P-values

Thieme on the theme of lowering p-value thresholds (for Slate)

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Here’s an article by Nick Thieme on the same theme as my last blogpost. Thieme, who is Slate’s 2017 AAAS Mass Media Fellow, is the first person to interview me on p-values who (a) was prepared to think through the issue for himself (or herself), and (b) included more than a tiny fragment of my side of the exchange.[i]. Please share your comments.

Will Lowering P-Value Thresholds Help Fix Science? P-values are already all over the map, and they’re also not exactly the problem.

 

 

Illustration by Slate

                 Illustration by Slate

Last week a team of 72 scientists released the preprint of an article attempting to address one aspect of the reproducibility crisis, the crisis of conscience in which scientists are increasingly skeptical about the rigor of our current methods of conducting scientific research.

Their suggestion? Change the threshold for what is considered statistically significant. The team, led by Daniel Benjamin, a behavioral economist from the University of Southern California, is advocating that the “probability value” (p-value) threshold for statistical significance be lowered from the current standard of 0.05 to a much stricter threshold of 0.005.

P-values are tricky business, but here’s the basics on how they work: Let’s say I’m conducting a drug trial, and I want to know if people who take drug A are more likely to go deaf than if they take drug B. I’ll state that my hypothesis is “drugs A and B are equally likely to make someone go deaf,” administer the drugs, and collect the data. The data will show me the number of people who went deaf on drugs A and B, and the p-value will give me an indication of how likely it is that the difference in deafness was due to random chance rather than the drugs. If the p-value is lower than 0.05, it means that the chance this happened randomly is very small—it’s a 5 percent chance of happening, meaning it would only occur 1 out of 20 times if there wasn’t a difference between the drugs. If the threshold is lowered to 0.005 for something to be considered significant, it would mean that the chances of it happening without a meaningful difference between the treatments would be just 1 in 200.

On its face, this doesn’t seem like a bad idea. If this change requires scientists to have more robust evidence before they can come to conclusions, it’s easy to think it’s a step in the right direction. But one of the issues at the heart of making this change is that it seems to assume there’s currently a consensus around how p-value ought to be used and this consensus could just be tweaked to be stronger.

P-value use already varies by scientific field and by journal policies within those fields. Several journals in epidemiology, where the stakes of bad science are perhaps higher than in, say, psychology (if they mess up, people die), have discouraged the use of p-values for years. And even psychology journals are following suit: In 2015, Basic and Applied Social Psychology, a journal that has been accused of bad statistical (and experimental) practice, banned the use of p-values. Many other journals, including PLOS Medicine and Journal of Allergy and Clinical Immunology, actively discourage the use of p-values and significance testing already.

On the other hand, the New England Journal of Medicine, one of the most respected journals in that field, codes the 0.05 threshold for significance into its author guidelines, saying “significant differences between or among groups (i.e P<.05) should be identified in a table.” That may not be an explicit instruction to treat p-values less than 0.05 as significant, but an author could be forgiven for reading it that way. Other journals, like the Journal of Neuroscience and the Journal of Urology, do the same.

Another group of journals—including Science, Nature, and Cell—avoid giving specific advice on exactly how to use p-values; rather, they caution against common mistakes and emphasize the importance of scientific assumptions, trusting the authors to respect the nuance of any statistics tools. Deborah Mayo, award-wining philosopher of statistics and professor at Virginia Tech, thinks this approach to statistical significance, where various fields have different standards, is the most appropriate. Strict cutoffs, regardless of where they fall, are generally bad science.

Mayo was skeptical that it would have the kind of widespread benefit the authors assumed. Their assessment suggested tightening the threshold would reduce the rate of false positives—results that look true but aren’t—by a factor of two. But she questioned the assumption they had used to assess the reduction of false positives—that only 1 in 10 hypotheses a scientist tests is true. (Mayo said that if that were true, perhaps researchers should spend more time on their hypotheses.)

