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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Slope analysis where one group is not normally distributed

I am currently doing analysis of five separate drug groups and their changes in levels of prescription over time. Having done linear regression on excel I am comparing the 'steepness' (m) of the ...
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Likelihood ratio tests using ML vs. REML

I am using Mixed effects models (nlme package in R) to choose the model with the best random and fixed effects. I am following the procedure of Zurr et al. (2009) ...
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Closed form solution for t-stats and p-values in multiple regression

I am trying to build a spreadsheet that will perform multiple linear regressions on a number of data series using the closed-form solution. It was fairly straightforward to write the solution for the ...
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how to calculate a p-value for a null hypothesis given a z-score

I'm new to statistics and would love help with the following: Given an iid sample $X_1,...,X_{10}$ assume that $X_i\sim N(\mu,5)$. using the one-sample test we got a z-score of $2.2$. How do I ...
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Question related to p-value

when I read Casella's Statistical Inference, the exercise 8.51 is: where (8.3.9) is $p(x)=\sup_{\theta\in\Theta_0}P_\theta(W(X)\geq W(x))$, and $W(X)$ is a statistic s.t. the large values give ...
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The abundance of P values in absence of a hypothesis

I'm into epidemiology. I'm not a statician but I try to perform the analyses myself, although I often encounter difficulties. I did my first analysis some 2 years ago. P values were included ...
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Large samples and the p-values almost zero in GEE models

I’m trying to find correlations between some environmental variables and a binary variable, berried/not berried females (rock lobster). I have 20 years of data that were sampled on a daily basis, ...
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1answer
57 views

simulate t-tests of mean differences

I would like to simulate t-tests of mean differences. I would like to simulate data based on 1) pre-specified (desired) mean difference between the variables and 2) desired t value 3) and p-value ...
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111 views

Goodness of fit chi-square test for a number of PCA components

I have been trying to carry out Principal Component Analysis (PCA) in R using the function psych::principal. However the returned $p$-value has been very low in ...
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21 views

Calculate Unpaired Welch-test p-value from 2 data sets

I am trying to calculate p-values from any two sets of numbers. I use Welch's t-statistic for sets 1 and 2, where $\bar{x}_a$ is the mean for set $a$, $\sigma^2_a$: is the variance for set $a$, and ...
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1answer
21 views

Understanding Bartlett's test from SAS

I am trying interpret the results of Bartlett's test run in SAS. This is the output I get: ...
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42 views

Can p-value = <0.05 with CI that includes 0 using chi2 in Stata?

I am doing a pretty straightforward analysis in Stata comparing proportions of respondents in 2 groups (in this case, rural vs. urban) who agree with different questions on a survey. For one of the ...
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Effect of sample size in F-test?

Having worked hard to understand the t-test, I'm rapidly falling out of love with it. All that is required in the t-test to gain significance is increase sample size, which renders it close to ...
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Post-hoc test on 3 groups comparison

I have 3 groups each with 6 values. After performing acceptable levene test for Homogeneity of Variance, I performed Anova on my data. It was significant, and I started to perform post-hoc test. The ...
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1answer
30 views

Strange two sample z test result in experiment

I performed an experiment on a virtual population wanting to see whether Vitamin C can positively affect performance on an IQ test. I gathered 80 people and grouped them into two groups of 40. ...
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1answer
48 views

Are different p-values for chi-squared and z test expected for testing difference in proportions?

I'm trying to test the difference in proportions using the z test method and chi-squared method, but am getting very different answers. Is that normal? My data: ...
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1answer
84 views

How much of your p-value do you report in a publication? [duplicate]

I know this will vary from journal to journal, but I'm working on my first publication and have had little guidance, so any personal experiences would be helpful to me. When you present your p-values ...
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1answer
168 views

Does rejection of null hypothesis in multiple regression entail causation?

We make a model of the following form: $$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 + \epsilon $$ and with $n=1,000$, $\hat\beta_1$ has a p-value <0.001. If our data and data collection meets ...
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15 views

Prop.test alternative

I want to test if the proportion estimated by (600/100000) is less than 0.6. With prop.test(600, 100000, p=.6, alt="greater", correct=FALSE), p-value = 1. With ...
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Prop.Test interpretation

I understand that I can reject null hypothesis when p-value <= 0.05 The p-value of - prop.test(85, 148, p=.6, alt="less", correct=FALSE) is p-value = 0.2619 - prop.test(85, 148, p=.6, ...
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1answer
30 views

In multiple regression, why isn't p-value sensitive to small n?

$$ y = (2,4,6,8,10) $$ $$ x_1 = (1,2,3,4,5) $$ Linear model: $$ y = \beta_0 + \beta_1x_1 $$ p-value of $x_1$: <2e-16 $R^2$: 1.00 p-value of model: <2e-16 with 1 var, 3df Why doesn't ...
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Resolve dispute over permanently latent variable?

I have data on variables ($y, x_1, x_2$), a linear model with the following form: $$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 $$ and a theoretical model that the residuals represent a latent variable ...
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How to answer skeptic who points to latent variable?

I have a linear model with the following form: $$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 $$ As $y$ is considered a "moral" behavior, I expect resistance and skepticism of the following kind: the ...
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Prove or disprove hypotheses [duplicate]

[removed, apparently its duplicated question..]
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A generalized measure of relative enrichment for elements of a contingency table [closed]

Problem: If given a matrix of counts of observations between some features (F) f1-f4 (e.g., GO terms or pathways, in rows) and genes / proteins (P) p1-p3 (in columns), what would be: A good way to ...
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Error when using mixed function in afex package on GLMM

I have been using lme4 in order to fit an overdispersion model and GLMM to my data as shown below. This seems to work fine. ...
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Choice between different robust regressions in R

I'm writing a program for evaluating real estates and I don't really understand the differences between some robust regression models, that's why I don't know which one to choose. I tried ...
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1answer
28 views

Interpretation P value one sample KS test

I have some difficulties with understanding the output of the KS test in R. Suppose I want to test whether my data follows a exponential distribution with rate 1/117.5 with a significance level ...
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1answer
72 views

Why is the p-value for Cohen's $d$ not equal to the p-value of a t-test?

I am using the package compute.es in R to calculate effect size from a $t$-test. The $t$-test is marginally significant with $p=0.05657$. When I run ...
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2answers
48 views

bias of p-value analysis in a not well fitting model

In the report http://www.stat.berkeley.edu/~breiman/wald2002-3.pdf Breiman says: Three decades ago many statisticians and quantitative social scientists were enamored of multilinear ...
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2answers
194 views

P-value in a two-tail test with asymmetric null distribution

My situation is as follows: I want, through a Monte-Carlo study, to compare $p$-values of two different tests for statistical significance of an estimated parameter (null is "no effect - parameter is ...
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20 views

Indirect inference and p-value estimation

Let there be three continuous predictor variables X1, X2, and X3. Each variable is of length n. The correlation between the variables are rho12, rho13, and rho23. There is a binary outcome variable ...
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42 views

Does a lower t-stat suggest better evidence for rejection? [duplicate]

Say I have these two models: $y = \beta_0 +\beta_1x_1 + u$ $y = \beta_0 +\beta_1x_1 +\beta_2x_2 + u$ and the $p$ value for $H_0:\beta_1 = 0 $ with $\alpha = 10\%$ for both is less than 0.001, but ...
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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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52 views

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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1answer
27 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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2answers
140 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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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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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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3answers
143 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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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
41 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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385 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 Neyman-Pearson debate. This has left me feeling a bit overwhelmed. I ...
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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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2answers
49 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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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
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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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153 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, ...