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Questions tagged [p-value]

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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Highly significant t-test statistics, any way to correct this?

I have been performing several paired t-test, where I test whether the sample means are different between two groups. For all of my tests (approx. 30), which all carries 13-14,000 observations, I ...
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how to interpret factor analysis results

I’ve just recently started using r and I’m also new in factor analysis and I’m struggling a little understanding the results I’m getting. I used factanal() function and this is the results I got: With ...
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Durbin-Watson Test and p-value

What should I do if the p-value in Durbin-Watson test is zero (using R)?
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Non significant intercept but significant coefficients in mixed effect modelling

I am using mixed effect models to predict a time series of data. I am using lmertest() in R to overload lmer() to gain p values via Satterthwaite approximation. The general model for each formula in R ...
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p-value histogram of two-sample poisson tests on simulated data

I have two vectors (a and b), which are each a sample of n = 10000 from the poisson distribution with lambda = 10. ...
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36 views

Interim analysis: probability of stopping

Say we do some time-varying study. We check yearly if early stopping is necessary, which is done via interim analysis (O'Brien-Fleming stopping boundaries). The 4 p-values for stopping in 4 ...
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How should I present small p-values? [duplicate]

I have generated 4 p-values using a t-test. The problem is, they are very small. e.g. P (1.1636E-05) < 0.05 What is the best and most professional way to report these values, especially the E-05 ...
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t-test -> validity?

As I had a meeting with my supervisor for my thesis write up she did mention 3 techniques to add for my data. a) Cronbach's alpha for the reliability b) t-test for the validity and c) correlation ...
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How estimate difference between environmental variables in two groups through R? [closed]

I am analysing two groups of patients divided into two groups from hierarchical cluster analysis. I have several environmental features across patients belonging to the two groups and I would like to ...
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39 views

How to calculate poisson approximation?

I have a p-value definition as follows and I would like to implement it. The values of n1, n2, n3, n4, n5 and N are as follows. n1 = 102 n2 = 95 Calculating λ: ...
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Comparing the performance of two algorithms with Wilcoxon Signed-Rank Test

I have two algorithms A and B which have to compute a solution to some problem. Each solution is given some objective value ...
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23 views

How does software calculate exact p-values [duplicate]

I have calculated my t-value = 2.588 and the number of degrees of freedom is df=8. Looking up the t-value in a t-distribution ...
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Best statistical method should I use to calculate p value?

I'm comparing two different populations with unequal variances and non normal distributions using python. For sample #1 I'm drawing a random sample of n=30 from a population of 200. For sample #2 I'...
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How to compare two small sample proportions using R?

All the data is in the attachment below& The question is: Do these data provide convincing evidence that there is a difference in how good people are at recognising the backs and the palms of ...
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Verify that data have property $X$ with hypothesis testing

In data analysis, one usually need to verify that data have property $X$ before applying method $Y$, which takes $X$ as a prerequisite. To illustrate, possible values of $(X, Y)$ include $(\text{...
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Correct approach to define a null distribution by resampling?

I am trying to devise a test for significance by resampling from my data. The data consists of 60 individuals, grouped in 6 populations (10 per population). There are about 9,000 genes as ...
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STATA: Demean and Detrend after Dickey-Fuller do not reduce p-value to insignificant levels

Please see below the process I have followed in STATA and help me understand whether I have done it correctly. The issue is that after de-mean-ing and de-trend-ing time-series (after Dickey-Fuller) ...
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1answer
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“A property holds if it cannot be rejected”

Most examples in my Time Series Analysis slides and Multivariate Analysis textbook (Applied Multivariate Statistical Analysis, 6th Edition) conduct a hypothesis testing on data's normality, or zero ...
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Interpretation of p-values in multiple regression output

I have data from a survey where I collected demographic information and quiz scores from college students. I ran backward model selection to determine which of my variables affect knowledge. My best ...
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Are the Peason's chi-square test and the -2-log likelihood ratio chi-square test expected to give different p-values?

I am trying to calculate a p-value after fitting a distribution to some data. In one way, I use the Pearson's chi-square test and get a p-value=0.369. I then use the log-likelihood ratio method and ...
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Do p-values indicate a higher level of significance even when $\alpha$ is set arbitrarily?

If you set an arbitrary level of significance $\alpha$ to be some value and subsequently you do an experiment and find that your p-value is significantly less than $\alpha$, is it true that if your p-...
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Testing interaction terms individually and simultaneously

I am currently testing two interaction terms individually in OLS regressions. Both interaction terms are significant (p < .5) when tested individually (i.e., two regression equations, one for each ...
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Is there a difference in finding p-value using likelihood ratio vs minimum deviance statistic?

I am trying to fit my data to a distribution and find the fit parameters and associated p-value. If I use the -2-log likelihood ratio, or G-test, vs the minimum deviance method, will I get different p-...
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P value of an empirical distribution from 500 Bootstraps

I have a time series, on which I calculated the outperformance of a trading system over the market, in order to get the mean hourly excess return of this strategy (the returns of the active strategy - ...
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1answer
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Multiple Linear Regression - p value equal to NA

I have the problem that my p-value is always NA. I am making a Multiple Linear Regression in R. I have panel data for the period 2008-2018. One dependent variable (y) and 16 independent variables (x1-...
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Single summary statistic and p-value for a large number of correlated tests

I have several thousand measurements from an experiment, $\rho_i$, which are correlated. I can compute p-values $\Pr(\rho{>}\rho_i | \mathbf {H_0}_i)$ for each measurement by monte-carlo sampling ...
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Understanding p value

