The Use of Meta-Analytic Statistical Significance Testing
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Statistical Inferences Hypothesis Tests
STATISTICAL INFERENCES HYPOTHESIS TESTS Maªgorzata Murat BASIC IDEAS Suppose we have collected a representative sample that gives some information concerning a mean or other statistical quantity. There are two main questions for which statistical inference may provide answers. 1. Are the sample quantity and a corresponding population quantity close enough together so that it is reasonable to say that the sample might have come from the population? Or are they far enough apart so that they likely represent dierent populations? 2. For what interval of values can we have a specic level of condence that the interval contains the true value of the parameter of interest? STATISTICAL INFERENCES FOR THE MEAN We can divide statistical inferences for the mean into two main categories. In one category, we already know the variance or standard deviation of the population, usually from previous measurements, and the normal distribution can be used for calculations. In the other category, we nd an estimate of the variance or standard deviation of the population from the sample itself. The normal distribution is assumed to apply to the underlying population, but another distribution related to it will usually be required for calculations. TEST OF HYPOTHESIS We are testing the hypothesis that a sample is similar enough to a particular population so that it might have come from that population. Hence we make the null hypothesis that the sample came from a population having the stated value of the population characteristic (the mean or the variation). Then we do calculations to see how reasonable such a hypothesis is. We have to keep in mind the alternative if the null hypothesis is not true, as the alternative will aect the calculations. -
©2018 Oxford University Press
©2018 PART E OxfordChallenges in Statistics University Press mot43560_ch22_201-213.indd 201 07/31/17 11:56 AM ©2018 Oxford University Press ©2018 CHAPTER 22 Multiple Comparisons Concepts If you torture your data long enough, they will tell you what- ever you want to hear. Oxford MILLS (1993) oping with multiple comparisons is one of the biggest challenges Cin data analysis. If you calculate many P values, some are likely to be small just by random chance. Therefore, it is impossible to inter- pret small P values without knowing how many comparisons were made. This chapter explains three approaches to coping with multiple compari- sons. Chapter 23 will show that the problem of multiple comparisons is pervasive, and Chapter 40 will explain special strategies for dealing with multiple comparisons after ANOVA.University THE PROBLEM OF MULTIPLE COMPARISONS The problem of multiple comparisons is easy to understand If you make two independent comparisons, what is the chance that one or both comparisons will result in a statistically significant conclusion just by chance? It is easier to answer the opposite question. Assuming both null hypotheses are true, what is the chance that both comparisons will not be statistically significant? The answer is the chance that the first comparison will not be statistically significant (0.95) times the chance that the second one will not be statistically significant (also 0.95), which equals 0.9025, or about 90%. That leaves about a 10% chance of obtaining at least one statistically significant conclusion by chance. It is easy to generalize that logic to more comparisons. -
The Problem of Multiple Testing and Its Solutions for Genom-Wide Studies
The problem of multiple testing and its solutions for genom-wide studies How to cite: Gyorffy B, Gyorffy A, Tulassay Z:. The problem of multiple testing and its solutions for genom-wide studies. Orv Hetil , 2005;146(12):559-563 ABSTRACT The problem of multiple testing and its solutions for genome-wide studies. Even if there is no real change, the traditional p = 0.05 can cause 5% of the investigated tests being reported significant. Multiple testing corrections have been developed to solve this problem. Here the authors describe the one-step (Bonferroni), multi-step (step-down and step-up) and graphical methods. However, sometimes a correction for multiple testing creates more problems, than it solves: the universal null hypothesis is of little interest, the exact number of investigations to be adjusted for can not determined and the probability of type II error increases. For these reasons the authors suggest not to perform multiple testing corrections routinely. The calculation of the false discovery rate is a new method for genome-wide studies. Here the p value is substituted by the q value, which also shows the level of significance. The q value belonging to a measurement is the proportion of false positive measurements when we accept it as significant. The authors propose using the q value instead of the p value in genome-wide studies. Free keywords: multiple testing, Bonferroni-correction, one-step, multi-step, false discovery rate, q-value List of abbreviations: FDR: false discovery rate FWER: family familywise error rate SNP: Single Nucleotide Polymorphism PFP: proportion of false positives 1 INTRODUCTION A common feature in all of the 'omics studies is the inspection of a large number of simultaneous measurements in a small number of samples. -
