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Friday, December 01, 2017

P value

Understanding common misconceptions about p-values
A p-value is the probability of the observed, or more extreme, data, under the assumption that the null-hypothesis is true. The goal of this blog post is to understand what this means, and perhaps more importantly, what this doesn’t mean. People often misunderstand p-values, but with a little help and some dedicated effort, we should be able explain these misconceptions. Below is my attempt, but if you prefer a more verbal explanation, I can recommend Greenland et al. (2016).

First, we need to know what ‘the assumption that the null-hypothesis is true’ looks like. Although the null-hypothesis can be any value, here we will assume the null-hypothesis is specified as a difference of 0. When this model is visualized in text-books, or in power-analysis software such as g*power, you often see a graph like the one below, with t-values on the horizontal axis, and a critical t-value somewhere around 1.96. For a mean difference, the p-value is calculated based on the t-distribution (which is like a normal distribution, and the larger the sample size, the more similar the two become). I will distinguish the null hypothesis (the mean difference in the population is exactly 0) from the null-model (a model of the data we should expect when we draw a sample when the null-hypothesis is true) in this post. 
http://daniellakens.blogspot.com.br/2017/12/understanding-common-misconceptions.html   /.../


Six statisticians tackle the P value

The P value has its place, but it’s time for it to be demoted, say Jeff Leek, Blakeley McShane, Andrew Gelman, David Colquhoun, Michèle Nuijten and Steven Goodman.

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