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In frequentist hypothesis testing, the $p$-value is the probability of a result as extreme (or more) than the observed result, under the assumption that the null hypothesis is true.

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A question about ``frequency of p-values''

In NIST 800-22, a battery of tests for rejecting a random number generator, they present their results with 10 columns expressing the frequency of p-values (section 5.7, interpretation of results, ...
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pooling chi square p value in multiple imputation using SPSS

I want a simple method using SPSS to calculate a pooled chi square p value for multiple imputation (please I want a simplified summarized formula to use, coz I didn't know how to apply the Rubin rule)...
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1answer
30 views

Can I perform a Chi Square test comparing the one year mortality of my 160 patients versus the 108000 patients of a cohort in the litterature?

I have exactly zero experience with statistics. I was interested in comparing 1 year mortality of patients $\ge$ 60 years old versus $<$ 60 in a cohort after a specific intervention. I performed ...
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28 views

T-Test in Excel - two samples, with different number of observations [on hold]

Let us assume that we have two random samples, $X$ and $Y$, where $Y=X+Z$, so $X$ and $Y$ are dependent and have different number of observations. What is more, suppose that $X$ and $Y$ do not have ...
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1answer
22 views

Problem in accuracy when calculating p value from a 95% confidence interval

For my meta-analysis I have to obtain univariate analyses (HR, 95% CI, p value) from different studies. I came across one study with a given HR: 1.19 and 95% CI: 0.46 - 2.51. By surfing on the ...
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2answers
43 views

Does the effect size mean the expected difference between the means

I am designing an experiment and want to define the sample size. To identify this, I am setting my significance level to 0.05 and the power to 0.8. My alternative hypotheses says the two means should ...
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2answers
47 views

How to work out p-value if variances of two groups are different?

How do I work out the p value if the variance of my control and experimental group are different? I can't do the t-test anymore. How do I work the p -value out, what method? Also, my two groups are ...
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1answer
27 views

Bootstrap Confidence Interval, f-value and p-Value

I am trying to understand the intricacies of Linear Regression (1 predictor, 1 response). I am using Istanbul Stock Exchange dataset (https://www.kaggle.com/uciml/istanbul-stock-exchange) to do the ...
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33 views

P values all equal to 1 after using bonferroni or hommel

Several topics are talking about this but in my case my p values are generated differently. My p values will be calculated simulating $N$ (in this case 5000) random gene groups of size $g$ of the ...
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3answers
61 views

An oddly skewed distribution of p-values

I stumbled upon an odd result which I have difficulties to explain. In the following code, $x_1$ and $x_2$ are very similar variables. Yet the distribution of p-values for the coefficient in $x_1$ is ...
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2answers
30 views

How to determine statistical significance of mean being larger than zero?

I have a set of numbers generated by an unknown to me random distribution. When I calculate the average of these numbers, I get a number that is larger than zero. I want to know how likely it is that ...
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1answer
33 views

Derivation of t-statistic and p value of Regression coefficient

I had this question at the back of my mind for a while. Consider any data for linear regression problem. Optimization algorithm calculates the coefficients of each feature and stops when cost function ...
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1answer
78 views

Importance of p-value in real world data? Any resources to back up the viewpoint?

P-values denote statistical significance. Real world data is claims data or EMR data or any data that is not clinical trial data basically. Now, there is a world view that p-values do not hold merit ...
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1answer
39 views

Formulae for FDR values [duplicate]

Can anybody give a formula for the "FDR values"? (I write "FDR values" because strictly speaking, you don't have an FDR value for each test, but an FDR value for the whole study, but nevertheles, you ...
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1answer
16 views

Calculate critical test value required for statistical significance given sample size and alpha/

How does one calculate the critical t value that will satisfy statistical significance for a given alpha level (.05), statistical test (e.g., paired t test) and sample size? And how does one transform ...
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109 views

P-value adjustment for hierarchical / multilevel data

I'm dealing with a large data set which is hierarchical in nature, that is 1000 schools, within every school 1000 students. The dependent variable is a measure of performance. Ideally I would like to ...
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0answers
11 views

Compute p-value for very high z scores [duplicate]

For a statistical test I need to compute the p-value given a z score. I am using the Python method: scipy.stats.norm.cdf the problem is that for z score > 8, ...
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1answer
42 views

Alternatives to 2-sample Kolmogorov-Smirnov Test?

I have 2 samples with numerous repeating numbers like this: Sample 1: 1,1,1,1,1,1,2,2,2,2,2,2,3,3,3,3,3,4,4,4,4,... Sample 2: 1,1,1,2,2,2,3,3,3,3,3,3,3,3,3,3,4,4,4,4,4,... and I would like to ...
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1answer
22 views

Should I correct the p-value when testing Proportionnal Hazard assumption with cox.zph()?

When testing the Proportionnal Hazard assumption in a cox model in R, you usually use the survival::cox.zph() function. Output is something like this: ...
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1answer
41 views

2-way ANOVA multiple comparisons question

My question is about a 2-way ANOVA for an experiment. For simplicity let's say I'm using 3 methods to stimulate cells at 3 different time points, and I want to look at a resulting output variable. ...
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1answer
29 views

If someone wanted to do a meta analysis would they be able to use a publication that does not have p-values listed in the publication?

If someone wanted to do a meta analysis would they be able to use a publication that does not have p-values listed in the publication? Does a meta analysis really need a publication to have a p-value?...
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1answer
21 views

Normalization the data before applying statistical test for large sample size

From my perspective, the reason p-value of a statistical test isn't useful in large sample scenario is because it will change according to the scale. E.g. let's focus on chi-square test. In a chi-...
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1answer
43 views

calculating coefficient p-values from elastic net model in R [closed]

is there a way of reporting p-values for the coefficients from an elastic net model made using either the glmnet or caret ...
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26 views

If you are working in the paradigm of NHST, what steps should you take in response to a p value of .049?

