Linked Questions

303
votes
16answers
103k views

Is normality testing 'essentially useless'?

A former colleague once argued to me as follows: We usually apply normality tests to the results of processes that, under the null, generate random variables that are only asymptotically or ...
80
votes
9answers
18k 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 ...
97
votes
7answers
78k views

How to choose between t-test or non-parametric test e.g. Wilcoxon in small samples

Certain hypotheses can be tested using Student's t-test (maybe using Welch's correction for unequal variances in the two-sample case), or by a non-parametric test like the Wilcoxon paired signed rank ...
88
votes
2answers
8k views

Given the power of computers these days, is there ever a reason to do a chi-squared test rather than Fisher's exact test?

Given that software can do the Fisher's exact test calculation so easily nowadays, is there any circumstance where, theoretically or practically, the chi-squared test is actually preferable to Fisher'...
20
votes
6answers
47k views

Always Report Robust (White) Standard Errors?

It has been suggested by Angrist and Pischke that Robust (i.e. robust to heteroskedasticity or unequal variances) Standard Errors are reported as a matter of course rather than testing for it. Two ...
20
votes
4answers
17k views

How does a Poisson distribution work when modeling continuous data and does it result in information loss?

A co-worker is analyzing some biological data for her dissertation with some nasty Heteroscedasticity (figure below). She's analyzing it with a mixed model but is still having trouble with the ...
10
votes
6answers
4k views

How can we ever know the population variance?

In hypothesis testing, a common question is what is the population variance? My question is how can we ever know the population variance? If we knew the entire distribution, we might as well know the ...
7
votes
2answers
3k views

How to cross validate stepwise logistic regression?

I have a conceptual problem understanding how to cross validate stepwise logistic regression. Every time the training set is divided it is very likely that different features are chosen based on the ...
6
votes
3answers
768 views

What is the best method of reporting multiple tests of equivalence?

I am doing a study which will involve multiple tests of equivalence. Is there a standard table for reporting such results? EDIT with more detail: It is a longitudinal study with 5 time points. Our ...
7
votes
1answer
3k views

Clustered standard errors and multi-level models

Stata allows estimating clustered standard errors in models with fixed effects but not in models random effects? Why is this? By clustered standard errors, I mean clustering as done by stata's ...
3
votes
1answer
4k views

Fisher's exact test vs chi-squared

I've been trying to figure out the correct way to calculate the p-value for my data. I originally created a simulation that randomly selected numbers that were greater than or less than a certain ...
1
vote
1answer
1k views

Correction of p-values for multiple regression models with multiple comparisons

I was asked to do a correction of p-values for my analyses, but I'm not sure what p-values I am to correct, and presuming I'm using Bonferroni, what is the number that I am dividing the .05 level with....