But more broadly, she was skeptical of the idea that lowering the informal p-value threshold will help fix the problem, because she’s doubtful such a move will address “what almost everyone knows is the real cause of nonreproducibility”: the cherry-picking of subjects, testing hypothesis after hypothesis until one of them is proven correct, and selective reporting of results and methodology.

There are plenty of other ways that scientists are testing to help address the replication crisis. There’s the move toward pre-registration of studies before analyzing data, in order to avoid fishing for significance. Researchers are also now encouraged to make data and code public so a third party can rerun analyses efficiently and check for discrepancies. More negative results are being published. And, perhaps most importantly, researchers are actually conducting studies to replicate research that has already been published. Tightening standards around p-values might help, but the debate about reproducibility is more than just a referendum on the p-value. The solution will need to be more than that as well.

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 [i] We did not discuss that recent test ban(“Don’t ask don’t tell”).  If we had, I might have pointed him to my post on “P-value madness”. 

Link to Nick Thieme’s Slate article:Will Lowering P-Value Thresholds Help Fix Science? P-values are already all over the map, and they’re also not exactly the problem.”

Categories: P-values, reforming the reformers, spurious p values | 14 Comments

“A megateam of reproducibility-minded scientists” look to lowering the p-value

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Having discussed the “p-values overstate the evidence against the null fallacy” many times over the past few years, I leave it to readers to disinter the issues (pro and con), and appraise the assumptions, in the most recent rehearsal of the well-known Bayesian argument. There’s nothing intrinsically wrong with demanding everyone work with a lowered p-value–if you’re so inclined to embrace a single, dichotomous standard without context-dependent interpretations, especially if larger sample sizes are required to compensate the loss of power. But lowering the p-value won’t solve the problems that vex people (biasing selection effects), and is very likely to introduce new ones (see my comment). Kelly Servick, a reporter from Science, gives the ingredients of the main argument given by “a megateam of reproducibility-minded scientists” in an article out today:

To explain to a broader audience how weak the .05 statistical threshold really is, Johnson joined with 71 collaborators on the new paper (which partly reprises an argument Johnson made for stricter p-values in a 2013 paper). Among the authors are some big names in the study of scientific reproducibility, including psychologist Brian Nosek of the University of Virginia in Charlottesville, who led a replication effort of high-profile psychology studies through the nonprofit Center for Open Science, and epidemiologist John Ioannidis of Stanford University in Palo Alto, California, known for pointing out systemic flaws in biomedical research.

The authors set up a scenario where the odds are one to 10 that any given hypothesis researchers are testing is inherently true—that a drug really has some benefit, for example, or a psychological intervention really changes behavior. (Johnson says that some recent studies in the social sciences support that idea.) If an experiment reveals an effect with an accompanying p-value of .05, that would actually mean that the null hypothesis—no real effect—is about three times more likely than the hypothesis being tested. In other words, the evidence of a true effect is relatively weak.

But under those same conditions (and assuming studies have 100% power to detect a true effect)—requiring a p-value at or below .005 instead of .05 would make for much stronger evidence: It would reduce the rate of false-positive results from 33% to 5%, the paper explains.

Her article is here.

From the perspective of the Bayesian argument on which the proposal is based, the p-value appears to exaggerate evidence, but from the error statistical perspective, it’s the Bayesian inference (to the alternative) that exaggerates the inference beyond what frequentists allow. Greenland, Senn, Rothman, Carlin, Poole, Goodman, Altman (2016, p. 342) observe, correctly, that whether “P-values exaggerate the evidence” “depends on one’s philosophy of statistics and the precise meaning given to the terms involved”. [1]

Share your thoughts.

[1] .”..it has been argued that P values overstate evidence against test hypotheses, based on directly comparing P values against certain quantities (likelihood ratios and Bayes factors) that play a central role as evidence measures in Bayesian analysis … Nonetheless, many other statisticians do not accept these quantities as gold standards” (Greenland et al, p. 342).

Categories: Error Statistics, highly probable vs highly probed, P-values, reforming the reformers | 55 Comments

3 YEARS AGO (JULY 2014): MEMORY LANE

3 years ago...

