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Impossible to get away from p-values

  • 1.  Impossible to get away from p-values

    Posted 02-06-2018 04:57
    Hello Everyone,

    For the last 6 months I've been working on a project using linked routinely collected administrative health data with a group of researchers that include clinicians. It's been very challenging. Never was a specific research question identified despite people talking about specific hypotheses in meetings, and even after I asked about specific hypotheses following hearing those comments. It's been described as descriptive and that I won't know what the important questions are until I've thoroughly explored the data, which I've now done. Now in my last 1.5 weeks of the project I'm told I'll have to include p-values for time trends so readers can be assured "results are not due to chance". I'm informed that clinician readers of whatever journal publishes it will expect p-values as will the journals themselves. I realise now it's descriptive only in that I've not done any mutivariable modelling, as p-values are not descriptive statistics. The primary dataset is a census of all births in the state and most time series over a 12-year period exhibit clear trends or clear lack of meaningful change (monotonic or near monotonic or a simple horizontal lines) with little noise from year-to-year, while the remainders exhibit little noise when years are grouped into 2-year periods.

    I'm a junior statistician, technically in a training role, so i don't have much of a voice. Everyone in the group knows I'm passionate about the misunderstandings, misinterpretations, misuses of p-values. I've been vocal about it and took a week's leave from work in October to attend the Symposium on Statistical Inference (I'm based in Sydney, Australia and looking to return to the US permanently in July). People I'm working with have said we'll need to continue reporting p-values as has been done (which I think is often done out of habit and without real thought) until a new and better standard is adopted that the clinician audience can understand. I've thus far completed the entire analysis without calculating a single p-value, and in my opinion they will not add any useful information.

    I'm inviting all comments and advice. Feel free to tell me I'm ridiculous so long as you provide a useful explanation why I am.

    Cheers,
    Jake Humphries



  • 2.  RE: Impossible to get away from p-values

    Posted 02-07-2018 04:09
    Hi Jake,

    I spent 5 years supporting medical research at a local hospital. The clinicians are mostly correct: there are few medical journals of repute that accept statistical analyses without p-values. (The better journals will run the article past a very busy biostatistician who has her own standards. If the journal biostatistician says "report p-values", that's almost certainly the final word.) So it's either tank the whole project (and tank your relationships with the co-authors) or create the p-values. 

    My usual approach in an exploratory analysis (which seems to be what you are describing) is to discuss the clinical meaning of the measures. When I analyzed 1 million+ patients (from a national database), p < 0.001 was common but that didn't necessarily mean the effect had clinical consequence. So we included both p-values and confidence intervals in the tables and emphasized the CI in the discussion. Note: be prepared to cooperate on the statistical discussion as well. (Translation: most journals have a sharp word limit and discussion on the statistical issues needs to be brief. You can get your major points into the paper but you should be brief to the point of being terse.)

    Best,
    --John Massman





  • 3.  RE: Impossible to get away from p-values

    Posted 02-07-2018 07:59
    ​Unlike you, I was overjoyed that you were  told '... to include p-values for time trends so readers can be assured "results are not due to chance'.   For years I worked with scientists who would report any difference as important whether or not it could have resulted purely by change.  It is heartening that they are losing that habit.

    ------------------------------
    Phillip Kott
    RTI International
    ------------------------------



  • 4.  RE: Impossible to get away from p-values

    Posted 02-08-2018 01:15
    I agree with Phillip.  I've sat in meetings where engineers/scientists show a scatter plot and remark that  "it looks like there could be a trend there, but I'm not really sure."  Having a p-value in that situation can help guide the interpretation toward an objective assessment.  Of course the caveats about effect size and sample size need to be part of the conversation.

    Daniel Jeske
    Department of Statistics
    University of California, Riverside





  • 5.  RE: Impossible to get away from p-values

    Posted 02-09-2018 02:08
    I agree. I see no reason to do away with p-values as long as they are stated and interpreted correctly. This is in accordance with the statement of the American Statistical Association on p-values, that is not about abondoning p-values. p-values are a useful part of frequentist inference, although they may have been overused, misused and misinterpreted. The same is the case for some effect size measures, perhaps particularly standardized effect size measures, this is not a reason for not using such measures correctly.

