Why p-values are Bullshit


Bayes Theorem, hypotheses

In my Bayes line, I spent a little time tiresome to demonstrate why traditional hypothesis testing is precipitous. The rot is so bad, admitting, that I want to spend not the same post underlining the point.

A precipitate review: frequentism views probability in articles of agreement of long-term frequency, while Bayesians look on it as a degree of inevitability. It’s the difference between

conceited this coin is fair, if I were to hurl it an infinite number of times I’d find that heads came up exactly moiety the time


my prior beliefs refer to this coin is almost certainly candid, and based on that I’m equally assured that the coin will come up heads at the same time that it will come up tails.

One is discussing the advantage of the data on the self-importance the hypothesis is true, the other is discussing the odds of the hypothesis assuming the facts is true. The difference may pretend subtle, but give it time.

P-values are a frequentist moderation, thus they too speak to drawn out-term frequencies. Let’s take individual of Bem’s studies as an example: out of 5,400 trials were the vulgar had to guess the next representation of an object , 2,790 of those were precise. The null hypothesis, that precognition does not remain, predicts that the success ratio should have existence 50% over the long term. So on the supposition that we repeat this same experiment attached the same data, assuming the null hypothesis is true, how often cozen we get the same result or something further extreme? We can brute force that easily enough, and sure enough we get back the p-duration we calculated by other means (roughly; the constructer was a Monte Carlo integration, about all). Finally, we apply some logic:

1. Assume the null hypothesis is well and good.
2. Given 1, we find the lengthy-terms odds of getting the corresponding; of like kind value or a more extreme some falls below a certain threshold of credibleness.
3. Since 2 contradicts 1, we disapprove the null hypothesis and conclude it is deceptive.

…. This should be setting opposite to a few alarm bells. We’re not even-handed looking at the data and supposition we have, our conclusion depends steady us extrapolating our view forward throughout an infinite number of tests, and allowing for values we’ve never seen and likable never will see (as by definition they’re rarer than any precise signification we’ve observed). What if this was a anchor-flake result instead? We have no means by which anything is reached of telling, short of repeating the experiment.

And what qualifies as a additional extreme result? Suppose I’m testing the fairness of a prop. When I calculate the p-set a ~ on, do I use one tail of the appearance of truth distribution, or both?

What one-tailed and two-tailed tests look like.Since I didn’t detail whether I was looking for heads or tails added frequently, we’d intuit that one as well as the other tails are relevant. Yet the results are not quite guaranteed to show a clear propensity in one direction; shouldn’t we commission merchant that into the conclusion, and in this wise only use one tail? But this draw near lowers the bar to rejecting the ineffectual. Aren’t we now tailoring the completion to better fit the results?

This gets on the same level worse. Back in Bem’s study, a subset of single in kind experiment had fewer correct guesses than opportunity predicts, contradicting the positive tug of precognition. He consequently reported a p-set store by of 0.90, which looks like this:

What a p-value of 0.9 looks like.That excludes a upright tail! I think Bem would warrant that as protection against the every other hypothesis being contradicted (as elsewhere he reports some expected sub-chance value with a p-import of 0.026), but we’re barely supposed to be testing the characterless hypothesis here. The choice of a some- or two-tailed test allows denunciation from the alternate hypothesis to “leak” into the nugatory, biasing the results.

There must be in actual possession of been a good reason for including the whole of these unobserved extreme values, one that justifies altogether the trouble they cause.

The issue with the P value of exactly .05 (or ~ one other value) is the most credible of all the other possible results included in the “petiole area” that defines the P regard. The probability of any individual spring is actually quite small, and [Ronald A.] Fisher afore~ he threw in the rest of the skirt area “as an approximation.” … the inclusion of these rarer outcomes poses solemn logical and quantitative problems for the P importance , and using comparative rather than sincere probabilities to measure evidence eliminates the distress to include outcomes other than the sort of was observed. [1]

Huh. Well it may be Fisher has objective way to move all this confusion and subjectivity, at smallest.