3 years ago…

MONTHLY MEMORY LANE: 3 years ago: July 2014. I mark in red 3-4 posts from each month that seem most apt for general background on key issues in this blog, excluding those reblogged recently[1]. Posts that are part of a “unit” or a group count as one. This month there are three such groups: 7/8 and 7/10; 7/14 and 7/23; 7/26 and 7/31.

July 2014

  • (7/7) Winner of June Palindrome Contest: Lori Wike
  • (7/8) Higgs Discovery 2 years on (1: “Is particle physics bad science?”)
  • (7/10) Higgs Discovery 2 years on (2: Higgs analysis and statistical flukes)
  • (7/14) “P-values overstate the evidence against the null”: legit or fallacious? (revised)
  • (7/23) Continued:”P-values overstate the evidence against the null”: legit or fallacious?
  • (7/26) S. Senn: “Responder despondency: myths of personalized medicine” (Guest Post)
  • (7/31) Roger Berger on Stephen Senn’s “Blood Simple” with a response by Senn (Guest Posts)

[1] Monthly memory lanes began at the blog’s 3-year anniversary in Sept, 2014.

 

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Categories: 3-year memory lane, Higgs, P-values | Leave a comment

If you’re seeing limb-sawing in P-value logic, you’re sawing off the limbs of reductio arguments

images-2I was just reading a paper by Martin and Liu (2014) in which they allude to the “questionable logic of proving H0 false by using a calculation that assumes it is true”(p. 1704).  They say they seek to define a notion of “plausibility” that

“fits the way practitioners use and interpret p-values: a small p-value means H0 is implausible, given the observed data,” but they seek “a probability calculation that does not require one to assume that H0 is true, so one avoids the questionable logic of proving H0 false by using a calculation that assumes it is true“(Martin and Liu 2014, p. 1704).

Questionable? A very standard form of argument is a reductio (ad absurdum) wherein a claim C  is inferred (i.e., detached) by falsifying ~C, that is, by showing that assuming ~C entails something in conflict with (if not logically contradicting) known results or known truths [i]. Actual falsification in science is generally a statistical variant of this argument. Supposing Hin p-value reasoning plays the role of ~C. Yet some aver it thereby “saws off its own limb”! Continue reading

Categories: P-values, reforming the reformers, Statistics | 13 Comments

Er, about those other approaches, hold off until a balanced appraisal is in

I could have told them that the degree of accordance enabling the ASA’s “6 principles” on p-values was unlikely to be replicated when it came to most of the “other approaches” with which some would supplement or replace significance tests– notably Bayesian updating, Bayes factors, or likelihood ratios (confidence intervals are dual to hypotheses tests). [My commentary is here.] So now they may be advising a “hold off” or “go slow” approach until some consilience is achieved. Is that it? I don’t know. I was tweeted an article about the background chatter taking place behind the scenes; I wasn’t one of people interviewed for this. Here are some excerpts, I may add more later after it has had time to sink in. (check back later)

“Reaching for Best Practices in Statistics: Proceed with Caution Until a Balanced Critique Is In”

J. Hossiason

“[A]ll of the other approaches*, as well as most statistical tools, may suffer from many of the same problems as the p-values do. What level of likelihood ratio in favor of the research hypothesis will be acceptable to the journal? Should scientific discoveries be based on whether posterior odds pass a specific threshold (P3)? Does either measure the size of an effect (P5)?…How can we decide about the sample size needed for a clinical trial—however analyzed—if we do not set a specific bright-line decision rule? 95% confidence intervals or credence intervals…offer no protection against selection when only those that do not cover 0, are selected into the abstract (P4). (Benjamini, ASA commentary, pp. 3-4)

What’s sauce for the goose is sauce for the gander right?  Many statisticians seconded George Cobb who urged “the board to set aside time at least once every year to consider the potential value of similar statements” to the recent ASA p-value report. Disappointingly, a preliminary survey of leaders in statistics, many from the original p-value group, aired striking disagreements on best and worst practices with respect to these other approaches. The Executive Board is contemplating a variety of recommendations, minimally, that practitioners move with caution until they can put forward at least a few agreed upon principles for interpreting and applying Bayesian inference methods. The words we heard ranged from “go slow” to “moratorium [emphasis mine]. Having been privy to some of the results of this survey, we at Stat Report Watch decided to contact some of the individuals involved. Continue reading