    ------------------------------
    Tore Wentzel-Larsen
    Norwegian Centre for Violence and Traumatic Stress Studies
    Regional Center for Child and Adolescent Mental Health, Eastern and Southern Norway





  • 6.  RE: Impossible to get away from p-values

    Posted 02-12-2018 17:06
    Hi,

    I believe in p-values but they have to be balanced by some serious thinking. In physics, empirically, 5 sigma is used instead of 2 or 3 sigma because empirical evidence has shown that the lower p-levels generate more false positives than theory says. The reasons are because the final model is never the only model considered, the final variables are not the only variables considered, we throw out or fix outliers values that do not conform to our model & of course we get random false positives. I suspect that these effects are part of the crisis due to the lack of reproducibility.

    P-values are just the first hurtle to pass. One must look deeper into the subtle biases built into your model. I think that is the point the original author is trying to make.

    Sent from Jack's iPad




  • 7.  RE: Impossible to get away from p-values

    Posted 02-15-2018 10:22
    As part of a paper I am writing, I discuss the results of a T-test when:

    X1 = 6
    X2 = 2
    S1 = S2 = 2
    N1 = N2 = 4

    The P-value is 0.030. The CI is something like (0.50, 7.50). I ask the question, "Given these results, what is the probability someone that repeats the experiment will find that there is NOT a statistically significant difference?" The answer is about 35% of the time. That comes from both simulations and a Z-test. Roughly, Z = (3.50 - 4.00)/StdErr. (3.50 because that is the calculated difference, 4.00, minus the lower CI, 0.50) Oddly, the power is about 65%. 

    From dozens of simulations I've done, the power of a test is close to the probability someone will perform the same experiment and conclude there is a statistically significant difference.  

    Perhaps we need to redefine what the P-value is based upon the probability someone replicating your experiment will NOT find significantly different results.

    ------------------------------
    Andrew Ekstrom

    Statistician, Chemist, HPC Abuser;-)
    ------------------------------



  • 8.  RE: Impossible to get away from p-values

    Posted 02-16-2018 07:44

    Check out the response from 60+ statisticians on p-value issue.  https://www.nature.com/articles/s41562-017-0189-z This is published in Nature Human Behavior.  They recommend using p-value 0.005 instead of 0.05.  They make very interesting argument.

     

    Rahul A. Parsa

    Iowa State University






  • 9.  RE: Impossible to get away from p-values

    Posted 02-19-2018 11:22
    but it is not impossible to get away from arbitrary cutoffs...

    That 70+ author Benjamin et al. article promoting .005 replace .05 as a
    norm has come under extensive criticism for various reasons,
    not the least of which is because such a change could worsen publication
    bias and P-hacking, and ignores the costs of false negatives, s
    o it would effectively distort the literature even worse in the very
    fields that have been most damaged by null-hypothesis significance
    testing (NHST) - health, medical, psych, and social sciences.

    This 80+ author article advocates instead following Neyman's advice to
    base alpha on context,
    Lakens, D. et al. (88 authors) (2018), Justify Your Alpha: A Response to
    Redefine Statistical Significance, Nature Human Behavior, in press,
    available at https://psyarxiv.com/9s3y6

    Meanwhile others advocate getting rid of alpha levels entirely, and
    making sure all studies get into print or at least into online
    searchable data bases, e.g.,
    Amrhein, V., Korner-Nievergelt, F., and Roth, T. (2017), ???The earth is
    flat (p>0.05): significance thresholds and the crisis of unreplicable
    research,??? PeerJ 5, e3544.
    Amrhein, V., and Greenland, S. (2017), ???Remove, rather than redefine,
    statistical significance,??? Nature Human Behavior, 2, 4, doi:
    10.1038/s41562-017-0224-0.

    see also
    Crane, Why Redefining Statistical Significance Will Not Improve
    Reproducibility and Could Make the Replication Crisis Worse,
    https://psyarxiv.com/bp2z4
    Greenland, S., Senn, S.J., Rothman, K.J., Carlin, J.C., Poole, C.,
    Goodman, S.N. and Altman, D.G. (2016), ???Statistical tests, confidence
    intervals, and power: A guide to misinterpretations,??? The American
    Statistician, 70, online supplement 1 at
    http://amstat.tandfonline.com/doi/suppl/10.1080/00031305.2016.1154108/suppl_file/utas_a_1154108_sm5368.pdf




  • 10.  RE: Impossible to get away from p-values

    Posted 02-20-2018 16:28

    Relevant to Dr. Greenland's comment re p value cutoffs, I just wanted to note that results-blind science publishing would end the use of any cutoffs for p values as a criterion for publication.  

     

    If interested, see the references below (also attached) & the abstract below:

     

    Locascio, J. J.  Results blind science publishing.  Basic and Applied Social Psychology, 2017, Vol 39(5), 239-246.      

