S. Senn

Guest Blog: STEPHEN SENN: ‘Fisher’s alternative to the alternative’

Posted on February 22, 2017 by Mayo
“You May Believe You Are a Bayesian But You Are Probably Wrong”

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As part of the week of recognizing R.A.Fisher (February 17, 1890 – July 29, 1962), I reblog a guest post by Stephen Senn from 2012.  (I will comment in the comments.)

‘Fisher’s alternative to the alternative’

By: Stephen Senn

[2012 marked] the 50th anniversary of RA Fisher’s death. It is a good excuse, I think, to draw attention to an aspect of his philosophy of significance testing. In his extremely interesting essay on Fisher, Jimmie Savage drew attention to a problem in Fisher’s approach to testing. In describing Fisher’s aversion to power functions Savage writes, ‘Fisher says that some tests are more sensitive than others, and I cannot help suspecting that that comes to very much the same thing as thinking about the power function.’ (Savage 1976) (P473).

The modern statistician, however, has an advantage here denied to Savage. Savage’s essay was published posthumously in 1976 and the lecture on which it was based was given in Detroit on 29 December 1971 (P441). At that time Fisher’s scientific correspondence did not form part of his available oeuvre but in 1990 Henry Bennett’s magnificent edition of Fisher’s statistical correspondence (Bennett 1990) was published and this throws light on many aspects of Fisher’s thought including on significance tests. Continue reading →

Categories: Fisher, S. Senn, Statistics | 13 Comments

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

Posted on February 7, 2017 by Mayo
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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

Frequentstein: What’s wrong with (1 – β)/α as a measure of evidence against the null? (ii)

Posted on May 22, 2016 by Mayo
Slide1

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In their “Comment: A Simple Alternative to p-values,” (on the ASA P-value document), Benjamin and Berger (2016) recommend researchers report a pre-data Rejection Ratio:

It is the probability of rejection when the alternative hypothesis is true, divided by the probability of rejection when the null hypothesis is true, i.e., the ratio of the power of the experiment to the Type I error of the experiment. The rejection ratio has a straightforward interpretation as quantifying the strength of evidence about the alternative hypothesis relative to the null hypothesis conveyed by the experimental result being statistically significant. (Benjamin and Berger 2016, p. 1)

The recommendation is much more fully fleshed out in a 2016 paper by Bayarri, Benjamin, Berger, and Sellke (BBBS 2016): Rejection Odds and Rejection Ratios: A Proposal for Statistical Practice in Testing Hypotheses. Their recommendation is:

…that researchers should report the ‘pre-experimental rejection ratio’ when presenting their experimental design and researchers should report the ‘post-experimental rejection ratio’ (or Bayes factor) when presenting their experimental results. (BBBS 2016, p. 3)….

The (pre-experimental) ‘rejection ratio’ Rpre , the ratio of statistical power to significance threshold (i.e., the ratio of the probability of rejecting under H1 and H0 respectively), is shown to capture the strength of evidence in the experiment for H1 over H0. (ibid., p. 2)

But in fact it does no such thing! [See my post from the FUSION conference here.] J. Berger, and his co-authors, will tell you the rejection ratio (and a variety of other measures created over the years) are entirely frequentist because they are created out of frequentist error statistical measures. But a creation built on frequentist measures doesn’t mean the resulting animal captures frequentist error statistical reasoning. It might be a kind of Frequentstein monster! [1] Continue reading →

Categories: J. Berger, power, reforming the reformers, S. Senn, Statistical power, Statistics | 36 Comments

Excerpts from S. Senn’s Letter on “Replication, p-values and Evidence”

Posted on May 12, 2016 by Mayo
old blogspot typewriter

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I first blogged this letter here. Below the references are some more recent blog links of relevance to this issue. 

 Dear Reader:  I am typing in some excerpts from a letter Stephen Senn shared with me in relation to my April 28, 2012 blogpost.  It is a letter to the editor of Statistics in Medicine  in response to S. Goodman. It contains several important points that get to the issues we’ve been discussing. You can read the full letter here. Sincerely, D. G. Mayo

 STATISTICS IN MEDICINE, LETTER TO THE EDITOR

From: Stephen Senn*

Some years ago, in the pages of this journal, Goodman gave an interesting analysis of ‘replication probabilities’ of p-values. Specifically, he considered the possibility that a given experiment had produced a p-value that indicated ‘significance’ or near significance (he considered the range p=0.10 to 0.001) and then calculated the probability that a study with equal power would produce a significant result at the conventional level of significance of 0.05. He showed, for example, that given an uninformative prior, and (subsequently) a resulting p-value that was exactly 0.05 from the first experiment, the probability of significance in the second experiment was 50 per cent. A more general form of this result is as follows. If the first trial yields p=α then the probability that a second trial will be significant at significance level α (and in the same direction as the first trial) is 0.5. Continue reading →

Categories: 4 years ago!, reproducibility, S. Senn, Statistics | Tags: , , , | 3 Comments

Stephen Senn: The pathetic P-value (Guest Post) [3]

Posted on December 12, 2015 by Mayo
S. Senn

S. Senn

Stephen Senn
Head of Competence Center for Methodology and Statistics (CCMS)
Luxembourg Institute of Health

The pathetic P-value* [3]

This is the way the story is now often told. RA Fisher is the villain. Scientists were virtuously treading the Bayesian path, when along came Fisher and gave them P-values, which they gladly accepted, because they could get ‘significance’ so much more easily. Nearly a century of corrupt science followed but now there are signs that there is a willingness to return to the path of virtue and having abandoned this horrible Fisherian complication:

We shall not cease from exploration
And the end of all our exploring
Will be to arrive where we started …

A condition of complete simplicity..

