In hypothesis testing, the $p$-value refers to the probability of seeing a result as extreme (or more so) than the one observed, given that the null hypothesis is true. When the $p$-value is small, then there is good evidence that the null hypothesis is false, since it would make the observed data ...

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How to test the significance of covariance?

I'm using the Mutual Informacion covariance in RNA sequences and I want to know if there exits a way to test if some covariance is significant, let's say, an associated p-value. Thanks to all for ...
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When can one use Hochberg's or Hommel's method for adjusting P values?

The p.adjust function in R can produce P value adjustments based on methods from Hochberg and Hommel, which are both more powerful than methods from Bonferroni and ...
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Basic methods for detecting outliers

Let $X$ be a matrix of $n$ rows and $m$ columns. $n$ is the number of samples and $m$ is the number of gene expressions. Gene expressions are basically numerical continuous values. Assume we have a ...
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Estimating the false discovery rate under the F-test statistics

We have food as a factor that can take in 3 values and 2 test scores as dependent variables. Basically, there are $k$ students who consume one of these food types before taking both tests. We want to ...
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23 views

Posterior predictive test quantities

I've been trying to figure out problem 6.2 from Gelman's book, second edition, page 192 on Bayesian data analysis. Can anyone help? a) Set up predictive test quantities to check the following ...
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40 views

Using multiple comparisons corrections in Fisher p-value framework

I am wary of stepping into the civil war between Fisher vs Neyman-Pearson interpretations of $p$-value (which has been well elucidated here and here), but I've been pondering a question that I keep ...
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A psychology journal banned p-values and confidence intervals; is it indeed wise to stop using them?

On 25 February 2015, the journal Basic and Applied Social Psychology issued an editorial banning $p$-values and confidence intervals from all future papers. Specifically, they say (formatting and ...
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21 views

Arima Models Diagnostics

I'm doing a forecasting using seasonal ARIMA method. I'm using astsa package in r and I'm testing two models that I can't decide which one is better to use than the other The ACf and PACF for the ...
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33 views

P-values adjustment with known results of some hypotheses

I ran an experiment - within-subjects design; 2 scenarios (congruent and incongruent one). In each scenario I measured overall task completion time, geo. mean of task completion time and accuracy. ...
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Convert data to TS variable in AR [on hold]

How can I convert my data to time series data in R? Firstly cpi <- read.table("y.txt", skip = 1, col.names = c("Time", "CPI")) Thanks
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91 views

My p-values increase when adding variables: is the model still valid?

Forewarning- I'm not a very advanced in regression. (Updated with 2 edits) I'm running multiple regressions with Excel and noticed that my p-values are becoming insignificant when adding more ...
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18 views

Determining the p-value of two consecutive residuals

I am performing an outlier detection test in a monthly process to detect errors (for each month I have more or less 22 business days). I am using a Simple Linear Regression model. What would be the ...
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1answer
39 views

Very stupid stats question about significance values

I have a very basic stats about significance values and p-value. Say I perform a test using 0.05 as the significnace level. Using this p < 0.05, I obtain say 20 000 significant points. Is it valid ...
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328 views

Are smaller p-values more convincing?

I've been reading up on p-values, type 1 error rates, significance levels, power calculations, effect sizes and the Fisher vs N-P debate. This has left me feeling a bit overwhelmed. I apologise for ...
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19 views

Comparing 2 insignificant p-values

I've run two t-tests, and the p-value of each is a=0.3 and b=...
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40 views

Low p-value in test of uniformity of uniformly distributed data?

First we generated 10 numbers from a $U(0,1)$ then performed a Kolmogorov Smirnov test for q uniform distribution. Why is the p-value small? ...
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32 views

computing power in R

How can I compute the power of Dixon discordancy test in R. As there are functions for many other tests like t.test, ANOVA, proportions test etc. but not for this one. Any help will be warmly ...
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1answer
33 views

Running all possible additive combinations of a linear model and averaging the coefficients

I have nine predictor variables and one response and when I run a linear model in R I'm getting negative coefficients and non-significant p-vales for essentially all the estimates. I've examined the ...
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140 views

Is the Wilcoxon test the right test to see if total donations differ?

Background: My software asks users for optional donations of any amount. I split test donation requests among users to find the best way to ask: 50% get request version 1, 50% get request version 2, ...
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32 views
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Calculating two-tailed p-value from z-score for ROC AUC comparison

I am comparing two predictive models by their bootstrapped ROC AUCs with the method originally described by Hanley and McNeil and modified for bootstrapped data by Robin et al. I'm calculating the ...
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42 views

How to interpret zero P value [duplicate]

I am doing a research on factors affecting job satisfaction, I got the following result with a zero p value. Hypothesis test, ...
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30 views

proper one-sided test for truncated distribution

I have positional segments that contain N number of mutations. Each mutation has a frequency which is determined by taking the number of reads supporting the alternate allele (r) and dividing them by ...
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21 views

How to find p value for trend in a Proportional Hazards Cox regression model?

I am running an analysis using a Proportional Hazards Cox regression models. My main interest variable is categorized and I find a significant effect only on medium category. I would like to see ...
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30 views

Finding the P Value using the Mann Whitney Test

The problem is given below Along with the picture of the ranks ![enter image description here][2] I let the first sample be $X$ and the sum of the ranks which I let $W$ be is 44. Also $n_1=6$ ...
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Association between two proportions using p-value

I have two proportions and I need to see if they are associated somehow. The null hypothesis is that they are equal. I'm using R. So I get the pooled proportion: ...
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Is p-value essentially useless and dangerous to use?