    Locascio, J. J.  Rejoinder to responses to 'Results blind publishing'.  Basic and Applied Social Psychology, 2017, Vol 39(5), 258-261. 

       

     

    Abstract for "Results Blind Science Publishing":

     

    Problems in science publishing involving publication bias, null hypothesis significance testing (NHST), and irreproducibility of reported results have been widely cited.  Numerous attempts to ameliorate these problems have included statistical methods to assess and correct for publication bias, and recommendation or development of statistical methodologies to replace NHST where some journals have even instituted a policy of banning manuscripts reporting use of NHST.  In an effort to mitigate these problems, a policy of "results blind evaluation" of manuscripts submitted to journals is recommended, in which results reported in manuscripts are given no weight in the decision as to the suitability of the manuscript for publication. Weight would be given exclusively to (a) the judged importance of the research question addressed in the study, typically conveyed in the Introduction section of the manuscript, and (b) the quality of the methodology of the study, including appropriateness of data analysis methods, as reported in the Methods section.  As a practical method of implementing such a policy, a two stage process is suggested whereby the editor initially distributes only the Introduction and Methods sections of a submitted manuscript to reviewers for evaluation and a provisional decision regarding acceptance or rejection for publication is made.  A second stage of review follows in which the complete manuscript is distributed for review but only if the decision of the first stage is for acceptance with no more than minor revision.  

     

     

    Joseph J. Locascio, Ph.D.,

    Assistant Professor of Neurology,

    Harvard Medical School;  

    Bio-Statistician, Neurology Dept.,  
    Memory and Movement Disorders Units, 
    Massachusetts Alzheimer's Disease Research Center,
    Massachusetts General Hospital (MGH);   

    Collaborating Statistician, Neurology Dept.,

    Brigham and Women's Hospital, 
    Boston, Massachusetts;   
    Phone: (617) 724-7192
    Email: JLocascio@partners.org
     

     

     

    The information in this e-mail is intended only for the person to whom it is
    addressed. If you believe this e-mail was sent to you in error and the e-mail
    contains patient information, please contact the Partners Compliance HelpLine at
    http://www.partners.org/complianceline . If the e-mail was sent to you in error
    but does not contain patient information, please contact the sender and properly
    dispose of the e-mail.






  • 11.  RE: Impossible to get away from p-values

    Posted 02-27-2018 10:46


    Sent from my iPhone

    Begin forwarded message:


    I was once put on a team that was trying to decrease the presence of a contaminant in milk. If the assay was positive, the whole 40,000 gallon tanker truckload of milk had to be thrown out. No matter what the team had done to try to get the farmers and dairies to improve their processes, about 5% of tanker loads kept getting ruined. 

    Needless to say the assay had been used as published, with a 5% false positive rate, which had been considered perfectly fine for purposes of a researcher publishing a potentially useful method. 

    The degree of evidence needed to accept a proposition depends on the losses from being wrong. Ones losses depend on ones purpose. Two people with two different purposes can legitimately require two different levels of evidence, and hence reach different conclusions. This is perhaps an example.

    Jonathan Siegel
    Associate Director Clinical Statistics

    Sent from my iPhone







  • 12.  RE: Impossible to get away from p-values

    Posted 02-16-2018 11:40
    Wait a minute though, to calculate that don't you need to be a Bayesian? The results will differ depending on what the true population values are. Otherwise this is just post-hoc power.

    Also check out Geoff Cumming's dance of the p-values!
    Dance p 3 Mar09
    YouTube remove preview
    Dance p 3 Mar09
    I use a simulation from my ESCI software to illustrate the enormous variability in the p value, simply because of sampling variability. That's the dance of the p value. Never trust a p value--it's too unreliable! Use estimation, not NHST! Most researchers don't appreciate just how unreliable the p value is!
    View this on YouTube >



    ------------------------------
    Aaron Rendahl, PhD
    Assistant Professor of Statistics and Informatics
    College of Veterinary Medicine, University of Minnesota
    ------------------------------



  • 13.  RE: Impossible to get away from p-values

    Posted 02-16-2018 13:53
    Andrew,

    Have you looked at these articles and exchanges on the P-value/significance replication issue?:
    Senn SJ. Two cheers for P-values. J Epidemiol Biostat. 2001;6(2):193???204;
    Senn SJ. Letter to the Editor re: Goodman 1992. Stat Med. 2002;21:2437???44 + the Goodman article it cites, and Goodman's reply to Senn;??

