La grande difficulté dans la modélisation et la construction de modèles prédictifs est de réussir à distinguer le signal et le bruit (pour reprendre le titre du classique de Nate Silver). La réponse statistique est la notion de significativité, et la recherche des ‘étoiles’ dans les sorties de régression. Avec l’explosion du nombre de données, il est devenu crucial de faire cette distinction, de savoir quelles sont les interactions qui…
Yesterday evening, I discovered some interesting slides on False-Positives, p-Hacking, Statistical Power, and Evidential Value, via @UCBITSS ‘s post on Twitter. More precisely, there was this slide on how cheating (because that’s basically what it is) to get a ‘good’ model (by targeting the p-value) As mentioned by @david_colquhoun one should be careful when reading the slides : some statistician might have a heart attack when they read But still, there are interesting points in that…
The following is a guest post by Tony Hak of Rotterdam School of Management. I know Tony would love some discussion about it in the comments. I remain undecided either way, so would like to hear arguments. GOOD REASONS FOR NOT TEACHING … Continue reading →
The following is a guest post by Tony Hak of Rotterdam School of Management. I know Tony would love some discussion about it in the comments. I remain undecided either way, so would like to hear arguments. GOOD REASONS FOR NOT TEACHING … Continue reading →
Introduction The chi-squared test of independence is one of the most basic and common hypothesis tests in the statistical analysis of categorical data. Given 2 categorical random variables, and , the chi-squared test of independence determines whether or not there exists a statistical dependence between them. Formally, it is a hypothesis test with the following null and […]
P-values have been an issue for statistician for an extremely long time. I’ve seen situations where entire narratives are written without p-values and only provide the effects. It can also be used as a data reduction tool but ultimately it redu...
Suite à mon rapide billet sur l’article donnant les conclusions d’une étude des effets de la e-cigarette (et la comparaison avec le patch pour arrêter de fumer), j’avais entendu cette phrase “ça veut dire quoi ‘statistiquement non significatif’ ?“. Comme c’est une très bonne question, qui plus est relativement complexe, j’ai pris un peu de temps pour y répondre… Il ne s’agit pas de complexité mathématique, en s’entend car tous…
Oh No! It’s those mutant bears again. To my dismay, I’ve been sent, for the third time, that silly, snarky, adolescent, clip of those naughty “what the p-value” bears (first posted on Aug 5, 2012), who cannot seem to get a proper understanding of significance tests into their little bear brains. So apparently some people […]
Having reblogged the 5/17/12 post on “reforming the reformers” yesterday, I thought I should reblog its follow-up: 6/2/12. Consider again our one-sided Normal test T+, with null H0: μ < μ0 vs μ >μ0 and μ0 = 0, α=.025, and σ = 1, but let n = 25. So M is statistically significant only if it exceeds .392. Suppose M (the […]
In a previous post, a few weeks ago, I mentioned that I will be in Las Vegas by the end of July. And I took the opportunity to write a post on roulette(s). Since some colleagues told me I should take some time to play poker there, I guess I have to understand how to play poker… so I went back to basics on cards, and shuffling techniques. Now, I…
