[R] p-values

Lucke, Joseph F
2004-04-29T16:36:10Z

One might begin by considering _conditional_ p-values as elaborated by
Hubbard and Bayarri and especially Sellke, Bayarri, and Berger.

Record Number: 1545
@article{
Hubbard2003,
   Author = {Hubbard, R. and Bayarri, M. J.},
   Title = {Confusion over measures of evidence ($p$)'s versus errors
($\alpha$'s) in classical statistical testing},
   Journal = {The American Statistician},
   Volume = {57},
   Number = {3},
   Pages = {171--182},
   Abstract = {Confusion surrounding the reporting and interpretation of
results of classical statistical tests is widespread among applied
researchers, most of who erroneously believe that such tests are prescribed
by a single coherent theory of statistical evidence.},
 Keywords = {p-values; Bayesian analysis; Fisher; hypothesis test;
conditional error probabilities; conditional alpha; Bayes factor; posterior
probability; significance probability; significance test; Neyman-Pearson
Theory;},
 Year = {2003} }

Record Number: 1546
@article{
Sellke2001,
   Author = {Sellke, T. and Bayarri, M. J. and Berger, J. O.},
   Title = {Calibration of $p$ values for testing precise null hypotheses.},
   Journal = {The American Statistician},
   Volume = {55},
   Number = {1},
   Pages = {62--71},
   Abstract = {$P$ values are the most commonly used toll to measure
evidence against a hypothesis or hypothesized model.  Unfortunately, they
are often incorrectly viewed as an error probability for rejection of the
hypothesis or, even worse, as the posterior probability that the hypothesis
is true.},
 Keywords = {Bayes factor; Bayesian robustness; conditional alpha;
conditional error probabilities; odds;},
 Year = {2001} }


Joe

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Ted Harding
Sent: Thursday, April 29, 2004 10:39 AM
To: Thomas Lumley
Cc: r-help at stat.math.ethz.ch; John Maindonald
Subject: Re:[R] p-values

On 29-Apr-04 Thomas Lumley wrote:
> On Thu, 29 Apr 2004, John Maindonald wrote:
>
>> This is, of course, not strictly about R.  But if there should be
>> a decision to pursue such matters on this list, then we'd need
>> another list to which such discussion might be diverted.
>>
>
> Ted Harding started such a list (stats-discuss) quite some time ago.
> IIRC it was to divert discussions like this from allstat.

I did indeed! But it hardly ever received any postings -- my suspicion,
which was reinforced by private comments from a number of people, was
that because it ws *not* allstat (and therefore would not catch the eye
of UK people that posters might hope to reach) it could not be expected
to. As one person put it: "One list to find them all ... ".

The R list is special, in many ways, and you can get views and information
on practically anything from some of the best in the world, so long as
it is R-related (even sometimes remotely). The present thread was
started by Greg Tarpinian asking a question in a place where he thought
he might get a response, even though not in an R context (though it
seems oone may develop -- linking R to Bayesian inference).

After a few public postings, interested parties have retired to another
room
(where others are welcome to join us) for a while; we now number 6.

Agreed it could be continued on another list (even stats-discuss,
which still exists though totally dormant), but this may not suit
everyone. Things are doing fine at the moment. But it might prove
to be a useful overspill area from teh R list -- someone starts
a ball rolling which doesn;t relly belong here, and other could
chase it on stats-discuss. So I'm keeping options open.

There's also a list stat-l at lists.mcgill.ca which is active, though
comfortably low-traffic.

Best wishes to all,
Ted.


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Date: 29-Apr-04                                       Time: 16:39:04
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