Hi i have seen few videos and read some articles as well but i am still confused, i'll trying quoting the example i saw. Helen sells chocolate nutties which claims to have 70gm or more peanuts in a ...
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Conclusions from combination of P value and Effect size

Limitations of P values are being increasingly highlighted in recent literature (e.g. here and here). To evaluate results of unpaired t-test, following is an approach combining P values and effect ...
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name for histogram of nominal p-values under the null

To evaluate a statistical test or means of generating frequentist confidence intervals, it makes sense to repeatedly simulate data for which the null is true and then compute the nominal p-value, and ...
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1answer
21 views

How to interpret $F > F_{\rm crit}$, but $p > \alpha$

My F is greater than F critical, while P-Value is 0.99 greater than alpha (0.05) which one should I consider the P value or F statistic, rejecting the Ho: I am confused. Edit: $$ \begin{array}{ccc} \...
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Why $\alpha$-level confidence interval consists of hypotheses under which p-value is larger than $1 - \alpha$?

I have read in an old paper that "Typically, an $\alpha$-level confidence interval consists of those hypotheses under which the $p$-value for the experimental outcome is larger than $1 - \alpha$". If ...
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1answer
86 views

Significance of correlation with range restriction in x

Background Range restriction can happen in various study designs and it affects the results of bivariate correlation or in multiple regression, for example. In some cases the range restriction may be ...
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Why are the cut-offs used for Bayes factors and p-values so different?

I am trying to understand Bayes Factor (BF). I believe they are like likelihood ratio of 2 hypotheses. So if BF is 5, it means H1 is 5 times more likely than H0. And value of 3-10 indicates moderate ...
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Dunn's test: is it appropriate to use p-values to interpret relative between group similarity

For a set of data that I collected, I used the Kruskal-Wallace test to determine whether there were between-group differences in the parameter I measured. It returned a significant result, so in order ...
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How does one evaluate a null hypothesis of an absolute value of a parameter?

Say I am evaluating a null hypothesis such that H0: |p| = 1 Ha: |p| < 1 And want to understand how this differs in implementation and evaluation from the test: H0: p = 1 Ha: p < 1 Is this ...
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1answer
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Chi-square based tests tending to zero for large sample sizes [duplicate]

I think I have some misconception about chi-square based tests such as Pearson's test or McNemar's test. The way the tests are defined, the test statistics produced by the formulas are not stable ...
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Question regarding Taleb's meta-probability of p-values

There has been one question here regarding Taleb's article The Meta-Distribution of Standard P-Values. I have a somewhat different question, at the very end of the article Taleb claims that: • One ...
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Strings coming from distinct distributions

I have a binary classification problem. Two distinct classes of strings are available. The strings are of fixed size and made of three different characters only. I have around $10000$ instances of ...
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365 views

Understanding p-values using an example

Definition of p-values: A p-value is a probability that provides a measure of the evidence against the null hypothesis provided by the sample. Smaller p-values indicate more evidence against null ...
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1answer
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Effect size for linear models

I´m running simple linear models in R y~x but always got a really small R², although the p-Value always shows significance!. Now I wanted to calculate an effect size because I want to know whether ...
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Does a high Chi square p-value for a whole model mean it is insignificant if likelihood ratio tests indicated variables should be added?

I've been estimating lots of versions of the same model by incrementally adding variables. With some variables, if I add them to the model, the likelihood ratio test indicates that they are ...
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1answer
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difference in test statistic and p-value R and Python script

I am trying to compute welch's t-test statistic and p-value manually for educational purpose. I have written a function for welch's t-test as follows, ...
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Interpreting $p$-values and Chi square when variables are added to a model in maximum likelihood estimation

I'm running a maximum likelihood estimation (probit) and I'm experimenting with adding additional variables, walking the bias-collinearity tightrope. Please could someone explain to me intuitively ...
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22 views

Null and alternative distribution of test statistic

This question is based on this paper. I am trying to find out whether two samples ($S_p$~$P^n$ and $S_Q$~$Q^m$ ) are drawn from the same distribution. So my $H_0: P=Q$ and $H_1: P \neq Q$. I have also ...
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Calculating empirical p-value for Anderson-Darling test

I have the data $x_1,\ldots,x_n$. First, I fit the stable distribution to this data and obtain a vector of estimated parameters $\hat{\theta}$. Now, I want to use Anderson-Darling test for stable ...
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3answers
426 views

What is the interpretation of the p-value of 2.2e-16? [duplicate]

I am a beginner in using Wilcoxon test to get the p-value. After applying the test to my data, I got the p-value < 2.2e-16. Does that mean that the samples I have are significantly different from ...
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1answer
38 views

Which p-value is being used in my prop.test?

What is the p-value for each individual test in my prop.test function? (See code below). When doing multiple testing (k = 10 000 tests in this case), I want to find the alpha for each individual test ...
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How to determine predictor importance at each level of an HLM model

I am working with a Hierarchical Linear Model (HLM). I want to determine which predictors are important at each level of the data. Across different hierarchical levels the fixed effects along with the ...
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1answer
22 views

Forward Model Selection Using p-value

I know that it is not advised to use the p-value as the criterion in practice, but I am not asking about that. I am wondering how this p-value would actually be calculated. In other words: Forward ...
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1answer
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About alfa and p

Please, help me clarify something that is driving me crazy. If the significance level alpha of my test say the "percentage" in which I might be "wrong" in finding that I can't reject the null ...