And all shall be well and
All manner of thing shall be well

TS Eliot, Little Gidding

Consider, for example, distinguished scientist David Colquhoun citing the excellent scientific journalist Robert Matthews as follows

“There is an element of truth in the conclusion of a perspicacious journalist:

‘The plain fact is that 70 years ago Ronald Fisher gave scientists a mathematical machine for turning baloney into breakthroughs, and flukes into funding. It is time to pull the plug. ‘

Robert Matthews Sunday Telegraph, 13 September 1998.” [1]

However, this is not a plain fact but just plain wrong. Even if P-values were the guilty ‘mathematical machine’ they are portrayed to be, it is not RA Fisher’s fault. Putting the historical record right helps one to understand the issues better. As I shall argue, at the heart of this is not a disagreement between Bayesian and frequentist approaches but between two Bayesian approaches: it is a conflict to do with the choice of prior distributions[2].

Fisher did not persuade scientists to calculate P-values rather than Bayesian posterior probabilities; he persuaded them that the probabilities that they were already calculating and interpreting as posterior probabilities relied for this interpretation on a doubtful assumption. He proposed to replace this interpretation with one that did not rely on the assumption. Continue reading →

Categories: P-values, S. Senn, statistical tests, Statistics | 27 Comments

Stephen Senn: Randomization, ratios and rationality: rescuing the randomized clinical trial from its critics

Posted on July 24, 2015 by Mayo

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Stephen Senn
Head of Competence Center for Methodology and Statistics (CCMS)
Luxembourg Institute of Health

This post first appeared here. An issue sometimes raised about randomized clinical trials is the problem of indefinitely many confounders. This, for example is what John Worrall has to say:

Even if there is only a small probability that an individual factor is unbalanced, given that there are indefinitely many possible confounding factors, then it would seem to follow that the probability that there is some factor on which the two groups are unbalanced (when remember randomly constructed) might for all anyone knows be high. (Worrall J. What evidence is evidence-based medicine? Philosophy of Science 2002; 69: S316-S330: see p. S324 )

It seems to me, however, that this overlooks four matters. The first is that it is not indefinitely many variables we are interested in but only one, albeit one we can’t measure perfectly. This variable can be called ‘outcome’. We wish to see to what extent the difference observed in outcome between groups is compatible with the idea that chance alone explains it. The indefinitely many covariates can help us predict outcome but they are only of interest to the extent that they do so. However, although we can’t measure the difference we would have seen in outcome between groups in the absence of treatment, we can measure how much it varies within groups (where the variation cannot be due to differences between treatments). Thus we can say a great deal about random variation to the extent that group membership is indeed random. Continue reading →

Categories: RCTs, S. Senn, Statistics | Tags: , | 6 Comments

Can You change Your Bayesian prior? (ii)

Posted on June 18, 2015 by Mayo
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This is one of the questions high on the “To Do” list I’ve been keeping for this blog.  The question grew out of discussions of “updating and downdating” in relation to papers by Stephen Senn (2011) and Andrew Gelman (2011) in Rationality, Markets, and Morals.[i]

“As an exercise in mathematics [computing a posterior based on the client’s prior probabilities] is not superior to showing the client the data, eliciting a posterior distribution and then calculating the prior distribution; as an exercise in inference Bayesian updating does not appear to have greater claims than ‘downdating’.” (Senn, 2011, p. 59)

“If you could really express your uncertainty as a prior distribution, then you could just as well observe data and directly write your subjective posterior distribution, and there would be no need for statistical analysis at all.” (Gelman, 2011, p. 77)

But if uncertainty is not expressible as a prior, then a major lynchpin for Bayesian updating seems questionable. If you can go from the posterior to the prior, on the other hand, perhaps it can also lead you to come back and change it.

Is it legitimate to change one’s prior based on the data?

I don’t mean update it, but reject the one you had and replace it with another. My question may yield different answers depending on the particular Bayesian view. I am prepared to restrict the entire question of changing priors to Bayesian “probabilisms”, meaning the inference takes the form of updating priors to yield posteriors, or to report a comparative Bayes factor. Interpretations can vary. In many Bayesian accounts the prior probability distribution is a way of introducing prior beliefs into the analysis (as with subjective Bayesians) or, conversely, to avoid introducing prior beliefs (as with reference or conventional priors). Empirical Bayesians employ frequentist priors based on similar studies or well established theory. There are many other variants.

