# Monthly Archives: April 2019

## (full) Excerpt: Excursion 5 Tour I — Power: Pre-data and Post-data (from “SIST: How to Get Beyond the Stat Wars”)

S.S. StatInfasST

It’s a balmy day today on Ship StatInfasST: An invigorating wind has a salutary effect on our journey. So, for the first time I’m excerpting all of Excursion 5 Tour I (proofs) of Statistical Inference as Severe Testing How to Get Beyond the Statistics Wars (2018, CUP)

A salutary effect of power analysis is that it draws one forcibly to consider the magnitude of effects. In psychology, and especially in soft psychology, under the sway of the Fisherian scheme, there has been little consciousness of how big things are. (Cohen 1990, p. 1309)

So how would you use power to consider the magnitude of effects were you drawn forcibly to do so? In with your breakfast is an exercise to get us started on today’ s shore excursion.

Suppose you are reading about a statistically signifi cant result x (just at level α ) from a one-sided test T+ of the mean of a Normal distribution with IID samples, and known σ: H0 : μ ≤ 0 against H1 : μ > 0. Underline the correct word, from the perspective of the (error statistical) philosophy, within which power is defined.

• If the test’ s power to detect μ′ is very low (i.e., POW(μ′ ) is low), then the statistically significant x is poor/good evidence that μ > μ′ .
• Were POW(μ′ ) reasonably high, the inference to μ > μ′ is reasonably/poorly warranted.

## If you like Neyman’s confidence intervals then you like N-P tests

Neyman

Neyman, confronted with unfortunate news would always say “too bad!” At the end of Jerzy Neyman’s birthday week, I cannot help imagining him saying “too bad!” as regards some twists and turns in the statistics wars. First, too bad Neyman-Pearson (N-P) tests aren’t in the ASA Statement (2016) on P-values: “To keep the statement reasonably simple, we did not address alternative hypotheses, error types, or power”. An especially aggrieved “too bad!” would be earned by the fact that those in love with confidence interval estimators don’t appreciate that Neyman developed them (in 1930) as a method with a precise interrelationship with N-P tests. So if you love CI estimators, then you love N-P tests! Continue reading

Categories: ASA Guide to P-values, CIs and tests, Neyman

## Neyman: Distinguishing tests of statistical hypotheses and tests of significance might have been a lapse of someone’s pen

Neyman April 16, 1894 – August 5, 1981

I’ll continue to post Neyman-related items this week in honor of his birthday. This isn’t the only paper in which Neyman makes it clear he denies a distinction between a test of  statistical hypotheses and significance tests. He and E. Pearson also discredit the myth that the former is only allowed to report pre-data, fixed error probabilities, and are justified only by dint of long-run error control. Controlling the “frequency of misdirected activities” in the midst of finding something out, or solving a problem of inquiry, on the other hand, are epistemological goals. What do you think?

ABSTRACT. Contrary to ideas suggested by the title of the conference at which the present paper was presented, the author is not aware of a conceptual difference between a “test of a statistical hypothesis” and a “test of significance” and uses these terms interchangeably. A study of any serious substantive problem involves a sequence of incidents at which one is forced to pause and consider what to do next. In an effort to reduce the frequency of misdirected activities one uses statistical tests. The procedure is illustrated on two examples: (i) Le Cam’s (and associates’) study of immunotherapy of cancer and (ii) a socio-economic experiment relating to low-income homeownership problems.

I recommend, especially, the example on home ownership. Here are two snippets: Continue reading

Categories: Error Statistics, Neyman, Statistics |

## Neyman vs the ‘Inferential’ Probabilists

.

We celebrated Jerzy Neyman’s Birthday (April 16, 1894) last night in our seminar: here’s a pic of the cake.  My entry today is a brief excerpt and a link to a paper of his that we haven’t discussed much on this blog: Neyman, J. (1962), ‘Two Breakthroughs in the Theory of Statistical Decision Making‘ [i] It’s chock full of ideas and arguments, but the one that interests me at the moment is Neyman’s conception of “his breakthrough”, in relation to a certain concept of “inference”.  “In the present paper” he tells us, “the term ‘inferential theory’…will be used to describe the attempts to solve the Bayes’ problem with a reference to confidence, beliefs, etc., through some supplementation …either a substitute a priori distribution [exemplified by the so called principle of insufficient reason] or a new measure of uncertainty” such as Fisher’s fiducial probability. So if you hear Neyman rejecting “inferential accounts” you have to understand it in this very specific way: he’s rejecting “new measures of confidence or diffidence”. Here he alludes to them as “easy ways out”. Now Neyman always distinguishes his error statistical performance conception from Bayesian and Fiducial probabilisms [ii]. The surprising twist here is semantical and the culprit is none other than…Allan Birnbaum. Yet Birnbaum gets short shrift, and no mention is made of our favorite “breakthrough” (or did I miss it?).