The Focused Information Criterion in Logistic Regression to Predict Repair of Dental Restorations
THE FOCUSED INFORMATION CRITERION IN LOGISTIC REGRESSION TO PREDICT REPAIR OF DENTAL RESTORATIONS Cecilia CANDOLO1 ABSTRACT: Statistical data analysis typically has several stages: exploration of the data set; deciding on a class or classes of models to be considered; selecting the best of them according to some criterion and making inferences based on the selected model. The cycle is usually iterative and will involve subject-matter considerations as well as statistical insights. The conclusion reached after such a process depends on the model(s) selected, but the consequent uncertainty is not usually incorporated into the inference. This may lead to underestimation of the uncertainty about quantities of interest and overoptimistic and biased inferences. This framework has been the aim of research under the terminology of model uncertainty and model averanging in both, frequentist and Bayesian approaches. The former usually uses the Akaike´s information criterion (AIC), the Bayesian information criterion (BIC) and the bootstrap method. The last weigths the models using the posterior model probabilities. This work consider model selection uncertainty in logistic regression under frequentist and Bayesian approaches, incorporating the use of the focused information criterion (FIC) (CLAESKENS and HJORT, 2003) to predict repair of dental restorations. The FIC takes the view that a best model should depend on the parameter under focus, such as the mean, or the variance, or the particular covariate values. In this study, the repair or not of dental restorations in a period of eighteen months depends on several covariates measured in teenagers. The data were kindly provided by Juliana Feltrin de Souza, a doctorate student at the Faculty of Dentistry of Araraquara - UNESP. -
What Is Statistic?
What is Statistic? OPRE 6301 In today’s world. ...we are constantly being bombarded with statistics and statistical information. For example: Customer Surveys Medical News Demographics Political Polls Economic Predictions Marketing Information Sales Forecasts Stock Market Projections Consumer Price Index Sports Statistics How can we make sense out of all this data? How do we differentiate valid from flawed claims? 1 What is Statistics?! “Statistics is a way to get information from data.” Statistics Data Information Data: Facts, especially Information: Knowledge numerical facts, collected communicated concerning together for reference or some particular fact. information. Statistics is a tool for creating an understanding from a set of numbers. Humorous Definitions: The Science of drawing a precise line between an unwar- ranted assumption and a forgone conclusion. The Science of stating precisely what you don’t know. 2 An Example: Stats Anxiety. A business school student is anxious about their statistics course, since they’ve heard the course is difficult. The professor provides last term’s final exam marks to the student. What can be discerned from this list of numbers? Statistics Data Information List of last term’s marks. New information about the statistics class. 95 89 70 E.g. Class average, 65 Proportion of class receiving A’s 78 Most frequent mark, 57 Marks distribution, etc. : 3 Key Statistical Concepts. Population — a population is the group of all items of interest to a statistics practitioner. — frequently very large; sometimes infinite. E.g. All 5 million Florida voters (per Example 12.5). Sample — A sample is a set of data drawn from the population. -
Structured Statistical Models of Inductive Reasoning
CORRECTED FEBRUARY 25, 2009; SEE LAST PAGE Psychological Review © 2009 American Psychological Association 2009, Vol. 116, No. 1, 20–58 0033-295X/09/$12.00 DOI: 10.1037/a0014282 Structured Statistical Models of Inductive Reasoning Charles Kemp Joshua B. Tenenbaum Carnegie Mellon University Massachusetts Institute of Technology Everyday inductive inferences are often guided by rich background knowledge. Formal models of induction should aim to incorporate this knowledge and should explain how different kinds of knowledge lead to the distinctive patterns of reasoning found in different inductive contexts. This article presents a Bayesian framework that attempts to meet both goals and describe 4 applications of the framework: a taxonomic model, a spatial model, a threshold model, and a causal model. Each model makes probabi- listic inferences about the extensions of novel properties, but the priors for the 4 models are defined over different kinds of structures that capture different relationships between the categories in a domain. The framework therefore shows how statistical inference can operate over structured background knowledge, and the authors argue that this interaction between structure and statistics is critical for explaining the power and flexibility of human reasoning. Keywords: inductive reasoning, property induction, knowledge representation, Bayesian inference Humans are adept at making inferences that take them beyond This article describes a formal approach to inductive inference the limits of their direct experience. -
