I'm Lee, a candidate for a master's degree in business administration in South Korea.

I'm analyzing economic data in emerging markets such as Asia, And I found that many indicators are following incumbent markets such as U.S. or E.U.

And the basis for that is the p-value in simple regression analysis between focal variables is significantly decreasing under 0.001 as the graph below.

enter image description here

It could be intuitively understandable, and too natural to make questions about it.

But I failed to find out articles that this kind of decreasing p-value can be interpreted as getting meaningful over time, especially in social science.

If you know anything about it such as the possibility for those interpretations or some related articles, I sincerely ask you to let me know.

With my best regards, Lee.

  • $\begingroup$ Welcome to Cross Validated! Is that "p" value the literal p-value from a hypothesis test? $\endgroup$
    – Dave
    Nov 29 '21 at 15:06
  • 1
    $\begingroup$ p-values say nothing about the meaning of a result. They only measure detectability of some departure from your null hypothesis. Whenever some departure exists, no matter how small, then as you continue to collect more data and include them in your testing, inevitably the p-value will tend to decrease. Perhaps that's why your literature search is turning up nothing. You can find a close analog in the analysis of power and determination of sample size. $\endgroup$
    – whuber
    Nov 29 '21 at 15:13
  • $\begingroup$ @Dave yeah! It's simple regression for hypothesis test! $\endgroup$
    – Licky
    Nov 29 '21 at 19:17
  • $\begingroup$ @whuber Thanks! What if there are the same samples and same variables, and the only difference is the year? Because the graph I attached is exactly in this condition. Moreover, a decreasing trend of p-value was found out over time. $\endgroup$
    – Licky
    Nov 29 '21 at 19:20

Its probably due to increasing sample size, which by the manual formulas we can see that the larger the sample size, the "easier" it gets to get a low p value

  • 3
    $\begingroup$ Welcome to Cross Validated! As it stands, this answer is (probably) true and obviously so...to an experienced statistician. Perhaps you can expand on why the larger sample size makes it easier to get a low p-value. $\endgroup$
    – Dave
    Nov 29 '21 at 15:49
  • $\begingroup$ @psychology student I appreciate your opinion. What I understood about p-value is p-value shows us "the possibility of exceptional events". So I thought decreasing p-value is decreasing exceptionality which means getting more meaningful and general to the explanation for phenomenons. As I mentioned in a former comment, there are the same samples and same variables, and the only difference is the year. And a dramatic change of p-value got observed either(0.9 to 0.0). $\endgroup$
    – Licky
    Nov 29 '21 at 19:22

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