →

Categories: Neyman, phil/history of stat, power, Statistics | Tags: , , , | 5 Comments

Blogging Boston JSM2014?

Posted on August 3, 2014 by Mayo
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I’m not there. (Several people have asked, I guess because I blogged JSM13.) If you hear of talks (or anecdotes) of interest to error statistics.com, please comment here (or twitter: @learnfromerror)

Categories: Announcement | 7 Comments

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