Statistical power

Power howlers return as criticisms of severity

Posted on April 10, 2022 by Mayo

Mayo bangs head

Suppose you are reading about a statistically significant result x that just reaches a threshold p-value α from a test T+ of the mean of a Normal distribution

 H0: µ ≤  0 against H1: µ >  0

with n iid samples, and (for simplicity) known σ.  The test “rejects” H0 at this level & infers evidence of a discrepancy in the direction of H1.

I have heard some people say:

A. If the test’s power to detect alternative µ’ is very low, then the just statistically significant x is poor evidence of a discrepancy (from the null) corresponding to µ’.  (i.e., there’s poor evidence that  µ > µ’ ). See point* on language in notes.

They will generally also hold that if POW(µ’) is reasonably high (at least .5), then the inference to µ > µ’ is warranted, or at least not problematic.

I have heard other people say:

B. If the test’s power to detect alternative µ’ is very low, then the just statistically significant x is good evidence of a discrepancy (from the null) corresponding to µ’ (i.e., there’s good evidence that  µ > µ’).

They will generally also hold that if POW(µ’) is reasonably high (at least .5), then the inference to µ > µ’ is unwarranted.

Which is correct, from the perspective of the frequentist error statistical philosophy? Continue reading →

Categories: Statistical power, statistical tests | Tags: , , , , | 7 Comments

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

Posted on April 27, 2019 by Mayo

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 n 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.

Continue reading →

Categories: Statistical Inference as Severe Testing, Statistical power

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

Fallacies of Rejection, Nouvelle Cuisine, and assorted New Monsters

Posted on May 14, 2016 by Mayo
images-17

Jackie Mason

Whenever I’m in London, my criminologist friend Katrin H. and I go in search of stand-up comedy. Since it’s Saturday night (and I’m in London), we’re setting out in search of a good comedy club (I’ll complete this post upon return). A few years ago we heard Jackie Mason do his shtick, a one-man show billed as his swan song to England.  It was like a repertoire of his “Greatest Hits” without a new or updated joke in the mix.  Still, hearing his rants for the nth time was often quite hilarious. It turns out that he has already been back doing another “final shtick tour” in England, but not tonight.

A sample: If you want to eat nothing, eat nouvelle cuisine. Do you know what it means? No food. The smaller the portion the more impressed people are, so long as the food’s got a fancy French name, haute cuisine. An empty plate with sauce!

As one critic wrote, Mason’s jokes “offer a window to a different era,” one whose caricatures and biases one can only hope we’ve moved beyond:

But it’s one thing for Jackie Mason to scowl at a seat in the front row and yell to the shocked audience member in his imagination, “These are jokes! They are just jokes!” and another to reprise statistical howlers, which are not jokes, to me. This blog found its reason for being partly as a place to expose, understand, and avoid them. I had earlier used this Jackie Mason opening to launch into a well-known fallacy of rejection using statistical significance tests. I’m going to go further this time around. I began by needling some leading philosophers of statistics: Continue reading →

Categories: reforming the reformers, science-wise screening, Statistical power, statistical tests, Statistics | Tags: , , , ,

What’s wrong with taking (1 – β)/α, as a likelihood ratio comparing H0 and H1?

Posted on February 10, 2015 by Mayo
mayo_thumbnail_rings

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Here’s a quick note on something that I often find in discussions on tests, even though it treats “power”, which is a capacity-of-test notion, as if it were a fit-with-data notion…..

1. Take a one-sided Normal test T+: with n iid samples:

H0: µ ≤  0 against H1: µ >  0

σ = 10,  n = 100,  σ/√n =σx= 1,  α = .025.

