Given it’s the first anniversary of this blog, which opened with the howlers in “Overheard at the comedy hour …” let’s listen in as a Bayesian holds forth on one of the most famous howlers of the lot: the mysterious role that psychological intentions are said to play in frequentist methods such as statistical significance tests. Here it is, essentially as I remember it (though shortened), in the comedy hour that unfolded at my dinner table at an academic conference:
Did you hear the one about the researcher who gets a phone call from the guy analyzing his data? First the guy congratulates him and says, “The results show a statistically significant difference at the .05 level—p-value .048.” But then, an hour later, the phone rings again. It’s the same guy, but now he’s apologizing. It turns out that the experimenter intended to keep sampling until the result was 1.96 standard deviations away from the 0 null—in either direction—so they had to reanalyze the data (n=169), and the results were no longer statistically significant at the .05 level.
Much laughter.
So the researcher is tearing his hair out when the same guy calls back again. “Congratulations!” the guy says. “I just found out that the experimenter actually had planned to take n=169 all along, so the results are statistically significant.”
Howls of laughter.
But then the guy calls back with the bad news . . .
It turns out that failing to score a sufficiently impressive effect after n’ trials, the experimenter went on to n” trials, and so on and so forth until finally, say, on trial number 169, he obtained a result 1.96 standard deviations from the null.
It continues this way, and every time the guy calls in and reports a shift in the p-value, the table erupts in howls of laughter! From everyone except me, sitting in stunned silence, staring straight ahead. The hilarity ensues from the idea that the experimenter’s reported psychological intentions about when to stop sampling is altering the statistical results. Continue reading
Error Statistics Philosophy 