Categories: P-values, reforming the reformers, Statistics | 6 Comments

The ASA Document on P-Values: One Year On

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I’m surprised it’s a year already since posting my published comments on the ASA Document on P-Values. Since then, there have been a slew of papers rehearsing the well-worn fallacies of tests (a tad bit more than the usual rate). Doubtless, the P-value Pow Wow raised people’s consciousnesses. I’m interested in hearing reader reactions/experiences in connection with the P-Value project (positive and negative) over the past year. (Use the comments, share links to papers; and/or send me something slightly longer for a possible guest post.)
Some people sent me a diagram from a talk by Stephen Senn (on “P-values and the art of herding cats”). He presents an array of different cat commentators, and for some reason Mayo cat is in the middle but way over on the left side,near the wall. I never got the key to interpretation.  My contribution is below: 

Chart by S.Senn

“Don’t Throw Out The Error Control Baby With the Bad Statistics Bathwater”

D. Mayo*[1]

The American Statistical Association is to be credited with opening up a discussion into p-values; now an examination of the foundations of other key statistical concepts is needed. Continue reading

Categories: Bayesian/frequentist, P-values, science communication, Statistics, Stephen Senn | 14 Comments

Hocus pocus! Adopt a magician’s stance, if you want to reveal statistical sleights of hand

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Here’s the follow-up post to the one I reblogged on Feb 3 (please read that one first). When they sought to subject Uri Geller to the scrutiny of scientists, magicians had to be brought in because only they were sufficiently trained to spot the subtle sleight of hand shifts by which the magician tricks by misdirection. We, too, have to be magicians to discern the subtle misdirections and shifts of meaning in the discussions of statistical significance tests (and other methods)—even by the same statistical guide. We needn’t suppose anything deliberately devious is going on at all! Often, the statistical guidebook reflects shifts of meaning that grow out of one or another critical argument. These days, they trickle down quickly to statistical guidebooks, thanks to popular articles on the “statistics crisis in science”. The danger is that their own guidebooks contain inconsistencies. To adopt the magician’s stance is to be on the lookout for standard sleights of hand. There aren’t that many.[0]

I don’t know Jim Frost, but he gives statistical guidance at the minitab blog. The purpose of my previous post is to point out that Frost uses the probability of a Type I error in two incompatible ways in his posts on significance tests. I assumed he’d want to clear this up, but so far he has not. His response to a comment I made on his blog is this: Continue reading

Categories: frequentist/Bayesian, P-values, reforming the reformers, S. Senn, Statistics | 39 Comments

The “P-values overstate the evidence against the null” fallacy

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The allegation that P-values overstate the evidence against the null hypothesis continues to be taken as gospel in discussions of significance tests. All such discussions, however, assume a notion of “evidence” that’s at odds with significance tests–generally Bayesian probabilities of the sort used in Jeffrey’s-Lindley disagreement (default or “I’m selecting from an urn of nulls” variety). Szucs and Ioannidis (in a draft of a 2016 paper) claim “it can be shown formally that the definition of the p value does exaggerate the evidence against H0” (p. 15) and they reference the paper I discuss below: Berger and Sellke (1987). It’s not that a single small P-value provides good evidence of a discrepancy (even assuming the model, and no biasing selection effects); Fisher and others warned against over-interpreting an “isolated” small P-value long ago.  But the formulation of the “P-values overstate the evidence” meme introduces brand new misinterpretations into an already confused literature! The following are snippets from some earlier posts–mostly this one–and also includes some additions from my new book (forthcoming). 