    Gelman A, Stern HS. The difference between ??????significant?????? and ??????not significant?????? is not itself statistically significant. Am Stat. 2006;60:328???31.

    See also items 18 and 22 in

    Greenland S, Senn SJ, Rothman KJ, Carlin JC, Poole C, Goodman SN, Altman DG. Statistical tests, confidence intervals, and power:
    A guide to misinterpretations. Eur J Epidemiol 2016; 31:337-50.
    https://dx.doi.org/10.1007%2Fs10654-016-0149-3


    Sander






  • 14.  RE: Impossible to get away from p-values

    Posted 02-17-2018 12:03
    Hi! everybody,
    A few days ago, Jack R. Lothian mentioned that in physics, 5 sigmas is used instead of 2 or 3 for empirical reasons. I would be interested in having a reference for an application in physics of the 5 sigmas, and for the empirical reasons justifying the 5 sigmas.

    Thank you!

    ------------------------------
    Marc Bourdeau
    Ecole Polytechnique
    ------------------------------



  • 15.  RE: Impossible to get away from p-values

    Posted 02-18-2018 16:43
    For an interesting important application of 5 sigmas, see the article by Della Negra, Jenni, and Virdee (2012). They discuss 4.9σ and 5.8σ in the section "Combined results".

    They don't justify the "5 sigmas" in their article. But, arguably, the main idea is that they wanted to be quite sure that they weren't making a false-positive error.

    Donald Macnaughton

    Reference
    Della Negra, M., Jenni, P., and Virdee, T. S. (2012) "Journey in the Search for the Higgs Boson: The ATLAS and CMS Experiments at the Large Hadron Collider," Science, 338, 1560–1568. http://doi.org/10.1126/science.1230827


  • 16.  RE: Impossible to get away from p-values

    Posted 02-07-2018 06:40
    Thanks for your post on p-values.  You write, "p-values are not descriptive statistics."  I disagree.  I think p-values are only descriptive, nothing more.  They describe whether such-and-such a data point looks like a typical draw from such-and-such a distribution.  You also write, "they will not add any useful information."  I agree.





  • 17.  RE: Impossible to get away from p-values

    Posted 02-07-2018 06:42
    Dear Jake,

    I replied to your post briefly on the ASA forum. Can you think of how else I might be able to help?

    Michael Lavine




  • 18.  RE: Impossible to get away from p-values

    Posted 02-07-2018 08:34
    Besides Bayesian modeling, the most statistically principled approach I can think of is to show simultaneous confidence bands for the smooth time trend, after making sure the model is flexible enough to fit any reasonable trend (I usually use restricted cubic regression splines in time for this purpose).  If you approach doesn't allow computation of simultaneous confidence bands, use pointwise confidence bands.  Despite the horrendous problems with p-values I still sometimes accompany such a graph with a p-value to bring evidence for non-flatness.  If the p-value is large it does not bring evidence for anything, so that is another matter ...

    Frank

    Frank E Harrell Jr      Professor      School of Medicine

    Department of Biostatistics      Vanderbilt University





  • 19.  RE: Impossible to get away from p-values

    Posted 02-07-2018 08:36
    If this is a population, I would explain that p-values are statistics based on samples.   If this is sampling data, I would ask them what hypothesis they want to test. They probably won't know, but just feel that they need p-values.  Explain the concept of linear trend, which they might confuse with a 0-slope trend. Put some type of interval around the trend lines. This might quiet the request for p-values.

    ------------------------------
    Georgette Asherman
    ------------------------------



  • 20.  RE: Impossible to get away from p-values

    Posted 02-07-2018 08:47

    Frustrating, I know.  I am a proponent of using p-values under the proper circumstances (e.g., planned hypothesis tests).  Here's a way I usually get the "reviewers" to back off.  I ask them which tests they want p-values for, then I count how many there will be, then I tell them the critical p-value will not be 0.05, but rather the Bonferroni corrected p-value (divided by the number of tests performed).  It is an over correction, in many cases, but it brings home the concept that p-values are a measure of the type 1 error, typically something we'd like to keep low, hence the correction.  When the majority of p=0.049s go away and only a few p=0.00001 remain as "significant" perhaps they will better understand that concept.

