WeiYa's Work Yard

A dog, who fell into the ocean of statistics, tries to write down his ideas and notes to save himself.

Story about P value

Posted on August 09, 2017 0 Comments

“The p value was never meant to be used the way it’s used today.” –Goodman

Critics

  1. mosquitoes: annoying and impossible to swat away
  2. the emperor’s new clothes: fraught with obvious problems that everyone ignores.
  3. sterile intellectual rake: ravish science but leaves it with no progeny.

Fisher’s p value vs. Neyman and Pearson’s system

  1. Fisher intended p value to be just one part of a fluid, non-numeric process that blended data and background knowledge to lead to scientific conclusions.
  2. Jezzy Neyman and Egon Pearson were the spearhead of the movement, which aimed to make evidence-based decision-making as rigorous and objective as possible. They introduced an alternative framework for data analysis that included statistical power, false positive, false negatives and many other concepts. But they pointedly left out the P value.
  3. While Fisher and Neyman feuded, other researchers lost patience and began to write statistical manuals for working scientists. And there researchers created a hybrid system that crammed Fisher’s easy-to-calculate p value into Neyman and Pearson’s reassuring rigorous rule-based system.

Probable Cause

Picture from nature.

P-hacking

P-hacking is trying multiple things until you get the desired result. – Uri Simonsohn

References

Nuzzo, Regina. “Statistical errors.” Nature 506.7487 (2014): 150.


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