Categories: Bayesian/frequentist, fallacy of rejection, highly probable vs highly probed, P-values, Statistics | 47 Comments

Szucs & Ioannidis Revive the Limb-Sawing Fallacy

 

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When logical fallacies of statistics go uncorrected, they are repeated again and again…and again. And so it is with the limb-sawing fallacy I first posted in one of my “Overheard at the Comedy Hour” posts.* It now resides as a comic criticism of significance tests in a paper by Szucs and Ioannidis (posted this week),  Here’s their version:

“[P]aradoxically, when we achieve our goal and successfully reject Hwe will actually be left in complete existential vacuum because during the rejection of HNHST ‘saws off its own limb’ (Jaynes, 2003; p. 524): If we manage to reject H0then it follows that pr(data or more extreme data|H0) is useless because H0 is not true” (p.15).

Here’s Jaynes (p. 524):

“Suppose we decide that the effect exists; that is, we reject [null hypothesis] H0. Surely, we must also reject probabilities conditional on H0, but then what was the logical justification for the decision? Orthodox logic saws off its own limb.’ 

Ha! Ha! By this reasoning, no hypothetical testing or falsification could ever occur. As soon as H is falsified, the grounds for falsifying disappear! If H: all swans are white, then if I see a black swan, H is falsified. But according to this criticism, we can no longer assume the deduced prediction from H! What? Continue reading

Categories: Error Statistics, P-values, reforming the reformers, Statistics | 14 Comments

“Tests of Statistical Significance Made Sound”: excerpts from B. Haig

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I came across a paper, “Tests of Statistical Significance Made Sound,” by Brian Haig, a psychology professor at the University of Canterbury, New Zealand. It hits most of the high notes regarding statistical significance tests, their history & philosophy and, refreshingly, is in the error statistical spirit! I’m pasting excerpts from his discussion of “The Error-Statistical Perspective”starting on p.7.[1]

The Error-Statistical Perspective

An important part of scientific research involves processes of detecting, correcting, and controlling for error, and mathematical statistics is one branch of methodology that helps scientists do this. In recognition of this fact, the philosopher of statistics and science, Deborah Mayo (e.g., Mayo, 1996), in collaboration with the econometrician, Aris Spanos (e.g., Mayo & Spanos, 2010, 2011), has systematically developed, and argued in favor of, an error-statistical philosophy for understanding experimental reasoning in science. Importantly, this philosophy permits, indeed encourages, the local use of ToSS, among other methods, to manage error. Continue reading

Categories: Bayesian/frequentist, Error Statistics, fallacy of rejection, P-values, Statistics | 12 Comments

Glymour at the PSA: “Exploratory Research is More Reliable Than Confirmatory Research”

psa-homeI resume my comments on the contributions to our symposium on Philosophy of Statistics at the Philosophy of Science Association. My earlier comment was on Gerd Gigerenzer’s talk. I move on to Clark Glymour’s “Exploratory Research Is More Reliable Than Confirmatory Research.” His complete slides are after my comments.

GLYMOUR’S ARGUMENT (in a nutshell):Glymour_2006_IMG_0965

“The anti-exploration argument has everything backwards,” says Glymour (slide #11). While John Ioannidis maintains that “Research findings are more likely true in confirmatory designs,” the opposite is so, according to Glymour. (Ioannidis 2005, Glymour’s slide #6). Why? To answer this he describes an exploratory research account for causal search that he has been developing:

exploratory-research-is-more-reliable-than-confirmatory-research-13-1024(slide #5)

What’s confirmatory research for Glymour? It’s moving directly from rejecting a null hypothesis with a low P-value to inferring a causal claim. Continue reading

Categories: fallacy of rejection, P-values, replication research | 20 Comments

Gigerenzer at the PSA: “How Fisher, Neyman-Pearson, & Bayes Were Transformed into the Null Ritual”: Comments and Queries (ii)

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Gerd Gigerenzer, Andrew Gelman, Clark Glymour and I took part in a very interesting symposium on Philosophy of Statistics at the Philosophy of Science Association last Friday. I jotted down lots of notes, but I’ll limit myself to brief reflections and queries on a small portion of each presentation in turn, starting with Gigerenzer’s “Surrogate Science: How Fisher, Neyman-Pearson, & Bayes Were Transformed into the Null Ritual.” His complete slides are below my comments. I may write this in stages, this being (i).

