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 ...
0
votes
3answers
33 views
Clustering mixed variables in SAS
I have following variables in my dataset:
Working hours (numerical:ordinal)
Effectiveness (categorical:ordinal ; 4 values-> (poor,average,good,best))
Satisfaction (categorical:ordinal ; 4 values-> ...
2
votes
1answer
42 views
Distribution of p-values from multiple experiments
My experimental setup is the following:
compute an optimal solution $S$ to problem $A$ on instance $I$,
evaluate test statistic $f(S)$,
compute $f(S_i)$ for $S_i$ $(0 \leq i \leq n)$ drawn from a ...
0
votes
2answers
56 views
Correlation vs measure of independence
So I have some data of which I'm looking at two different metrics, the first being "how sick a person is (higher = sicker)", and the second being "the presence of adverse events", and I've run 20 ...
2
votes
1answer
58 views
Fisher's method for combing p-values - what about the lower tail?
I have a bunch of independent p-values and now I want to combine them using the Fisher's method. Each of the individual p-values is coming from a one-sided test. I am just a little bit confused about ...
0
votes
1answer
49 views
How to compare powers of two tests based on their p-values?
Suppose we are testing null $H$ versus $K$. Here $H$ and $K$ are viewed as two disjoint sets of distributions of sample $X$
Given a sample $X$, one test rule rejects null if and only if $T_1(X) \geq ...
2
votes
0answers
35 views
Is the p-value still uniformly distributed when the null hypothesis is composite?
When the null hypothesis is simple (i.e., has only distribution of the sample) and the only distribution of the sample is continuous, the p-value can be shown to be uniformly distributed over (0,1).
...
2
votes
1answer
55 views
Fitting data to gamma distribution to find score which corresponds to pvalue < 0.05?
I have data of size 116.667 rows defined as:
...
3
votes
0answers
164 views
Ratios of means - statistical comparison test using Fieller's theorem?
I would really appreciate any suggestions with the following data analysis issue. Please read till the end as the problem at first may appear trivial, but after much researching, I assure you it is ...
1
vote
1answer
57 views
Z test of coefficients of output?
I have fitted a certain ARMA model and got the following output:
As you can see, some coeff were set to zero and the focus is on the ma5 coeff and the intercept. To be exactly, the ma5 coeff is ...
2
votes
0answers
40 views
Is the p-postulate true?
The p-postulate is the notion that equal p-values provide equal evidence against the null hypothesis.
Royall, R. N. (1986). The Effect of Sample Size on the Meaning of Significance Tests, The ...
0
votes
0answers
14 views
How to find P-value of Mutual Information Correlation (MIC) in R?
With reference to the article.
I have a query regarding p-value calculation.
For example, I have MIC strength value 0.1643 with sample size 30 and the rest parameters are default. As authors given ...
1
vote
2answers
62 views
Hypothesis Testing
A Lab has been asked to evaluate the claim that drinking water in a
local restaurant has a lead concentration of 6 parts per billion
(ppb). Repeated measurements follow a normal distribution ...
4
votes
2answers
117 views
R p-value half to SPSS rANOVA
I have done rANOVA in SPSS and then in R and got two different p-values from the same model. While SPSS gives 0.032, R gives 0.0162, which when rounded is a half. Other data are exactly the same.
1. ...
3
votes
1answer
108 views
P value and confidence interval for two sample test of proportions disagree
I'm using R to calculate the two-sample test for equality of proportions, where the two proportions are 350/400 and 25/25. So:
...
0
votes
1answer
56 views
p-value of an Average Correlation Coeficient
I have several Pearson correlation coefficients with their corresponding p-value. But I need an Average Correlation Coefficient. To calculate it, I've used the Fischer z transformation mentioned here ...
24
votes
5answers
958 views
Regarding p-values, why 1% and 5%? Why not 6% or 10%?
Regarding p-values, I am wondering why 1% and 5% seem to be the gold standard for "statistical significance". Why not other values, like 6% or 10%?
Is there a fundamental mathematical reason for ...