     

    Good luck,

     

    Susan E. Spruill

    Susan E. Spruill, PStat®

    Statistical Consultant, President

    Applied Statistics and Consulting

    828-467-9184 (phone)

    Professional Statistician accredited by the American Statistical Association

    www.appstatsconsulting.com

     






  • 21.  RE: Impossible to get away from p-values

    Posted 02-07-2018 09:24
    ​Hi Jake,

    This is probably a familiar problem to anyone who does statistical consulting work, especially in medicine. There is little time dedicated to teaching research methods and statistics in most MD programs, and the extent of exposure and quality of training in these topics during residency and fellowship is pretty variable. I've been working with MDs for 3 years now at Duke and my short experience tells me that: 1) There is no such thing as a "descriptive" study in medicine. P-values drive publication in this field probably more than in any other, and publication is the key to career advancement; 2) The first point makes it paramount that everyone agree on study design and testable hypotheses up front and this should be documented in a study protocol, even for retrospective studies cobbled together from medical records or billing data; and 3) Analysis plans should be written and agreed upon before any work is done (collect signatures on all documents because the probability is high that you will experience future denial of past agreement). When explaining analysis plans I often generate fake data under favorable alternative hypotheses and walk investigators through what the analysis will look like and how results might appear if their vision becomes a reality (with the obvious caveat that we don't know what the results will really be).

    But all that is for next time in your case. In the present situation I would try your best to steer the investigators away from data-dredging and formulation of hypotheses in a post-hoc fashion by explaining that top tier medical journals are pretty savvy these days and their work is unlikely to get published where they might want it to be. In my experience this is the best way to get their attention. :)

    But since publication will probably proceed over your dead body, you might be well served by applying some techniques to control the false discovery rate either across the entire set of tests or within families of tests. Google FDR and GWFER for some examples. Finally, a good manuscript will acknowledge all the weaknesses, be cautionary about conclusions that can be drawn from the results, and explain how hypotheses generated from the present work can be tested in a more rigorous design in the future.

    Hope that helps, and good luck!

    -Jesse

    ------------------------------
    Jesse Troy, PhD, MPH
    Assistant Professor of Pediatrics
    Division of Blood and Marrow Transplantation
    Duke University School of Medicine
    ------------------------------



  • 22.  RE: Impossible to get away from p-values

    Posted 02-07-2018 09:59
    Can you give P-values and statistical power for your models? There's nothing wrong with P-values given they can be interpreted as what the reader thinks they mean. Perhaps you can start the transition to P-values and statistical power or whatever metric you want to use. To make the transition to including statistical power, tell your clinicians that, "Statistical power is roughly the probability of getting statistically significant results." You can actually show that is true using simulations with t-tests and simple ANOVA. ( I used Excel to do this.)

    When it comes to publishing results, it doesn't matter what you think or can "prove". What matters is, can you impress the folks reviewing your paper. Can you get the editor of the journal to "see the light"? 

    I wrote an article for a "quality control" journal that focuses on chemistry. I used designed experiments(DOE). The article was rejected because, "Everyone knows statistics doesn't allow you to change more than one thing at a time during an experiment!" I wrote back to the journal editor to tell the reviewers, "My co-authors are PhD statisticians. My first 8 references are applied statistics textbooks. Does the reviewer want to debate the validity of their statement?" (I knew I wasn't going to publish in the journal. So, why not be have fun and challenge the reviewers;-)  To my surprise, the editor had 2 other reviewers read my paper, one claimed I bored him with a page and a half on designed experiments because "everybody already knows about them." The other reviewer claimed DOE doesn't exist. I asked the editor how do I reconcile those responses?  One said everyone knows about DOE. The other said DOE doesn't exist. His reply, "Good Luck." 

    I think the issue was highlighted in an ASA white paper. http://www.amstat.org/asa/files/pdfs/Chairsworkshop/WhitePaper.pdf

    Panel 2 discussed the need for statisticians to work on review panels for government organizations. (Point #3 on page 8) 
    If you can get the NIH, or other group to realize DOE exists, P-values alone are not that useful/good, statistical power is important, etc, you'll be the change you wish to see.  


     ​

    ------------------------------
    Andrew Ekstrom

    Statistician, Chemist, HPC Abuser;-)
    ------------------------------



  • 23.  RE: Impossible to get away from p-values

    Posted 02-07-2018 10:19

    Jake,

     

    This is likely an experience that many of us have had, and will continue to have for some time.

     

    Without knowing the specifics of your situation, I can easily imagine what you've described, as I have been in the position myself.  You are certainly correct that p-values are often reported out of habit and without real understanding of what they mean and whether they have any value in a particular situation; you are more than likely correct that the p-values will add little meaningful information to the analysis that you have described, other than satisfying your collaborators who believe that p-values are essential for publication.

