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受试者数量少而测试数量多时的统计功效和参数稳定性:评彼得森、史密斯、马托拉纳和欧文斯(2003年)的研究

Statistical power and parameter stability when subjects are few and tests are many: comment on Peterson, Smith, Martorana, and Owens (2003).

作者信息

Hollenbeck John R, DeRue D Scott, Mannor Michael

机构信息

Department of Management, Michigan State University, East Lansing, MI 48824-1117, USA.

出版信息

J Appl Psychol. 2006 Jan;91(1):1-5; discussion 6-8. doi: 10.1037/0021-9010.91.1.1.

DOI:10.1037/0021-9010.91.1.1
PMID:16435933
Abstract

Comments on the original article "The impact of chief executive officer personality on top management team dynamics: One mechanism by which leadership affects organizational performance", by R. S. Peterson et al.. This comment illustrates how small sample sizes, when combined with many statistical tests, can generate unstable parameter estimates and invalid inferences. Although statistical power for 1 test in a small-sample context is too low, the experimentwise power is often high when many tests are conducted, thus leading to Type I errors that will not replicate when retested. This comment's results show how radically the specific conclusions and inferences in R. S. Peterson, D. B. Smith, P. V. Martorana, and P. D. Owens's (2003) study changed with the inclusion or exclusion of 1 data point. When a more appropriate experimentwise statistical test was applied, the instability in the inferences was eliminated, but all the inferences become nonsignificant, thus changing the positive conclusions.

摘要

对R. S. 彼得森等人所著的原创文章《首席执行官个性对高层管理团队动态的影响:领导力影响组织绩效的一种机制》的评论。本评论说明了小样本量与众多统计检验相结合时,如何产生不稳定的参数估计和无效的推断。虽然在小样本情况下单次检验的统计功效过低,但当进行多次检验时,实验性功效往往较高,从而导致I型错误,再次检验时无法重复。本评论的结果表明,R. S. 彼得森、D. B. 史密斯、P. V. 马托拉纳和P. D. 欧文斯(2003年)研究中的具体结论和推断会因包含或排除一个数据点而发生多么根本的变化。当应用更合适的实验性统计检验时,推断中的不稳定性被消除,但所有推断都变得不显著,从而改变了积极的结论。

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