… no scientific worker has a fixed etc. of significance at which from year to year, and in wholly circumstances, he rejects hypotheses; he especially gives his mind to each special point case in the light of his manifest and his ideas. […]

On choosing grounds on which a general hypothesis should subsist rejected, personal judgement may and should suitably be exercised.[2]

You read it hither, folks; Ronald A. Fisher’s “objective” other to the Bayesian approach requires a subjective threshold, some vague number of replications, and unobserved values tossed in to make the results greater amount of intuitive. For all his hatred of the categorical use of prior probability found in the Bayesian draw near, Fisher was forced to smuggle it in impliedly.

Time and again, we keep discovery Bayesian ideas creep into frequentist idea. All we really care about is whether or not the supposition is true, given the data we get, but that’s actually a Bayesian investigation and impossible to answer according to frequentism.

For model, if I toss a coin, the verisimilitude of heads coming up is the adjustment of times it produces heads. But it cannot subsist the proportion of times it produces heads in some finite number of tosses. If I raise violently the coin 10 times and it lands heads 7 general condition of affairs, the probability of a head is not on that account 0.7. A fair coin could easily produce 7 heads in 10 tosses. The respecting frequency must refer therefore to a hypothetical boundless number of tosses. The hypothetical self-determined set of tosses (or events, besides generally) is called the reference class or collective. […]

[In a different experiment,] Each event is ‘throwing a clear die 25 times and observing the amount to of threes’. That is one result. Consider a hypothetical collective of each infinite number of such events. We be possible to then determine the proportion of in the same state events in which the number of threes is 5. That is a meaningful likeliness we can calculate. However, we cannot communication about P(H | D), for copy P(‘I have a blond die’ | ‘I obtained 5 threes in 25 rolls’), [or] the likeliness that the hypothesis that I accept a fair die is true, given I obtained 5 threes in 25 rolls. What is the collective? There is not a part. The hypothesis is simply true or counterfeit. [3]

Want a second opinion?

We are inclined to count that as far as a uncommon hypothesis is concerned, no test based with the theory of probability can through itself provide any valuable evidence of the conformity to fact or falsehood of that hypothesis.

But we may be turned at the purpose of tests from any other viewpoint. Without hoping to know whether eddish. separate hypothesis is true or not genuine, we may search for rules to exercise authority our behaviour with regard to them, in following that we insure that, in the lengthy run of experience, we shall not be too often wrong.[4]

So grant that a p-value isn’t telling you whether or not a supposition is true or false, what is it proverb? Many people think it’s the charge of false positives, or the advantage of falsely rejecting the null supposition, but that isn’t true one or the other . That’s confusing one type of frequentist supposition test for another.

Oh wait, you didn’t comprehend there are three forms of frequentist hypothesis testing?

The level of significance shown through a p value in a Fisherian significance test refers to the probability of observing facts this extreme (or more so) in subordination to a null hypothesis. This data-sustained by p value plays an epistemic role by providing a measure of inductive show against H0 in single experiments. This is excessively different from the significance level denoted ~ the agency of a in a Neyman-Pearson hypothesis test. With Neyman-Pearson, the focus is on minimizing Type II, or β, corrigenda (i.e., false acceptance of a invalid hypothesis) subject to a bound up~ Type I, or α, errors (i.e., untrue rejections of a null hypothesis). Moreover, this iniquity minimization applies only to long-mark out repeated sampling situations, not to individual experiments, and is a custom for behaviors, not a means of collecting ground of belief. When seen from this vantage, the sum of ~ units concepts of statistical significance could scarcely subsist further apart in meaning.[5]

To subsist fair, though, nearly all scientists and on a level many statisticians don’t realize this both. Let’s do a quick walk-end of Neyman-Pearson to clarify the differences.

Before getting near any data, you first tuft down your Type I error proportion, or the odds of falsely rejecting a conformable to a rule test. Next up, do a efficacy analysis so that you know by what mode much data you need to choke the Type II error rate, or the odds of failing to reject a improper hypothesis. The last step before premises collection is creating your hypotheses. You’ll indigence two of them: a null supposition to serve as a bedrock or default, and the choice you’re interested in. These grant not need to be symmetric. Some care be required to be taken in choosing hypotheses, to make secure you can use a uniformly ~ly powerful test. In the case of unaffected hypotheses that have a single fixed parameter, that standard is the likelihood ratio.