First are some background information. This article "The Odds, Continually Updated" from NY Times happened to catch my attention. To be short, it states that [Bayesian statistics] is proving ...
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minitab p-values of interactions

I am having some trouble in Minitab. I constructed a L16 Taguchi orthogonal array for 5 factors which all have 2 levels by using Minitab, and I need to check if all the interactions are significant or ...
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155 views

Why is the p-value distribution not uniform?

While learning on the q-value http://www.totallab.com/products/samespots/support/faq/pq-values.aspx I saw that, under the null-hypothesis, the distribution of the p-value is expected to be uniform. ...
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One model performs better than the other. How to measure if it is statistically significant?

So, let's say that I train two models on the same dataset. I run the experiment once and I get the following results: Using a Neural Network I get an AUC ROC of 0.941. Using Random Forest I get an ...
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How to get p-values or confidence intervals for pearson correlation coefficient when the sample is small and potentially non-Gaussian?

The p-values provided by the built-in Matlab and Pylab Pearson correlation functions are stated to be inaccurate for small sample sizes, or when the samples are not normally distributed. The python ...
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1answer
54 views

Do different units of explanatory variables affect p-values?

In multiple linear regression, does including variables with different metering units and thus values very different in dimension/size affect statistical significance/ p-values? In my model, a ...
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73 views

Best classical statistics books

This question has been asked many times before but I didnt find great references - so here's another try :) I am looking for basic statistics book that would be of the level of advanced undergrad. ...
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4answers
78 views

Interpreting high p value and low correlation value

I am trying to run regression on financial data in R. I am new to regression analysis so I am finding it to difficult to interpret certain scenarios. I have the code as follows: ...
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68 views

p value vs prediction error

In a lot of fields (like medicine) to check if a variable is related to an output is controlled if the p-value of that variable in a regression model is significant. For example: ...
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52 views

Combining p-values from multiple imputed data sets

I have created a set of imputed data sets using 'mice'. The data is longitudinal in nature, with both a longitudinal outcome and survival outcome of interest, and time-varying predictors. I conducted ...
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Alternatives to Fisher's method?

I'm using the Mann-Whitney U test to compare scores from a foreground (n ranging between 5-500) to a large background (up to 2000). Since my foreground is quite small I've been taking smaller random ...
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1answer
65 views

Manually calculating p-value for t-test: How to avoid values bigger $1$?

These two methods for calculating the p-value should be equivalent: t.test(rats.drug,mu=1.2)$p.value 2*pt((mean(rats.drug)-1.2)*sqrt(n)/sd(rats.drug),df=n-1) The ...
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1answer
174 views

Why is the difference between these two t-tests so big?

I am using a t-test to find out whether the mean of a sample ($1.05$) with a sample size of $100$ is significantly different from a given mean ($1.2$). The standard deviation should be $0.5$: ...
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663 views

What is this equation (pictured) called?

Could someone provide some Google-able words for this equation? $$Q_{\chi^2,d} = \left[2^{d/2}\Gamma\left(\frac{d}{2}\right)\right]^{-1}\int_{\chi^2}^\infty (t)^{\frac{d}{2}-1}e^{-\frac{t}{2}}dt$$ ...
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1answer
52 views

Hypothesis testing with group of stocks

I'm in a situation where I need to compute a p-value relating to the hypothesis that the mean daily return from a strategy applied to a group of stocks is different from zero. The usual way to do this ...
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10 views

P-values for random effects when using REML [duplicate]

I'm using JMP to fit a model for an unbalanced split-plot design. Because it's unbalanced, I'm using REML rather than EMS. However, I would like to get test statistics/p-values for some of the random ...
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Multiple Ancova's and adjustments to p-values

I am running about 10 Ancova's and am unsure about whether I adjust the overall p-value and then also the posthoc analyses p values. If the categorical independent factor has 3 or more levels. do I ...
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37 views

ANOVA P-value adjustments for semi-continuous data

In tests such as the Bonferroni post-hoc p-value adjustment test, convention is to correct the data with a constant, equivalent to the length (number) of pairwise comparisons that are being performed. ...
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p.adjust: concerns for FDR-adjustment where n not equal to length(p)

Specific Question: When using p.adjust to convert p-values to FDR-adjusted q-values, what are the conditions that need to be met to specify an 'n' that is not equal to length(p), where p is the vector ...
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38 views

Grasping the concept of P-value [duplicate]

I am having a hard time grasping the concept of the P-value.. I've read some of the posts in here and on internet, but one thing seem to be missing for me. Usually we look at the probability of ...
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4answers
395 views

Why do I get this p-value doing the Jarque-Bera test in R?

Doing a Jarque Bera test in R I get this result: jarque.bera.test(rnorm(85)) data: rnorm(85) X-squared = 1.259, df = 2, p-value = 0.5329 Does it mean that the ...
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3answers
187 views

glm in R - which pvalue represents the goodness of fit of entire model?

I am running glms in R (generalised linear models). I thought I knew pvalues - until I saw that calling up a summary for a glm does not give you an overriding pvalue representative of the model as a ...
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63 views

glm in R - is the pvalue for Intercept important? Which pvalue represents the goodness of fit of entire model?

I am running glms in R (generalised linear models). I thought I knew pvalues - until I saw that calling up a summary for a glm does not give you an overriding pvalue representative of the model as a ...
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1answer
37 views

Resources to understand why dependence is a problem [duplicate]

For many statistical procedures, it seems the observations must be independent. For example the observations within each group in a two-sample t-test must be independent for the standard error/P-value ...