     

    As a field, we must continue to work at the problem that many of our clients/collaborators think that p-values are always necessary, and we will.  In the meantime, there are stark realities for some of us in relatively junior positions who are trying to start our career and fearful that we may be branded uncooperative or incompetent should we refuse to provide something for a client/collaborator, even if we know the analytic approach is suboptimal.  My classic approach has been to provide what has been asked with a clearly written explanation of precisely what it does mean (and also what it doesn't mean), in the hopes that they may be persuaded or at least consider what I've written.  I don't believe that it often makes an impression, but I feel better knowing that I've at least expressed my opinion to them while also meeting the obligation I feel to be a cooperative collaborator.

     

    Some others, more accomplished and more secure in their positions, may be able to take a harder stance.

     

    Thanks,

     

    Andrew D. Althouse, PhD

    Supervisor of Statistical Projects

    UPMC Heart & Vascular Institute

    Presbyterian Hospital, Office C701

    Phone: 412-802-6811

    Email: althousead@upmc.edu

    Twitter: @ADAlthousePhD

    Website: Faculty Profile

    Website: HVI-CBC Profile

     

     

     

     






  • 24.  RE: Impossible to get away from p-values

    Posted 02-07-2018 12:12
    There are two types of statisticians, the purists and the pragmatists. And whenever they get into an argument, the pragmatists always lose. Because the great is the enemy of the good or something like that. But I'm going to make a pragmatic argument here.

    The other thing is that if your career is like mine, you start out as a purist. You are (in the words of one of my professors) guardians of the scientific method. As you get older, you mellow out. You realize that all those things you fought passionately for when you were young weren't really that important.

    So, for example, when I was young, I was strident in my insistence that you control Type I error at all costs. Nothing post hoc and every hypothesis added to the Bonferroni correction. Today if someone wants to test two or three hypothesis instead of one, or wants to throw in an extra post hoc hypothesis, I'm fine with that, as long as the methods section and the discussion section of the paper are honest about this. I don't do this for 20 post hoc hypotheses, of course.

    The irony is that if you're a purist when you're young, you have the least ability to enforce your viewpoint on others. It's grossly unfair, but I'm given a lot more deference today than I was 30 years ago, and I don't take advantage of this deference. I'm less strident and less insistent on holding up the standards of the statistics profession. The purists are gasping in horror right now, but I've found that insisting on these standards often didn't make a practical difference.

    That doesn't mean that I won't take a stand. My rule is that I draw a line in the dirt if a proposed analysis does violence to the data or if the proposed analysis is fraudulent. The other thing that I hold as pretty much inviolate, is that you are always honest with your readers (and yourself). It's okay to use a good model instead of a great model, but you need to fess up when you write up the discussion section. Your approach has some limitations. That's okay as long as you are aware of them and your readers are aware of them.

    I also like the scouting rule that you always leave a campsite in better condition that when you found it. So if someone wants a few p-values that are inappropriate because the it tests a post-hoc hypothesis, I don't get up on my high horse and refuse to do it on principle. If you get them to acknowledge that the tests were derived post hoc in the paper and get them to try harder to specify their hypotheses up front in their NEXT protocol, then you've made them a little bit better researchers than they were before they met you.

    If I could be a little bit rude here, if you think that you could, on the basis of the force of your rhetoric alone, get everyone you work with to abandon p-values for every one of their studies, then you are an idiot. Even if you were a senior person, this wouldn't happen. But what you can achieve is to get people to use fewer p-values. Get them to stop using p-values to decide whether their assumption of normality was met, for example. You could also get them to write papers that talk less about the p-values and more about the practical significance of their findings. Don't fight the big battle that you know you are going to lose, but work gently around the edges and try to reduce the excessive reliance on p-values as a substitute for serious thought.

    --
    Steve Simon, mail@pmean.com
    I'm blogging now! blog.pmean.com




  • 25.  RE: Impossible to get away from p-values

    Posted 02-07-2018 22:21
    Are the data amenable to using a multilevel (hierarchical ) model? If so, that would be a better alternative to p-values. (See http://andrewgelman.com/2018/01/28/looking-possible-comparisons-not-overfitting-put-multilevel-model/ for discussion/reference)

    ------------------------------
    Martha Smith
    University of Texas
    ------------------------------



  • 26.  RE: Impossible to get away from p-values

    Posted 02-08-2018 10:48
    Hi Jacob,

    I can relate to your predicament, as I had a similar experience working with clinicians and journal reviewers who would request p-values for everything.  Although I was also a junior statistician at the time, I was lucky that there was a senior epidemiologist I worked with who would push back on these requests.  So, my first question for you is: are there senior statisticians or epidemiologists on the project as well?  (Or, if they're not on this project, are there senior statisticians in the department you could discuss this with and get support from?)