0
votes
1answer
45 views
How to perform randomization test for categorical data and/or chi-square?
I am very newbie in statistics and I my problem is as follows:
I have a total set of 20,000 categorical observations (this is my whole dataset, say DATA1) which has a certain proportion of "yes" and ...
1
vote
1answer
104 views
Understanding the p-value in Spearman's rank correlation
I have some pairs of datasets (n=200 or thereabouts), of samples which are non-negative and not normally distributed. I think these pairs of variables are related, ...
1
vote
0answers
47 views
Taking average of linear regression results
Say I have a very large sample of observations, like a thousand of them, and I want to do (multiple) linear regression on them, i.e., regressing the response variable on the predictors. Now instead of ...
0
votes
0answers
33 views
computing a p-value for bootstrapped-mean difference [duplicate]
I have read a number of times about computing p-values in bootstrapping.
Unfortunately, I could not use none of them.
Maybe you can help me, please?
I obtained 10000 bootstrap resamples of the ...
0
votes
1answer
181 views
How to derive p-value from standard error between two group means?
Data was collected on binary variable and continuous variable. The binary variable represents two groups.
Group 1 has a sample size $n_1$ and mean $\mu_1$ on the continuous variable
Group 2 has a ...
1
vote
0answers
53 views
Which value is the p-value?
It's a right-tailed Population Proportion test. The critical value is 1.645 and the calculated test statistic is -1.14. The area from minus infinity to -1.14 is 0.1271.
The question is, since it's a ...
0
votes
0answers
29 views
Can significant relationship be used with significant difference at same time?
Usually I read about either testing for significant relationship or significant difference but can they used both to prove something? For example, assume a shop wants to compare its profits per month ...
0
votes
0answers
12 views
Mixfdr penalization parameter
I'm trying to use mixfdr in a simulation of p-values but sometimes the search for the penalization parameter spits out an error and shows some matrix entries to be infinite:
...
0
votes
0answers
24 views
How to prove that the east teams are higher in the ranking that west or vise vera?
If we want to compare the rankings of teams that are from east or west, how can we show that east or west have higher rankings than other?
Example
...
0
votes
1answer
83 views
How to combine p values?
I have three datasets A, B and C. A and C can construct a contingency table, and I can get a p value (pValue1) with Fisher Exact Test. B and C can construct another contingency table, and I can get ...
1
vote
2answers
137 views
R linear regression test hypothesis for zero slope
I'm working with some data and I used R to the a linear regression model Y = aX + b.
The code I used was
summary(lm(Y~X))
What I ...
2
votes
2answers
148 views
Interpreting p-values
I am a little confused about what p-values mean under Fisher's signficance testing & Neyman-Pearsons hypothesis testing.
Fisher uses p-values as a continuous measure of evidence against a null ...
1
vote
2answers
125 views
Why are the number of false positives independent of sample size, if we use p-values to compare two independent datasets?
If I run the R code below, it will generate two independent vectors then test them to see if they are related in some way (i.e. p-value < 0.05).
If I repeat this 1,000 times, then 50 of these (5%) ...
3
votes
1answer
78 views
p-values for p-values?
For the purpose of this post, accept that there is some critical threshold below which a finding is declared to be statistically significant.
The p-value is a statistic because it is a function of ...
1
vote
0answers
69 views
Test the combined hypothesis “X is correlated with Y and is uncorrelated with Z”
If I have 3 variables, X, Y and Z, what statistical approach might I use to ask the question "is in population X correlated with Y but is uncorrelated with Z"?
Obviously, I can assess if X is ...
0
votes
0answers
23 views
p-value variation in spectral analysis
I am using the R function specdens from the package bootspecdens to compare spectral densities for two series. For the two series, the p-value was 0.321, then 0.372, and finally 0.346. I know that the ...
1
vote
0answers
53 views
Test for whether a change is different in direction for subgroups?
I have a (large) population on which I randomly split into groups, and subjected one group to an experimental condition (call it change A) which demonstrated a significant improvement in a target ...