If the proportion of likelihoods, A(x), is less than the odds of falsely rejecting a theory, then you rejec-…. hey, doesn’t that consider familiar?


… Waaaitaminute, Neyman-Pearson is Bayesian, at minutest in some circumstances, but with a champaign prior locked in. That’s a bridle of a problem.

The incidence of schizophrenia in adults is well-nigh 2%. A proposed screening test is estimated to consider at least 95% accuracy in construction the positive diagnosis (sensitivity) and with reference to 97% accuracy in declaring normality (specificity). Formally regular, p(normal | H0) = .97, p(schizophrenia | H1) > .95. So, let

H0 = The case is normal,
H1 = The put in a box is schizophrenic, and
D = The exhibition result (the data) is positive in favor of schizophrenia.

With a positive test in favor of schizophrenia at hand,
given the again than .95 assumed accuracy of the trial, P(D | H0)—the fair chance of a positive test given that the state is normal—is less than .05, that is, signifying at p < .05. One would renounce the hypothesis that the case is normal and conclude that the case has schizophrenia, in the same proportion that it happens mistakenly, but within the .05 alpha fault. […]

By a Bayesian maneuver, this reversed probability, the probability that the declension-form is normal, given a positive exhibition for schizophrenia [ p(H0 | D) ], is respecting .60![6]

While Cohen is catching on Fisher’s approach, note that switching to a naive Neyman-Pearson isn’t some improvement. P( D | H1 ) is not so much than 0.05, so if we be right on the boundaries of one as well as the other likelihoods we find their proportion is appropriate shy of our false positive termination, 0.05. If one of those likelihoods was positively a touch more extreme, naive Neyman-Pearson would falsely repel H0 just like Fisher’s be nearly equal.

You can fix Neyman-Pearson, ~ the agency of building a 2×2 table that includes each possibility found in the population, otherwise than that that’s sneaking in the former probability and a frequentist no-in ~ degree.

The third type is what I was tense, Fisher’s approach in Neyman-Pearson’s garments. [7]

1. Confuse p-values by Type I errors, and as-through Neyman-Pearson set your p-appraise threshold before you start testing. Don’t bother calculating statistical power, though, just deposit your prior experience.
2. Define a nugatory and alternative hypothesis, like Neyman-Pearson, limit force the alternative to be the prototype image of the null.
3. Abandon the alternative hypothesis and just calculate a p-duration as-per Fisher.

So what are p-values? A recital about an infinite number of mythical replications, bolted into a theory it was never designed for, and almost always mistaken for something Bayesian or pseudo-Bayesian. That’s excellent bullshit.

[1] Goodman, Steven. “A filthy dozen: twelve p-value misconceptions.” Seminars in hematology. Vol. 45. No. 3. WB Saunders, 2008.

[2] As reported in: Lew, Michael J. “Bad statistical pursuit in pharmacology (and other basic biomedical disciplines): you apparently don’t know P.” British diary of pharmacology 166.5 (2012): 1559-1567.

[3] Dienes, Zoltan. Understanding Psychology for the re~on that a Science: An Introduction to Scientific and Statistical Inference. Palgrave Macmillan, 2008. pg. 58-59

[4] Neyman, Jerzy, and Egon S. Pearson. On the Problem of the Most Efficient Tests of Statistical Hypotheses. Springer, 1933. http://ring.springer.com/chapter/10.1007/978-1-4612-0919-5_6.

[5] Hubbard, Raymond, and M. J Bayarri. “Confusion Over Measures of Evidence ( p’s ) Versus Errors ( α’s ) in Classical Statistical Testing.” The American Statistician 57, no. 3 (August 2003): 171–78. doi:10.1198/0003130031856.

[6] Cohen, Jacob. “The terraqueous orb is round (p < .05).” American Psychologist, Vol 49(12), Dec 1994, 997-1003. http://dx.doi.org/10.1037/0003-066X.49.12.997

[7] Gigerenzer, Gerd. “The superego, the self, and the id in statistical reasoning.” A handbook for data resolution in the behavioral sciences: Methodological issues (1993): 311-339.

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