    I second everything in Jesse Troy's response (upfront analysis plans are key going forward!  for this time, being honest in the paper about how many tests were done/characterizing this as an exploratory study as opposed to one that began with these specific hyptheses in mind will have to suffice ...).  

    Also, some respondents noted that most good medical journals won't accept statistical analyses without p-values.  I have had a different -- and more encouraging -- experience.  In response to reviewers or editors who would request p-values in inappropriate instances, we would push back with a response that started with:  "As we believe the statistical editor would concur, ...".  Then we'd explain why p-values were inappropriate or not helpful in this context.  We'd end with, "We will leave the final decision regarding ... to the discretion of the editor.")  Not once did an editor request that we include the p-values (these were in the top Ob/Gyn journals).  

    Best wishes,
    Kat

    ------------------------------
    Katharine Correia
    Doctoral Student in Biostatistics
    Harvard University
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  • 27.  RE: Impossible to get away from p-values

    Posted 02-08-2018 20:56
    Let’s step back a minute and look what you and your team has actually been doing here.

    Here’s the concern: Very often, a team looks through a number of different possibilitities - often a large number - before it settles on a few with a large-looking effect that show large p-values. When this happens, the p-value should be adjusted not merely for the number of trends that the team picked out, but also the ones it considered and rejected, however briefly, and whether formally articulated and thought about or merely passed over by eyeball without noting. When adjusted for all this, the p-values may be not less than we pretend they were the only thing looked at. They may be so much less as to show up as the outlier chance effects we would expect people to find when they look at a sufficiently large number of possibilities.

    Some one possible exercise, at least to yourself, would be try to estimate how many possibilities were looked at and discarded (again, however informally and viscerally) before the final possibilities were selected. Do you even know enough about the procedure the team performed? Perhaps the total number of possibilities contained in the data (an upper bound) might be a starting point. If particular timeframes could be selected, or groupings,this could be a much larger number than the number of variables.

    A p-value adjusted this way would at least better reflect the multiplicity issues. It still wouldn’t reflect the non-prospective, non-random nature of your data, departures from model assumptions, correlations between variables analyzed as independent, etc.

    One possible approach would be caveats. You could include caveats that the results were obtained through exploratory data analyses, that (if applicable) a large number of possible trends were considered, no adjustment was made for multiplicity, (if applicable) no checking for assumptions was performed for the tests used, and accordingly, all results presented should be considered exploratory and hypothesis-generating, and all p-values shown should be considered descriptive and should be interpreted with caution.

    Sincerely,

    Jonathan Siegel
    Associate Director Clinical Statistics



    Sent from my iPhone




  • 28.  RE: Impossible to get away from p-values

    Posted 02-09-2018 06:38
    Jake, please explain what a "clear trend" is and what "little noise" means. Are you applying an interocular traumatic test rather than a significance test with p-values? If I tell you the woman tasting tea hit 10 out of 10, is that surprising? Why?
    --
    Sent by Chan Dayton from his iPad "Without data you are just another person with an opinion." WE Deming





  • 29.  RE: Impossible to get away from p-values

    Posted 02-09-2018 13:57
    Hello!

    Forgive my ignorance, as I've been teaching (essentially) AP statistics for many years since grad school. I'm imagining what I would do in Jacob's position.

    How should Jacob proceed to get the p-values that group is asking for? As I understand it, and how I teach my students, one should not conduct hypothesis tests on population data. Should he take his own samples from the population and then perform the hypothesis tests? That would make sense to me, but is there a more sophisticated way to get p-values?

    It does seem that having ALL the data and doing descriptive statistics seems the best route because you have all the data, but after reading everyone's replies I can also see that without p-values one would have a hard time being published. 

    Thank you!