2
votes
0answers
160 views
p-values for all lags in a cross-correlation calculation
I am testing the lead-lag relationship among two variables with cross-correlation function (CCF) by SPSS. however, SPSS computes CCF coeficient for all defined lags, but it does not determine the ...
0
votes
1answer
216 views
how to bootstrap p-value in ttest in Stata?
Suppose I need to run ttest bhar12=0 and the output comes as:
...
1
vote
1answer
105 views
How can I convert a q-value distribution to a p-value distribution?
Let's say I have a vector of q-values, which allow for handling multiple hypothesis testing by controlling the false discovery rate. Usually, these q-values will be generated from a distribution of ...
3
votes
2answers
131 views
Can you justify this very common (but seldom discussed) treatment of $p$-values?
This is a question about a seemingly illogical approach to hypothesis testing and p-value interpretation that I find almost universally endorsed. I’ll cite the answers at Can I trust ANOVA results ...
1
vote
1answer
197 views
Interpreting $R^2$, F-statistic & p-value of a model
From p. 277 of R Cookbook:
Let's say I have a R model lm(formula = y ~ u + v + w) and the
Summary() shows:
Multiple R-Squared: 0.4981, Adjust R-Squared: 0.4402 F-statistic:
8.603 on 3 ...
2
votes
1answer
61 views
What is the distribution of q-values under the null
It's well known that under the null hypothesis, the p-value has a uniform distribution. However, how can we determine the distribution for q-values (false Discovery Rate adjusted p-values)? I guess it ...
1
vote
1answer
91 views
Finding parameter $p$ of the Bernouilli distribution which is exactly 99% significant
I ran some experiments first. Afterwards, I looked for the parameter $p_{max}$ for which I can claim the chance a matrix has the ESP-property is $p_{max}$ or lower to a significance of exactly 99%. Is ...
1
vote
1answer
178 views
P-value for multiple regression changes as more points are added
I am working on a multiple regression model that will forecast the value of loans being granted within the current month.
The data points are broken down per day ( Jan will have 31 data points etc) ...
0
votes
1answer
242 views
How to compute p-value from a permutation test?
I'm running a series of permutation tests inside 2 for loops (2 for loops will calculate some new data and then this data will be shuffled and then i apply a linear regression based on the shuffled ...
1
vote
1answer
456 views
Interpreting p-value significance from Pearson correlation
I used matlab corr() function to identify correlation of 236 samples. Pearson correlation is selected, and the output return r and p-value. Two sets of samples returned different r & p-value. May ...
3
votes
2answers
176 views
Kaplan-Meier p-values
I have breast cancer trial data where, for subgroups 1 and 2, two treatment arms are being compared. The results are:
For subgroup 1, N=33, median survival in ...
8
votes
1answer
250 views
Unknown p-value calculation
I was recently debugging an R script and I found something very weird, the author defined their own p-value function
...
2
votes
3answers
678 views
How should I interpret the p-values (i.e. t-tests) in regressions, and can I use them for feature selection?
I'm trying to do an OLS regression with several independent variables, and want to better understand how to interpret the p-values from doing the t-tests on the independent variables within my ...
7
votes
1answer
436 views
Is significance of the p-value reliable with extremely small sample sizes?
As I'm completely new to statistics and clinical trials, I would ask you for help and clarification.
Let's assume we have 2 really small samples (each of n = 2, or so) derived from two normally ...
2
votes
3answers
81 views
Significant differences and related variables
I am reading a paper in which a statistical difference has been found between two treatment groups for a variable A (p=.05), but not for variables B (p=.06) and C(p=.06), even though A=B-C. Is this ...
10
votes
3answers
785 views
Interpretation of p-value in hypothesis testing
I recently came across the paper "The Insignificance of Null Hypothesis Significance Testing", Jeff Gill (1999). The author raised a few common misconceptions regarding hypothesis testing and ...
2
votes
0answers
32 views
Comparing effectiveness of various treatments over control via matched pairs
Imagine this experiment: assume that I have two sets of twins. For the first pair of twins, I keep one as a control, and the second twin I give drug A. For the second pair of twins, I keep one as a ...
