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Effect size is significantly more important than statistical significance

argmin.net

121–130 of 168 posts

Re: Effect size is significantly more important than statistical significance

#121
post #2

Speaking not to this study in particular necessarily, I strongly agree with the general point. Science has really been held back by an over-focusing on "significance". But I'm not really interested in a pile of hundreds of thousands of studies that establish a tiny effect with suspiciously-just-barely-significant results. I'm interested in studies that reveal robust results that are reliable enough to be built on to…

> or a p value of something like p = 0.0001

This has been proposed [0], albeit for a threshold of p Here's Andy Gelman and others arguing otherwise [1]. They also got like 800 scientists to sign on to the general idea of no longer using statistical significance at all [2].

[0] https://www.nature.com/articles/s41562-017-0189-z

[1] http://www.stat.columbia.edu/~gelman/research/unpublished/ab...

[2] https://www.nature.com/articles/d41586-019-00857-9

Re: Effect size is significantly more important than statistical significance

#122
post #2

Speaking not to this study in particular necessarily, I strongly agree with the general point. Science has really been held back by an over-focusing on "significance". But I'm not really interested in a pile of hundreds of thousands of studies that establish a tiny effect with suspiciously-just-barely-significant results. I'm interested in studies that reveal robust results that are reliable enough to be built on to…

Come into Bayesian land, the water is fine. The whole NHST edifice starts to seem really shaky once you stop and wonder if "True" and "False" are really the only two possible states of a scientific hypothesis. Andrew Gelman has written about this in many places, e.g. http://www.stat.columbia.edu/~gelman/research/published/aban... .

Bayesianism makes the problem much worse. Prior-hacking is easier and harder to detect than p-hacking, and Bayesianism has no way to exclude noise results at all. I'm constantly baffled when people suggest it as a solution to these problems.

Re: Effect size is significantly more important than statistical significance

#123
post #2

Speaking not to this study in particular necessarily, I strongly agree with the general point. Science has really been held back by an over-focusing on "significance". But I'm not really interested in a pile of hundreds of thousands of studies that establish a tiny effect with suspiciously-just-barely-significant results. I'm interested in studies that reveal robust results that are reliable enough to be built on to…

Nothing is wrong with publishing small effect size results. Setting a P threshold lower or a a higher bar for effect sizes for journal acceptance will just increase the positivity bias and also encourage more dodgy practices. Null results are important.

Understanding effect size is as important as significance can manifest by requiring effect size or variance explained to be reported every time the result of a statistical test is presented, e.g. rather than simply "a significant increase was observed (p = 0.01)" and also making that kind of parsing the standard in scientific journalism.

Re: Effect size is significantly more important than statistical significance

#124

Earlier quoted context omitted.

Only a problem for people who are trying hard not to think. You can just ignore those people. They're not doing any harm believing their beliefs.

We are literally in the middle of a global crisis that is founded on people misunderstanding science.

I’ll presume you’re referring to everyone involved in the gain of function research that led to the virus.

Re: Effect size is significantly more important than statistical significance

#125
post #107

Earlier quoted context omitted.

Yes, and knowing what's been tried and what has failed is important.

I think what's being pointed out is that "researchers" could pump out hundreds of easy to test negatives every day if a negative result was just as incentivised. I do agree though, negatives are just as important when the intent is to prove/disprove a meaningful hypothosis.

A negative result won't make a career. I don't think there's much danger when requiring negative results going onto a repository of over incentivising negative results. You can't mandate Nature or Cell publishes negative results.

Re: Effect size is significantly more important than statistical significance

#126
post #122

Earlier quoted context omitted.

Come into Bayesian land, the water is fine. The whole NHST edifice starts to seem really shaky once you stop and wonder if "True" and "False" are really the only two possible states of a scientific hypothesis. Andrew Gelman has written about this in many places, e.g. http://www.stat.columbia.edu/~gelman/research/published/aban... .

Bayesianism makes the problem much worse. Prior-hacking is easier and harder to detect than p-hacking, and Bayesianism has no way to exclude noise results at all. I'm constantly baffled when people suggest it as a solution to these problems.