    Jennifer

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    +++++++++
    Jennifer Ward
    Statistics Instructor
    Portland Community College & Clark College
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  • 30.  RE: Impossible to get away from p-values

    Posted 02-12-2018 03:15
    I don't think the question on statistical inference on population data has a simple yes or no answer, it depends on the setting and purpose. In design-based settings where the sole  purpose is to generalize from a sample to the population, it does not make sense to perform hypothesis tests on population data. Neither does it make sense to report confidence intervals or other inferential information. This is not a question on hypothesis tests and p-values, but on statistical inference more generally.  On the other hand, in model based settings, statistical inference makes sense even if data from a whole population is available. This point has been emphasized  in a recent article by Michael Höhle in Significance, an open access version is available at http://staff.math.su.se/hoehle/naming/Naming_Uncertainty-r01.html . This point is far from new, at least it was made in an article by Deming and Stephen in 1941 (On the Interpretation of Censuses as Samples, JASA 36 No 213; 45-49) and again in an article by Deming in 1975 (On probability as a basis for action, The American Statistician 29 No 4; 146-152). The distinction made by Deming between enumerative and analytic studies is, I think, closely related to the more recent terms of design based and model based inference.

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    Tore Wentzel-Larsen
    Researcher
    Norwegian Centre for Violence and Traumatic Stress Studies
    Regional Center for Child and Adolescent Mental Health, Eastern and Southern Norway





  • 31.  RE: Impossible to get away from p-values

    Posted 02-18-2018 00:54
    I appreciate your bringing up W. Edwards Deming. I wouldn’t interpret the enumerative vs. analytic distinction as referring to survey vs. model-based approaches. Rather, enumerative approaches draw an inference to the fixed population that was sampled, as in a census. Analytic studies draw an inference to something else. Most investigations of interest are analytic. The inference may be to a more general population than the one studied. In pharmaceutical trial, the people in a clinical trial often have different demographic and disease characteristics than the general patient population. But most often, especially in business, the purpose of the study is predictive and the inference is to the future. Thus analytic studies require more than just sampling statistical inference to be reliable; they require information about process dynamics. For predictions, one basic approach to validity is to verify that the process studied is stable over time. Since quality requires highly reliable prediction, Deming became associated with control charts. But often control is impossible. When it isn’t, it is important to understand the limitations. Deming had conceptual approaches to less stable situations, but no overarching theory.

    Because Deming thought most processes change over time, he didn’t regard frequencies as fixed properties except in rare cases and hence was not, strictly speaking, a frequentist. But because he considered probability as associated with physical properties of systems, he wasn’t a Baysian either. He considered classical probability theory simply one tool of an ensemble a practitioner needs to be able to function. He expected practitioners to understand the processes they were working with, and understand not just the sources of variation but the dynamics, to be able to grapple with analytic tasks.

    Jonathan Siegel
    Associate Director Clinical Statistics

    Sent from my iPad




  • 32.  RE: Impossible to get away from p-values

    Posted 02-20-2018 02:39
    Thanks for pointing out this. My statement of "closely related" was too strong. Still there is a similarity as regards the question of whether statistical inference makes sense when data from a whole population is available. This does not make sense in enumerative or in design based settings. As detailed in the articles of Stephen and Deming (1941, e. g. page 45, "Any census gives data of the past, but the generalizations and courses of action that are based on it concern the population as it will exist at some time in the future.") and Deming (1975, e. g. page 147, "There is a simple criterion by which to distinguish between enumerative and analytic studies. A 100 per cent sample of the frame provides the complete answer to the question posed for an enumerative problem, subject of course to the limitations of the method of investigation. In contrast, a 100 per cent sample of a group of patients, or of a section of land, or of last week's product, industrial or agricultural, is still inconclusive in an analytic problem."), it does make sense in analytic settings. Also, as made explicit in Höhle's recent article (and e. g. in the introductory section of Lumley's book on Complex surveys and the book by Särndal et. al. on Model assisted survey sampling) it makes sense in a model based setting.

    ------------------------------
    Tore Wentzel-Larsen
    Researcher
    Norwegian Centre for Violence and Traumatic Stress Studies
    Regional Center for Child and Adolescent Mental Health, Eastern and Southern Norway

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    [Tore][Wentzel-Larsen][Tore Wentzel-Larsen
    Researcher
    Norwegian Centre for Violence and Traumatic Stress Studies,
    Regional Center for Child and Adolescent Mental Health, Eastern and Southern Norway]
    ------------------------------



  • 33.  RE: Impossible to get away from p-values

    Posted 02-20-2018 07:47
    I report p-values and I can identify different levels of "stubborness" on using p<0.05 as the ultimate measure of truth depending on the discipline of the research collaborator or client. I have managed to sneak in something such as "even though p is slightly greater than 0.05, we should keep an eye on .... ". It takes patience.

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    Raid Amin
    Professor
    University of West Florida
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