Ignore for a moment the issues with NHST. If a study returns a p value very close to .05 (assuming this is the cutoff one is using), what are some steps one can take to ensure the results are valid? ...
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216 views

A ''significant variable'' that does not improve out-of-sample predictions - how to interpret?

I have a question that I think will be quite basic to a lot of users. Im using linear regression models to (i) investigate the relationship of several explanatory variables and my response variable ...
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2answers
185 views

Regression as a way to determine variable importance

At my work, we employ a nearest neighbor algorithm to classify records. Part of this process, of course, includes determining which features to use as auxiliary information in the algorithm. Also, ...
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33 views

How to interpret the Ljung-Box test output?

I am trying to forecast the univariate time series using two different neural networks. After training and testing, I have residuals (Actual - Prediction) with me for both networks say ...
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0answers
22 views

Derive p value from t distribution [duplicate]

I have difficulty of understanding p-value from An Introduction to Statistical Learning by Gareth James • Daniela Witten • Trevor Hastie Robert Tibshirani (2015) : 67 Consider simple linear ...
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10 views

Panel Generalized Method of Moments

I run this regression including Lag 1 of the independent variables on the instrument list, but get confused how to interpret the overall significant. Kindly assist me to check what I will use to ...
2
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1answer
27 views

Logistic Regression Z-value

In logistic regression, when we look at Z-values or p-values, are we making an assumption that statistics or coefficients of a predictor follows normal distribution? Null Hypothesis is Coeficient of ...
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1answer
68 views

What is the CDF of the Shapiro-Wilk $W$ statistic?

I am trying to understand how Shapiro-Wilk test functions. So far, I have come across the following links: How are the values in the Shapiro Wilk weight table calculated? which explains how to ...
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1answer
22 views

R: Survfit function - getting p value for a specified time period

I have been trying to find a way to get p-value for 6 months, 12 months and 5 years. ...
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1answer
50 views

Scientific source for why reporting p-values of random effects is not meaningful?

I have read a lot about why most statistical packages do not report the significance test results of random effects (e.g. here) Is there any publication about this precise topic that I could use to ...
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2answers
78 views

Are my stock returns non-normally distributed?

Hello stats community, I have a Q-Q plot for my stock returns with a sample of n=262. I drew the plot with qqnorm and qqline(qtype=8). Most of the returns, except for 3 outliers, tend to follow the ...
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1answer
72 views

Pettitt's Test for Change-Point Detection Showing P-Value Larger than 1

I am studying how to use the pettitt.test function from the trend package in R to detect change-point in a time-series. However, ...
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1answer
36 views

Logrank p-value for >2 groups

I'm reviewing a paper that includes some survival plots for patients stratified to 3 groups (low, intermediate and high value of certain parameter), with p-value given for each plot. My understanding ...
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48 views

RandomForest regression p-Value

Dear smart people of the internet, I'm currently working on a data set (a regression problem) and compare OLS vs RandomForest explanation power. Working with p-Values of those regressions would be ...
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P-values Calculation as significance (Pseudo-counts and Hypergeometric)

I am looking for a way to solve this problem I have run k-means to obtain a set of clusters with elements, some of this clusters have 1 or 2 elements in them. I use the hypergeometric function to ...
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29 views

P-Values: Pearson Correlation and T-tests

I am trying to draw some statistics out of correlation data and want to better understand two different ways in particular for determining 'significance'... I am not a statistician and have limited ...
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3answers
66 views

Black Friday Staffing

Say I am running a store and I have the daily customer count for the last 5 years. I note that the average customer count on Black Fridays is three times higher than the average for the rest of the ...
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1answer
23 views

Null hypothesis of same group means

I have 4 (different sized) groups, each group having more than 20 values. Now I have made the following hypothesis: The mean between these groups is the same and I have tested it with ANOVA getting a ...
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28 views

Pseudocounts and Hypergeometric Distribution

How can I add pseudocounts to hypergeometric distribution to calculate p-values. By Pseudocounts I mean: A pseudocount is an amount (not generally an integer, despite its name) added to the number of ...
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852 views

“Liberal” p-values?

My question is rather semantic. When a method routinely produces high p-values it is called conservative. Would you call the opposite, i.e. a method with a high type-II-error rate liberal?
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2-tailed permutation tests for obviously non-symmetric data

Intuitively, the numerator in the pvalue calculation for 2-sided permutation test involves counting the number of permuted values more extreme (either larger or smaller) than the true value. If the ...
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how to get p-values for each group in chisquare test of independence?

I got this following table using xtabs. ...
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1answer
49 views

Invert P-Value to get Confidence Interval

This is a weird problem, but please bear with me. I could use some insight. Imagine you have a black box that spits out p-values for $H_0: \theta = 0$. We'll call this black box $g(\cdot)$. Assume ...
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1answer
55 views

$p$-value Definition

I was reading Statistical Inference (2nd edition) by George Casella & Roger L. Berger when I came across a formal definition of p-value, followed by a theorem stating that Let W(X) be a test ...
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Adjusting groups of correlated tests for multiple testing in mediation models

I am interested in adjusting p values in the final outcome model of mediation analysis. I have looked up online and discussion here provides ample resources, however, I can't think of ways of directly ...
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How to verify data in a linear fit for a sensor? Experimental vs Expected data

I am trying to characterize a sensor; in which I am trying to obtain the time constant as a function of the pressure applied to the sensor. I fitted a linear trend line into this data. However, I was ...
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2answers
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Unusual Bonferroni correction

Assume my hypothesis is: "Light supports the performance of students." The experimental setting consists of two room conditions that students are randomized to. The "light" group takes a test in a ...