Osman, a reader of this blog, sent a comment in relation to my recent post on the effects of temporal aggregation on t-tests, and the like. Rather than just bury it, with a short response, in the "Comments" section of that post, I thought I'd give it p...
Spot the fallacy! The power of a test is the probability of correctly rejecting the null hypothesis. Write it as 1 – β. So, the probability of incorrectly rejecting the null hypothesis is β. But the probability of incorrectly rejecting the null is α (the type 1 error probability). So α = β. I’ve actually […]
This post is one of several related posts. The previous ones can be found here, here, here, here and here. These posts are based on Giles (2014).Many of the statistical tests that we perform routinely in econometrics can be affected by the level o...
The headline, "Don't Get Wrong Idea About Cholesterol", caught my attention in the 3 May, 2015 Times-Colonist newspaper here in Victoria, B.C.. In fact the article came from a syndicated column, published about a week earlier. No matter - it's always a...
Consider planning a clinicial trial where patients are randomized in permuted blocks of size four to either a 'control' or 'treatment' group. The outcome is measured on an 11-point ordinal scale (e.g., the numerical rating scale for pain). It may be reasonable to evaluate the results of this trial using a proportional odds cumulative logit […]
![take those hats off [from R]!](https://xianblog.files.wordpress.com/2012/05/img_0057.jpg?w=450&h=338)
This is presumably obvious to most if not all R programmers, but I became aware today of a hugely (?) delaying tactic in my R codes. I was working with Jean-Michel and Natesh [who are visiting at the moment] and when coding an MCMC run I was telling them that I usually preferred to code […]
While you're dancing around the Maypole (or whatever else it is that you get up to), my recommendations are:Claeskens, G., J. Magnus, A. Vasnev, and W. Wang, 2014. The forecast combination puzzle: A simple theoretical explanation. Tinbergen Institute D...
As part of the week of recognizing R.A.Fisher (February 17, 1890 – July 29, 1962), I reblog Senn from 3 years ago. ‘Fisher’s alternative to the alternative’ By: Stephen Senn [2012 marked] the 50th anniversary of RA Fisher’s death. It is a good excuse, I think, to draw attention to an aspect of his philosophy of […]
Saturday Night Brainstorming: The TFSI on NHST–part reblog from here and here, with a substantial 2015 update! Each year leaders of the movement to “reform” statistical methodology in psychology, social science, and other areas of applied statistics get together around this time for a brainstorming session. They review the latest from the Task Force on Statistical […]
Deirdre McCloskey’s comment leads me to try to give a “no headache” treatment of some key points about the power of a statistical test. (Trigger warning: formal stat people may dislike the informality of my exercise.) We all know that for a given test, as the probability of a type 1 error goes down the probability of a type 2 […]