drawn by his wife,Olga

Note: In this article,”attacks” on various statistical “fronts” refers to ways of attacking problems in one or another statistical research program.
HAPPY BIRTHDAY WEEK FOR NEYMAN! Continue reading

Categories: Bayesian/frequentist, Error Statistics, Neyman

## Jerzy Neyman and “Les Miserables Citations” (statistical theater in honor of his birthday yesterday)

Neyman April 16, 1894 – August 5, 1981

My second Jerzy Neyman item, in honor of his birthday, is a little play that I wrote for Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars (2018):

A local acting group is putting on a short theater production based on a screenplay I wrote:  “Les Miserables Citations” (“Those Miserable Quotes”) [1]. The “miserable” citations are those everyone loves to cite, from their early joint 1933 paper:

We are inclined to think that as far as a particular hypothesis is concerned, no test based upon the theory of probability can by itself provide any valuable evidence of the truth or falsehood of that hypothesis.

But we may look at the purpose of tests from another viewpoint. Without hoping to know whether each separate hypothesis is true or false, we may search for rules to govern our behavior with regard to them, in following which we insure that, in the long run of experience, we shall not be too often wrong. (Neyman and Pearson 1933, pp. 290-1).

Categories: E.S. Pearson, Neyman, Statistics

## A. Spanos: Jerzy Neyman and his Enduring Legacy

Today is Jerzy Neyman’s birthday. I’ll post various Neyman items this week in recognition of it, starting with a guest post by Aris Spanos. Happy Birthday Neyman!

A. Spanos

A Statistical Model as a Chance Mechanism
Aris Spanos

Jerzy Neyman (April 16, 1894 – August 5, 1981), was a Polish/American statistician[i] who spent most of his professional career at the University of California, Berkeley. Neyman is best known in statistics for his pioneering contributions in framing the Neyman-Pearson (N-P) optimal theory of hypothesis testing and his theory of Confidence Intervals. (This article was first posted here.)

Neyman: 16 April 1894 – 5 Aug 1981

One of Neyman’s most remarkable, but least recognized, achievements was his adapting of Fisher’s (1922) notion of a statistical model to render it pertinent for  non-random samples. Fisher’s original parametric statistical model Mθ(x) was based on the idea of ‘a hypothetical infinite population’, chosen so as to ensure that the observed data x0:=(x1,x2,…,xn) can be viewed as a ‘truly representative sample’ from that ‘population’: Continue reading

Categories: Neyman, Spanos

## Several reviews of Deborah Mayo’s new book, Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars « Statistical Modeling, Causal Inference, and Social Science

Categories: Error Statistics

## Excursion 1 Tour II: Error Probing Tools versus Logics of Evidence-Excerpt

.

For the first time, I’m excerpting all of Excursion 1 Tour II from SIST (2018, CUP).

1.4 The Law of Likelihood and Error Statistics

If you want to understand what’s true about statistical inference, you should begin with what has long been a holy grail–to use probability to arrive at a type of logic of evidential support–and in the first instance you should look not at full-blown Bayesian probabilism, but at comparative accounts that sidestep prior probabilities in hypotheses. An intuitively plausible logic of comparative support was given by the philosopher Ian Hacking (1965)–the Law of Likelihood. Fortunately, the Museum of Statistics is organized by theme, and the Law of Likelihood and the related Likelihood Principle is a big one. Continue reading

Categories: Error Statistics, law of likelihood, SIST

## there’s a man at the wheel in your brain & he’s telling you what you’re allowed to say (not probability, not likelihood)

It seems like every week something of excitement in statistics comes down the pike. Last week I was contacted by Richard Harris (and 2 others) about the recommendation to stop saying the data reach “significance level p” but rather simply say

“the p-value is p”.

(For links, see my previous post.) Friday, he wrote to ask if I would comment on a proposed restriction (?) on saying a test had high power! I agreed that we shouldn’t say a test has high power, but only that it has a high power to detect a specific alternative, but I wasn’t aware of any rulings from those in power on power. He explained it was an upshot of a reexamination by a joint group of the boards of statistical associations in the U.S. and UK. of the full panoply of statistical terms. Something like that. I agreed to speak with him yesterday. He emailed me the proposed ruling on power: Continue reading

Categories: Bayesian/frequentist