SLIDE #19

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  1. Good scientific practice–bold theories, double-blind experiments, minimizing measurement error, replication, etc.–became reduced in the social science to a surrogate: statistical significance.

I agree that “good scientific practice” isn’t some great big mystery, and that “bold theories, double-blind experiments, minimizing measurement error, replication, etc.” are central and interconnected keys to finding things out in error prone inquiry. Do the social sciences really teach that inquiry can be reduced to cookbook statistics? Or is it simply that, in some fields, carrying out surrogate science suffices to be a “success”? Continue reading

Categories: Fisher, frequentist/Bayesian, Gigerenzer, Gigerenzer, P-values, spurious p values, Statistics | 11 Comments

For Statistical Transparency: Reveal Multiplicity and/or Just Falsify the Test (Remark on Gelman and Colleagues)

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Gelman and Loken (2014) recognize that even without explicit cherry picking there is often enough leeway in the “forking paths” between data and inference so that by artful choices you may be led to one inference, even though it also could have gone another way. In good sciences, measurement procedures should interlink with well-corroborated theories and offer a triangulation of checks– often missing in the types of experiments Gelman and Loken are on about. Stating a hypothesis in advance, far from protecting from the verification biases, can be the engine that enables data to be “constructed”to reach the desired end [1].

[E]ven in settings where a single analysis has been carried out on the given data, the issue of multiple comparisons emerges because different choices about combining variables, inclusion and exclusion of cases…..and many other steps in the analysis could well have occurred with different data (Gelman and Loken 2014, p. 464).

An idea growing out of this recognition is to imagine the results of applying the same statistical procedure, but with different choices at key discretionary junctures–giving rise to a multiverse analysis, rather than a single data set (Steegen, Tuerlinckx, Gelman, and Vanpaemel 2016). One lists the different choices thought to be plausible at each stage of data processing. The multiverse displays “which constellation of choices corresponds to which statistical results” (p. 797). The result of this exercise can, at times, mimic the delineation of possibilities in multiple testing and multiple modeling strategies. Continue reading

Categories: Bayesian/frequentist, Error Statistics, Gelman, P-values, preregistration, reproducibility, Statistics | 9 Comments

If you think it’s a scandal to be without statistical falsification, you will need statistical tests (ii)

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1. PhilSci and StatSci. I’m always glad to come across statistical practitioners who wax philosophical, particularly when Karl Popper is cited. Best of all is when they get the philosophy somewhere close to correct. So, I came across an article by Burnham and Anderson (2014) in Ecology:

While the exact definition of the so-called ‘scientific method’ might be controversial, nearly everyone agrees that the concept of ‘falsifiability’ is a central tenant [sic] of empirical science (Popper 1959). It is critical to understand that historical statistical approaches (i.e., P values) leave no way to ‘test’ the alternative hypothesis. The alternative hypothesis is never tested, hence cannot be rejected or falsified!… Surely this fact alone makes the use of significance tests and P values bogus. Lacking a valid methodology to reject/falsify the alternative science hypotheses seems almost a scandal.” (Burnham and Anderson p. 629)

Well I am (almost) scandalized by this easily falsifiable allegation! I can’t think of a single “alternative”, whether in a “pure” Fisherian or a Neyman-Pearson hypothesis test (whether explicit or implicit) that’s not falsifiable; nor do the authors provide any. I grant that understanding testability and falsifiability is far more complex than the kind of popularized accounts we hear about; granted as well, theirs is just a short paper.[1] But then why make bold declarations on the topic of the “scientific method and statistical science,” on falsifiability and testability? Continue reading

Categories: P-values, Severity, statistical tests, Statistics, StatSci meets PhilSci | 22 Comments

Mayo & Parker “Using PhilStat to Make Progress in the Replication Crisis in Psych” SPSP Slides

Screen Shot 2016-06-19 at 12.53.32 PMHere are the slides from our talk at the Society for Philosophy of Science in Practice (SPSP) conference. I covered the first 27, Parker the rest. The abstract is here:

Categories: P-values, reforming the reformers, replication research, Statistics, StatSci meets PhilSci | Leave a comment

“So you banned p-values, how’s that working out for you?” D. Lakens exposes the consequences of a puzzling “ban” on statistical inference

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I came across an excellent post on a blog kept by Daniel Lakens: “So you banned p-values, how’s that working out for you?” He refers to the journal that recently banned significance tests, confidence intervals, and a vague assortment of other statistical methods, on the grounds that all such statistical inference tools are “invalid” since they don’t provide posterior probabilities of some sort (see my post). The editors’ charge of “invalidity” could only hold water if these error statistical methods purport to provide posteriors based on priors, which is false. The entire methodology is based on methods in which probabilities arise to qualify the method’s capabilities to detect and avoid erroneous interpretations of data [0]. The logic is of the falsification variety found throughout science. Lakens, an experimental psychologist, does a great job delineating some of the untoward consequences of their inferential ban. I insert some remarks in black. Continue reading

Categories: frequentist/Bayesian, Honorary Mention, P-values, reforming the reformers, science communication, Statistics | 45 Comments

My Slides: “The Statistical Replication Crisis: Paradoxes and Scapegoats”

Below are the slides from my Popper talk at the LSE today (up to slide 70): (post any questions in the comments)

 

Categories: P-values, replication research, reproducibility, Statistics | 11 Comments

Some bloglinks for my LSE talk tomorrow: “The Statistical Replication Crisis: Paradoxes and Scapegoats”

Popper talk May 10 locationIn my Popper talk tomorrow today (in London), I will discuss topics in philosophy of statistics in relation to:  the 2016 ASA document on P-values, and recent replication research in psychology. For readers interested in links from this blog, see:

I. My commentary on the ASA document on P-values (with links to the ASA document):

Don’t Throw Out the Error Control Baby with the Bad Statistics Bathwater”

A Small P-value Indicates that the Results are Due to Chance Alone: Fallacious or not: More on the ASA P-value Doc”

“P-Value Madness: A Puzzle About the Latest Test Ban, or ‘Don’t Ask, Don’t Tell’”

II. Posts on replication research in psychology: Continue reading

Categories: Metablog, P-values, replication research, reproducibility, Statistics | 7 Comments

Your chance to continue the “due to chance” discussion in roomier quarters

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Comments get unwieldy after 100, so here’s a chance to continue the “due to chance” discussion in some roomier quarters. (There seems to be at least two distinct lanes being travelled.) Now one of the main reasons I run this blog is to discover potential clues to solving or making progress on thorny philosophical problems I’ve been wrangling with for a long time. I think I extracted some illuminating gems from the discussion here, but I don’t have time to write them up, and won’t for a bit, so I’ve parked a list of comments wherein the golden extracts lie (I think) over at my Rejected Posts blog[1]. (They’re all my comments, but as influenced by readers, so I thank you!) Over there, there’s no “return and resubmit”, but around a dozen posts have eventually made it over here, tidied up. Please continue the discussion on this blog (I don’t even recommend going over there). You can link to your earlier comments by clicking on the date.

[1] The Spiegelhalter (PVP)  link is here.

Categories: Error Statistics, P-values, Rejected Posts, Statistics | 36 Comments

“A small p-value indicates it’s improbable that the results are due to chance alone” –fallacious or not? (more on the ASA p-value doc)

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There’s something about “Principle 2” in the ASA document on p-values that I couldn’t address in my brief commentary, but is worth examining more closely.

2. P-values do not measure (a) the probability that the studied hypothesis is true , or (b) the probability that the data were produced  by random chance alone,

(a) is true, but what about (b)? That’s what I’m going to focus on, because I think it is often misunderstood. It was discussed earlier on this blog in relation to the Higgs experiments and deconstructing “the probability the results are ‘statistical flukes'”. So let’s examine: Continue reading

Categories: P-values, statistical tests, Statistics | 170 Comments

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