Amrhein Valentin, Korner-Nievergelt Fränzi, Roth Tobias
Zoological Institute, University of Basel, Basel, Switzerland.
Research Station Petite Camargue Alsacienne, Saint-Louis, France.
PeerJ. 2017 Jul 7;5:e3544. doi: 10.7717/peerj.3544. eCollection 2017.
The widespread use of 'statistical significance' as a license for making a claim of a scientific finding leads to considerable distortion of the scientific process (according to the American Statistical Association). We review why degrading -values into 'significant' and 'nonsignificant' contributes to making studies irreproducible, or to making them seem irreproducible. A major problem is that we tend to take small -values at face value, but mistrust results with larger -values. In either case, -values tell little about reliability of research, because they are hardly replicable even if an alternative hypothesis is true. Also significance ( ≤ 0.05) is hardly replicable: at a good statistical power of 80%, two studies will be 'conflicting', meaning that one is significant and the other is not, in one third of the cases if there is a true effect. A replication can therefore not be interpreted as having failed only because it is nonsignificant. Many apparent replication failures may thus reflect faulty judgment based on significance thresholds rather than a crisis of unreplicable research. Reliable conclusions on replicability and practical importance of a finding can only be drawn using cumulative evidence from multiple independent studies. However, applying significance thresholds makes cumulative knowledge unreliable. One reason is that with anything but ideal statistical power, significant effect sizes will be biased upwards. Interpreting inflated significant results while ignoring nonsignificant results will thus lead to wrong conclusions. But current incentives to hunt for significance lead to selective reporting and to publication bias against nonsignificant findings. Data dredging, -hacking, and publication bias should be addressed by removing fixed significance thresholds. Consistent with the recommendations of the late Ronald Fisher, -values should be interpreted as graded measures of the strength of evidence against the null hypothesis. Also larger -values offer some evidence against the null hypothesis, and they cannot be interpreted as supporting the null hypothesis, falsely concluding that 'there is no effect'. Information on possible true effect sizes that are compatible with the data must be obtained from the point estimate, e.g., from a sample average, and from the interval estimate, such as a confidence interval. We review how confusion about interpretation of larger -values can be traced back to historical disputes among the founders of modern statistics. We further discuss potential arguments against removing significance thresholds, for example that decision rules should rather be more stringent, that sample sizes could decrease, or that -values should better be completely abandoned. We conclude that whatever method of statistical inference we use, dichotomous threshold thinking must give way to non-automated informed judgment.
将“统计显著性”广泛用作宣称一项科学发现的依据,会导致科学过程出现相当大的扭曲(根据美国统计协会的说法)。我们审视了为何将P值划分为“显著”和“不显著”会导致研究不可重复,或者看起来不可重复。一个主要问题是,我们倾向于从表面价值看待小的P值,但不信任大P值的结果。在这两种情况下,P值几乎无法说明研究的可靠性,因为即使备择假设为真,它们也很难被重复验证。同样,显著性(P≤0.05)也很难被重复验证:在80%的良好统计功效下,如果存在真实效应,在三分之一的情况下,两项研究会“相互冲突”,即一项显著而另一项不显著。因此,不能仅仅因为一项重复研究不显著就将其解释为失败。许多明显的重复失败可能因此反映了基于显著性阈值的错误判断,而非不可重复研究的危机。关于一项发现的可重复性和实际重要性的可靠结论,只能通过综合来自多个独立研究的累积证据得出。然而,应用显著性阈值会使累积知识变得不可靠。一个原因是,在统计功效不理想的情况下,显著的效应大小会向上偏倚。因此,在忽略不显著结果的同时解读夸大的显著结果会导致错误结论。但当前追求显著性的激励措施导致了选择性报告以及对不显著发现的发表偏倚。应该通过去除固定的显著性阈值来解决数据挖掘、P值操纵和发表偏倚问题。与已故的罗纳德·费希尔的建议一致,P值应被解释为反对原假设的证据强度的分级度量。同样,较大的P值也提供了一些反对原假设的证据,不能将其解释为支持原假设,错误地得出“没有效应”的结论。与数据兼容的可能真实效应大小的信息必须从点估计(例如样本均值)和区间估计(如置信区间)中获取。我们审视了对较大P值解释的困惑如何可以追溯到现代统计学创始人之间的历史争论。我们进一步讨论了反对去除显著性阈值的潜在论点,例如决策规则应该更严格、样本量可能会减少,或者P值应该更好地被完全摒弃。我们得出结论,无论我们使用何种统计推断方法,二分法阈值思维都必须让位于非自动化的明智判断。