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S. SENN: According to Senn, one test of whether an approach is Bayesian is that while Continue reading →

Categories: Bayesian/frequentist, Gelman, S. Senn, Statistics | 111 Comments

From our “Philosophy of Statistics” session: APS 2015 convention

Posted on May 24, 2015 by Mayo
aps_2015_logo_cropped-1

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“The Philosophy of Statistics: Bayesianism, Frequentism and the Nature of Inference,” at the 2015 American Psychological Society (APS) Annual Convention in NYC, May 23, 2015:

 

D. Mayo: “Error Statistical Control: Forfeit at your Peril” 

 

S. Senn: “‘Repligate’: reproducibility in statistical studies. What does it mean and in what sense does it matter?”

 

A. Gelman: “The statistical crisis in science” (this is not his exact presentation, but he focussed on some of these slides)

 

For more details see this post.

Categories: Bayesian/frequentist, Error Statistics, P-values, reforming the reformers, reproducibility, S. Senn, Statistics | 10 Comments

Stephen Senn: The pathetic P-value (Guest Post)

Posted on March 16, 2015 by Mayo
S. Senn

S. Senn

Stephen Senn
Head of Competence Center for Methodology and Statistics (CCMS)
Luxembourg Institute of Health

The pathetic P-value

This is the way the story is now often told. RA Fisher is the villain. Scientists were virtuously treading the Bayesian path, when along came Fisher and gave them P-values, which they gladly accepted, because they could get ‘significance’ so much more easily. Nearly a century of corrupt science followed but now there are signs that there is a willingness to return to the path of virtue and having abandoned this horrible Fisherian complication:

We shall not cease from exploration
And the end of all our exploring
Will be to arrive where we started …

A condition of complete simplicity..

And all shall be well and
All manner of thing shall be well

TS Eliot, Little Gidding

Consider, for example, distinguished scientist David Colquhoun citing the excellent scientific journalist Robert Matthews as follows

“There is an element of truth in the conclusion of a perspicacious journalist:

‘The plain fact is that 70 years ago Ronald Fisher gave scientists a mathematical machine for turning baloney into breakthroughs, and flukes into funding. It is time to pull the plug. ‘

Robert Matthews Sunday Telegraph, 13 September 1998.” [1]

However, this is not a plain fact but just plain wrong. Even if P-values were the guilty ‘mathematical machine’ they are portrayed to be, it is not RA Fisher’s fault. Putting the historical record right helps one to understand the issues better. As I shall argue, at the heart of this is not a disagreement between Bayesian and frequentist approaches but between two Bayesian approaches: it is a conflict to do with the choice of prior distributions[2].

Fisher did not persuade scientists to calculate P-values rather than Bayesian posterior probabilities; he persuaded them that the probabilities that they were already calculating and interpreting as posterior probabilities relied for this interpretation on a doubtful assumption. He proposed to replace this interpretation with one that did not rely on the assumption. Continue reading →

Categories: P-values, S. Senn, statistical tests, Statistics | 148 Comments

Stephen Senn: Is Pooling Fooling? (Guest Post)

Posted on February 5, 2015 by Mayo
Stephen Senn

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Stephen Senn
Head, Methodology and Statistics Group,
Competence Center for Methodology and Statistics (CCMS), Luxembourg

Is Pooling Fooling?

‘And take the case of a man who is ill. I call two physicians: they differ in opinion. I am not to lie down, and die between them: I must do something.’ Samuel Johnson, in Boswell’s A Journal of a Tour to the Hebrides

A common dilemma facing meta-analysts is what to put together with what? One may have a set of trials that seem to be approximately addressing the same question but some features may differ. For example, the inclusion criteria might have differed with some trials only admitting patients who were extremely ill but with other trials treating the moderately ill as well. Or it might be the case that different measurements have been taken in different trials. An even more extreme case occurs when different, if presumed similar, treatments have been used.

It is helpful to make a point of terminology here. In what follows I shall be talking about pooling results from various trials. This does not involve naïve pooling of patients across trials. I assume that each trial will provide a valid within- trial comparison of treatments. It is these comparisons that are to be pooled (appropriately).

A possible way to think of this is in terms of a Bayesian model with a prior distribution covering the extent to which results might differ as features of trials are changed. I don’t deny that this is sometimes an interesting way of looking at things (although I do maintain that it is much more tricky than many might suppose[1]) but I would also like to draw attention to the fact that there is a frequentist way of looking at this problem that is also useful.

Suppose that we have k ‘null’ hypotheses that we are interested in testing, each being capable of being tested in one of k trials. We can label these Hn1, Hn2, … Hnk. We are perfectly entitled to test the null hypothesis Hjoint that they are all jointly true. In doing this we can use appropriate judgement to construct a composite statistic based on all the trials whose distribution is known under the null. This is a justification for pooling. Continue reading →

Categories: evidence-based policy, PhilPharma, S. Senn, Statistics | 19 Comments

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