> Prior-hacking is easier and harder to detect than p-hacking

But that's comparing apples to oranges. Setting a reasonable prior is akin to frequentists interpreting the effect size (including its confidence interval) in light of deep domain knowledge. To produce a good analysis using either Bayesian or frequentist methodology (or to criticise such an analysis), you have to have deep domain knowledge. There's no getting around that, and arguably the use of p-values often lets you get away with shoddy domain knowledge.

> and Bayesianism has no way to exclude noise results at all.

This statement doesn't make any sense. Bayesian methodology has plenty of mechanisms for working with and controlling noisy data (obviously, since it's one of the two key paradigms in statistics, which as a field fundamentally deals with noisy data). The precise error rates and uncertainties that are calculated are usually different from what you would use in a frequentist analysis, but most people consider this a benefit of Bayesian analysis.

Re: Effect size is significantly more important than statistical significance

#127

Earlier quoted context omitted.

It would be interesting to consider how much knowledge would never have been uncovered if you were King of Science. All those subtle, barely seen interactions in nature that on further investigation turned out to be something rather special.

Such as? It would also be interesting to explore how many dead ends we wouldn't have wasted time on, and so what other things might have been discovered sooner.

Scientists aren't stupid. No one saw a paper where a predictor explained 1% of the variance in an outcome and based solely on a significant p value decided that was a great road to base an entire career on. The problem, as described by the parent comment, doesn't really exist in funding structures and the scientific literature. It does occur to some degree in media coverage of science.

One could make the case that in GWAS studies it has occured, but not because small effect sizes are inconsequential, the statistical methods just weren't able to separate grain from chaff for a while.

An allele that is responsible for 2% of the variation in disease risk might seem inconsequential, but 25 of those together can serve as a polygenic risk score that can predict disease and target treatment.

Re: Effect size is significantly more important than statistical significance

#128
post #122

Earlier quoted context omitted.

Bayesianism makes the problem much worse. Prior-hacking is easier and harder to detect than p-hacking, and Bayesianism has no way to exclude noise results at all. I'm constantly baffled when people suggest it as a solution to these problems.

> Prior-hacking is easier and harder to detect than p-hacking But that's comparing apples to oranges. Setting a reasonable prior is akin to frequentists interpreting the effect size (including its confidence interval) in light of deep domain knowledge. To produce a good analysis using either Bayesian or frequentist methodology (or to criticise such an analysis), you have to have deep domain knowledge. There's no gett…

> To produce a good analysis using either Bayesian or frequentist methodology (or to criticise such an analysis), you have to have deep domain knowledge. There's no getting around that, and arguably the use of p-values often lets you get away with shoddy domain knowledge.

The whole problem we're facing is that it requires too much domain knowledge and detailed analysis to dismiss results that are actually just noise. The whole point of p-values is that they give you a way to do that without needing that complex analysis with deep domain knowledge - they're not a replacement for doing in-depth analysis, they're a way to cull the worst of the chaff before you do, the statistical-analysis equivalent of FizzBuzz. Bayesianism has no substitute for that (you can't say anything until you've defined your prior, which requires deep domain knowledge), and as such makes the problem much worse.

Re: Effect size is significantly more important than statistical significance

#129
post #18

The studies are in villages, but the real concern is dense urban environments like New York (or Dhaka) where people are tightly packed together and at risk of contagion. I'm pretty sure masks make little difference in Wyoming either, where the population is 5 people per square mile.

Whats more important than population density is activity. A New Yorker who is mostly keeping to themselves and wearing a mask is unlikely to get the virus. A Wyoming native attending church service maskless and singing indoors for an hour is more likely to get the virus.

Re: Effect size is significantly more important than statistical significance

#130
post #68

Earlier quoted context omitted.

Data or it didn't happen. This really sounds like you're inventing a caricature of your enemy and assigning them "dangerous" qualities so you can hate them more.

Nobody needs to caricature the insane beliefs surrounding COVID (or flat earth), people holding them are doing a good enough job of that themselves. I do have a few favorites. "COVID tests give you COVID, so I won't go get tested" is certainly up there. I can't say I give two figs about your opinion on the Earth's topology, but this one is a public health problem, that's crippling hospitals around the country.

So it didn't happen?
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