Let's imagine that you're teaching an econometrics class that features hypothesis testing. It may be an elementary introduction to the topic itself; or it may be a more detailed discussion of a particular testing problem. We're not talking here about a...
The following is from Nathan Schachtman’s legal blog, with various comments and added emphases (by me, in this color). He will try to reply to comments/queries. “Courts Can and Must Acknowledge Multiple Comparisons in Statistical Analyses” Nathan Schachtman, Esq., PC * October 14th, 2014 In excluding the proffered testimony of Dr. Anick Bérard, a Canadian perinatal […]
Despite the fact that Fisherians and Neyman-Pearsonians alike regard observed significance levels, or P values, as error probabilities, we occasionally hear allegations (typically from those who are neither Fisherian nor N-P theorists) that P values are actually not error probabilities. The denials tend to go hand in hand with allegations that P values exaggerate evidence against […]
Yesterday, Stephen Stigler presented the (ASA) President's Invited Address to an overflow, and appreciative, audience at the 2014 Joint Statistical Meetings in Boston. The title of his talk was, "The Seven Pillars of Statistical Wisdom".I'd been l...
Since the comments to my previous post are getting too long, I’m reblogging it here to make more room. I say that the issue raised by J. Berger and Sellke (1987) and Casella and R. Berger (1987) concerns evaluating the evidence in relation to a given hypothesis (using error probabilities). Given the information that this hypothesis H* was randomly selected […]
0. July 20, 2014: Some of the comments to this post reveal that using the word “fallacy” in my original title might have encouraged running together the current issue with the fallacy of transposing the conditional. Please see a newly added Section 7. 1. What you should ask… Discussions of P-values in the Higgs discovery invariably recapitulate many […]
I’m reblogging a few of the Higgs posts, with some updated remarks, on this two-year anniversary of the discovery. (The first was in my last post.) The following, was originally “Higgs Analysis and Statistical Flukes: part 2″ (from March, 2013).[1] Some people say to me: “This kind of reasoning is fine for a ‘sexy science’ like high energy physics (HEP)”–as if their statistical […]
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...
Aris Spanos Wilson E. Schmidt Professor of Economics Department of Economics, Virginia Tech Recurring controversies about P values and confidence intervals revisited* Ecological Society of America (ESA) ECOLOGY Forum—P Values and Model Selection (pp. 609-654) Volume 95, Issue 3 (March 2014): pp. 645-651 INTRODUCTION The use, abuse, interpretations and reinterpretations of the notion of a P value […]
Here are the slides from my presentation (May 17) at the Scientism workshop in NYC. (They’re sketchy since we were trying for 25-30 minutes.) Below them are some mini notes on some of the talks. Now for my informal notes. Here’s a link to the Speaker abstracts;the presentations may now be found at the conference site here. Comments, questions, and corrections […]