So the test would reject H0 iff Z > c.025 =1.96. (1.96. is the “cut-off”.)

~~~~~~~~~~~~~~

  1. Simple rules for alternatives against which T+ has high power:
  • If we add σx (here 1) to the cut-off (here, 1.96) we are at an alternative value for µ that test T+ has .84 power to detect.
  • If we add 3σx to the cut-off we are at an alternative value for µ that test T+ has ~ .999 power to detect. This value, which we can write as µ.999 = 4.96

Let the observed outcome just reach the cut-off to reject the null,z0 = 1.96.

If we were to form a “likelihood ratio” of μ = 4.96 compared to μ0 = 0 using

[Power(T+, 4.96)]/α,

it would be 40.  (.999/.025).

It is absurd to say the alternative 4.96 is supported 40 times as much as the null, understanding support as likelihood or comparative likelihood. (The data 1.96 are even closer to 0 than to 4.96). The same point can be made with less extreme cases.) What is commonly done next is to assign priors of .5 to the two hypotheses, yielding

Pr(H0 |z0) = 1/ (1 + 40) = .024, so Pr(H1 |z0) = .976.

Such an inference is highly unwarranted and would almost always be wrong. Continue reading →

Categories: Bayesian/frequentist, law of likelihood, Statistical power, statistical tests, Statistics, Stephen Senn

Power Analysis and Non-Replicability: If bad statistics is prevalent in your field, does it follow you can’t be guilty of scientific fraud?

Posted on January 18, 2015 by Mayo
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fraudbusters

If questionable research practices (QRPs) are prevalent in your field, then apparently you can’t be guilty of scientific misconduct or fraud (by mere QRP finagling), or so some suggest. Isn’t that an incentive for making QRPs the norm? 

The following is a recent blog discussion (by  Ulrich Schimmack) on the Jens Förster scandal: I thank Richard Gill for alerting me. I haven’t fully analyzed Schimmack’s arguments, so please share your reactions. I agree with him on the importance of power analysis, but I’m not sure that the way he’s using it (via his “R index”) shows what he claims. Nor do I see how any of this invalidates, or spares Förster from, the fraud allegations along the lines of Simonsohn[i]. Most importantly, I don’t see that cheating one way vs another changes the scientific status of Forster’s flawed inference. Forster already admitted that faced with unfavorable results, he’d always find ways to fix things until he got results in sync with his theory (on the social psychology of creativity priming). Fraud by any other name.

Förster

Förster

The official report, “Suspicion of scientific misconduct by Dr. Jens Förster,” is anonymous and dated September 2012. An earlier post on this blog, “Who ya gonna call for statistical fraud busting” featured a discussion by Neuroskeptic that I found illuminating, from Discover Magazine: On the “Suspicion of Scientific Misconduct by Jens Förster.” Also see Retraction Watch.

Does anyone know the official status of the Forster case?

“How Power Analysis Could Have Prevented the Sad Story of Dr. Förster”

From Ulrich Schimmack’s “Replicability Index” blog January 2, 2015. A January 14, 2015 update is here. (occasional emphasis in bright red is mine) Continue reading →

Categories: junk science, reproducibility, Statistical fraudbusting, Statistical power, Statistics | Tags:

Fallacy of Rejection and the Fallacy of Nouvelle Cuisine

Posted on March 8, 2014 by Mayo

Any Jackie Mason fans out there? In connection with our discussion of power,and associated fallacies of rejection*–and since it’s Saturday night–I’m reblogging the following post.

In February [2012], in London, criminologist Katrin H. and I went to see Jackie Mason do his shtick, a one-man show billed as his swan song to England.  It was like a repertoire of his “Greatest Hits” without a new or updated joke in the mix.  Still, hearing his rants for the nth time was often quite hilarious.

A sample: If you want to eat nothing, eat nouvelle cuisine. Do you know what it means? No food. The smaller the portion the more impressed people are, so long as the food’s got a fancy French name, haute cuisine. An empty plate with sauce!

As one critic wrote, Mason’s jokes “offer a window to a different era,” one whose caricatures and biases one can only hope we’ve moved beyond: But it’s one thing for Jackie Mason to scowl at a seat in the front row and yell to the shocked audience member in his imagination, “These are jokes! They are just jokes!” and another to reprise statistical howlers, which are not jokes, to me. This blog found its reason for being partly as a place to expose, understand, and avoid them. Recall the September 26, 2011 post “Whipping Boys and Witch Hunters”: [i]

Fortunately, philosophers of statistics would surely not reprise decades-old howlers and fallacies. After all, it is the philosopher’s job to clarify and expose the conceptual and logical foibles of others; and even if we do not agree, we would never merely disregard and fail to address the criticisms in published work by other philosophers.  Oh wait, ….one of the leading texts repeats the fallacy in their third edition: Continue reading →

Categories: Comedy, fallacy of rejection, Statistical power | Tags: , , , ,

Power, power everywhere–(it) may not be what you think! [illustration]

Posted on March 4, 2014 by Mayo

sev-calculatorStatistical power is one of the neatest [i], yet most misunderstood statistical notions [ii].So here’s a visual illustration (written initially for our 6334 seminar), but worth a look by anyone who wants an easy way to attain the will to understand power.(Please see notes below slides.)

[i]I was tempted to say power is one of the “most powerful” notions.It is.True, severity leads us to look, not at the cut-off for rejection (as with power) but the actual observed value, or observed p-value. But the reasoning is the same. Likewise for less artificial cases where the standard deviation has to be estimated. See Mayo and Spanos 2006.

[ii]

  • Some say that to compute power requires either knowing the alternative hypothesis (whatever that means), or worse, the alternative’s prior probability! Then there’s the tendency (by reformers no less!) to transpose power in such a way as to get the appraisal of tests exactly backwards. An example is Ziliac and McCloskey (2008). See,for example, the will to understand power: https://errorstatistics.com/2011/10/03/part-2-prionvac-the-will-to-understand-power/
  • Many allege that a null hypothesis may be rejected (in favor of alternative H’) with greater warrant, the greater the power of the test against H’, e.g., Howson and Urbach (2006, 154). But this is mistaken. The frequentist appraisal of tests is the reverse, whether Fisherian significance tests or those of the Neyman-Pearson variety. One may find the fallacy exposed back in Morrison and Henkel (1970)! See EGEK 1996, pp. 402-3.
  •  For a humorous post on this fallacy, see: “The fallacy of rejection and the fallacy of nouvelle cuisine”: https://errorstatistics.com/2012/04/04/jackie-mason/

You can find a link to the Severity Excel Program (from which the pictures came)  on the left hand column of this blog, and a link to basic instructions.This corresponds to EXAMPLE SET 1 pdf for Phil 6334.

Howson, C. and P. Urbach (2006). Scientific Reasoning: The Bayesian Approach. La Salle, Il: Open Court.

Mayo, D. G. and A. Spanos (2006) “Severe Testing as a Basic Concept in a Neyman-Pearson Philosophy of Induction“ British Journal of Philosophy of Science, 57: 323-357.

Morrison and Henkel (1970), The significance Test controversy.

Ziliak, Z. and McCloskey, D. (2008), The Cult of Statistical Significance: How the Standard Error Costs Us Jobs, Justice and Lives, University of Michigan Press.

Categories: Phil6334, Statistical power, Statistics

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