Statistical Significance Testing in Information Retrieval:An Empirical
Statistical Significance Testing in Information Retrieval: An Empirical Analysis of Type I, Type II and Type III Errors Julián Urbano Harlley Lima Alan Hanjalic Delft University of Technology Delft University of Technology Delft University of Technology The Netherlands The Netherlands The Netherlands [email protected] [email protected] [email protected] ABSTRACT 1 INTRODUCTION Statistical significance testing is widely accepted as a means to In the traditional test collection based evaluation of Information assess how well a difference in effectiveness reflects an actual differ- Retrieval (IR) systems, statistical significance tests are the most ence between systems, as opposed to random noise because of the popular tool to assess how much noise there is in a set of evaluation selection of topics. According to recent surveys on SIGIR, CIKM, results. Random noise in our experiments comes from sampling ECIR and TOIS papers, the t-test is the most popular choice among various sources like document sets [18, 24, 30] or assessors [1, 2, 41], IR researchers. However, previous work has suggested computer but mainly because of topics [6, 28, 36, 38, 43]. Given two systems intensive tests like the bootstrap or the permutation test, based evaluated on the same collection, the question that naturally arises mainly on theoretical arguments. On empirical grounds, others is “how well does the observed difference reflect the real difference have suggested non-parametric alternatives such as the Wilcoxon between the systems and not just noise due to sampling of topics”? test. Indeed, the question of which tests we should use has accom- Our field can only advance if the published retrieval methods truly panied IR and related fields for decades now. -
Statistical Inference: Paradigms and Controversies in Historic Perspective
Jostein Lillestøl, NHH 2014 Statistical inference: Paradigms and controversies in historic perspective 1. Five paradigms We will cover the following five lines of thought: 1. Early Bayesian inference and its revival Inverse probability – Non-informative priors – “Objective” Bayes (1763), Laplace (1774), Jeffreys (1931), Bernardo (1975) 2. Fisherian inference Evidence oriented – Likelihood – Fisher information - Necessity Fisher (1921 and later) 3. Neyman- Pearson inference Action oriented – Frequentist/Sample space – Objective Neyman (1933, 1937), Pearson (1933), Wald (1939), Lehmann (1950 and later) 4. Neo - Bayesian inference Coherent decisions - Subjective/personal De Finetti (1937), Savage (1951), Lindley (1953) 5. Likelihood inference Evidence based – likelihood profiles – likelihood ratios Barnard (1949), Birnbaum (1962), Edwards (1972) Classical inference as it has been practiced since the 1950’s is really none of these in its pure form. It is more like a pragmatic mix of 2 and 3, in particular with respect to testing of significance, pretending to be both action and evidence oriented, which is hard to fulfill in a consistent manner. To keep our minds on track we do not single out this as a separate paradigm, but will discuss this at the end. A main concern through the history of statistical inference has been to establish a sound scientific framework for the analysis of sampled data. Concepts were initially often vague and disputed, but even after their clarification, various schools of thought have at times been in strong opposition to each other. When we try to describe the approaches here, we will use the notions of today. All five paradigms of statistical inference are based on modeling the observed data x given some parameter or “state of the world” , which essentially corresponds to stating the conditional distribution f(x|(or making some assumptions about it). -
Tests of Hypotheses Using Statistics
Tests of Hypotheses Using Statistics Adam Massey¤and Steven J. Millery Mathematics Department Brown University Providence, RI 02912 Abstract We present the various methods of hypothesis testing that one typically encounters in a mathematical statistics course. The focus will be on conditions for using each test, the hypothesis tested by each test, and the appropriate (and inappropriate) ways of using each test. We conclude by summarizing the di®erent tests (what conditions must be met to use them, what the test statistic is, and what the critical region is). Contents 1 Types of Hypotheses and Test Statistics 2 1.1 Introduction . 2 1.2 Types of Hypotheses . 3 1.3 Types of Statistics . 3 2 z-Tests and t-Tests 5 2.1 Testing Means I: Large Sample Size or Known Variance . 5 2.2 Testing Means II: Small Sample Size and Unknown Variance . 9 3 Testing the Variance 12 4 Testing Proportions 13 4.1 Testing Proportions I: One Proportion . 13 4.2 Testing Proportions II: K Proportions . 15 4.3 Testing r £ c Contingency Tables . 17 4.4 Incomplete r £ c Contingency Tables Tables . 18 5 Normal Regression Analysis 19 6 Non-parametric Tests 21 6.1 Tests of Signs . 21 6.2 Tests of Ranked Signs . 22 6.3 Tests Based on Runs . 23 ¤E-mail: [email protected] yE-mail: [email protected] 1 7 Summary 26 7.1 z-tests . 26 7.2 t-tests . 27 7.3 Tests comparing means . 27 7.4 Variance Test . 28 7.5 Proportions . 28 7.6 Contingency Tables . -
