I, with my coathors, have submitted a new draft of our paper "The fallacy of placing confidence in confidence intervals". This paper is substantially modified from its previous incarnation. Here is the main argument:"[C]onfidence intervals may not be u...
I'm working on a manuscript on confidence intervals, and I thought I'd share a draft section on the reporting of confidence intervals. The paper has several demonstrations of how CIs may, or may not, offer quality inferences, and how they can differ ma...
I've been doing a lot of reading on confidence interval theory. Some of the reading is more interesting than others. There is one passage from Neyman's (1952) book "Lectures and Conferences on Mathematical Statistics and Probability" (available here) t...
Null hypothesis significance testing (NHST) is increasingly falling out of style with methodologically-minded behavioral and social scientists. Many diverse critiques have been leveled against significance testing; the debate is increasingly what should replace it. Building on work with my colleagues (see here and here), I discuss and critique one replacement option that has been persistently suggested over the years: confidence procedures. We begin with a parable.A parableSusan and Mark were…
From my "Recently Read" list:Born, B. and J. Breitung, 2014. Testing for serial correlation in fixed-effects panel data models. Econometric Reviews, in press.Enders, W. and Lee. J., 2011. A unit root test using a Fourier series to approximate smoo...
This was the title of Brad Efron's invited paper at the 2014 Joint Statistical Meetings in Boston this morning. It was a great presentation, with excellent discussants - Lan Wang, Lawrence Brown, and Soumendra Lahiri.The paper and discussion are s...
While I'm at the lake, fishing, this is your big chance to get on with some reading.There won't be a quiz, but I know that you'll thank me for this later on:Aberdie, A., S. Athey, G. W. Imbens, and J. Wooldridge, 2014. Finite population standard errors...
Unless your econometrics training has been true-blue Bayesian in nature, you'll have reported a lot of p-values, and constructed heaps of confidence intervals in your time.Both of these concepts have been the centre of widespread controversy in the sta...
I enjoyed William M. Briggs' ("Statistician to the Stars") post today: "Frequentists are Closet Bayesians: Confidence Interval Edition". Getting your head around the (correct) interpretation of a confidence interval can be difficult for students. Try t...
If you want your students to understand just two things about confidence intervals, what would they be? What and what order When making up a teaching plan for anything it is important to think about whom you are teaching, what … Continue reading →