Statistical Significance
Statistical significance In statistical hypothesis testing,[1][2] statistical signif- 1.1 Related concepts icance (or a statistically significant result) is at- tained whenever the observed p-value of a test statis- The significance level α is the threshhold for p below tic is less than the significance level defined for the which the experimenter assumes the null hypothesis is study.[3][4][5][6][7][8][9] The p-value is the probability of false, and something else is going on. This means α is obtaining results at least as extreme as those observed, also the probability of mistakenly rejecting the null hy- given that the null hypothesis is true. The significance pothesis, if the null hypothesis is true.[22] level, α, is the probability of rejecting the null hypothe- Sometimes researchers talk about the confidence level γ sis, given that it is true.[10] This statistical technique for = (1 − α) instead. This is the probability of not rejecting testing the significance of results was developed in the the null hypothesis given that it is true. [23][24] Confidence early 20th century. levels and confidence intervals were introduced by Ney- In any experiment or observation that involves drawing man in 1937.[25] a sample from a population, there is always the possibil- ity that an observed effect would have occurred due to sampling error alone.[11][12] But if the p-value of an ob- 2 Role in statistical hypothesis test- served effect is less than the significance level, an inves- tigator may conclude that that effect reflects the charac- ing teristics of the -
Understanding Statistical Hypothesis Testing: the Logic of Statistical Inference
Review Understanding Statistical Hypothesis Testing: The Logic of Statistical Inference Frank Emmert-Streib 1,2,* and Matthias Dehmer 3,4,5 1 Predictive Society and Data Analytics Lab, Faculty of Information Technology and Communication Sciences, Tampere University, 33100 Tampere, Finland 2 Institute of Biosciences and Medical Technology, Tampere University, 33520 Tampere, Finland 3 Institute for Intelligent Production, Faculty for Management, University of Applied Sciences Upper Austria, Steyr Campus, 4040 Steyr, Austria 4 Department of Mechatronics and Biomedical Computer Science, University for Health Sciences, Medical Informatics and Technology (UMIT), 6060 Hall, Tyrol, Austria 5 College of Computer and Control Engineering, Nankai University, Tianjin 300000, China * Correspondence: [email protected]; Tel.: +358-50-301-5353 Received: 27 July 2019; Accepted: 9 August 2019; Published: 12 August 2019 Abstract: Statistical hypothesis testing is among the most misunderstood quantitative analysis methods from data science. Despite its seeming simplicity, it has complex interdependencies between its procedural components. In this paper, we discuss the underlying logic behind statistical hypothesis testing, the formal meaning of its components and their connections. Our presentation is applicable to all statistical hypothesis tests as generic backbone and, hence, useful across all application domains in data science and artificial intelligence. Keywords: hypothesis testing; machine learning; statistics; data science; statistical inference 1. Introduction We are living in an era that is characterized by the availability of big data. In order to emphasize the importance of this, data have been called the ‘oil of the 21st Century’ [1]. However, for dealing with the challenges posed by such data, advanced analysis methods are needed. -
Introduction to Statistical Methods Lecture 1: Basic Concepts & Descriptive Statistics
Introduction to Statistical Methods Lecture 1: Basic Concepts & Descriptive Statistics Theophanis Tsandilas [email protected] !1 Course information Web site: https://www.lri.fr/~fanis/courses/Stats2019 My email: [email protected] Slack workspace: stats-2019.slack.com !2 Course calendar !3 Lecture overview Part I 1. Basic concepts: data, populations & samples 2. Why learning statistics? 3. Course overview & teaching approach Part II 4. Types of data 5. Basic descriptive statistics Part III 6. Introduction to R !4 Part I. Basic concepts !5 Data vs. numbers Numbers are abstract tokens or symbols used for counting or measuring1 Data can be numbers but represent « real world » entities 1Several definitions in these slides are borrowed from Baguley’s book on Serious Stats Example Take a look at this set of numbers: 8 10 8 12 14 13 12 13 Context is important in understanding what they represent ! The age in years of 8 children ! The grades (out of 20) of 8 students ! The number of errors made by 8 participants in an experiment from a series of 100 experimental trials ! A memorization score of the same individual over repeated tests !7 Sampling The context depends on the process that generated the data ! collecting a subset (sample) of observations from a larger set (population) of observations of interest The idea of taking a sample from a population is central to understanding statistics and the heart of most statistical procedures. !8 Statistics A sample, being a subset of the whole population, won’t necessarily resemble it. Thus, the information the sample provides about the population is uncertain.