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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.

2 votes

Trying to migrate from P values to CI... how to know when to reject null hypothesis?

The relation between overlapping confidence intervals and p-values is a bit tricky. Under some reasonable conditions, if two 95% confidence intervals don't overlap then the p-value for testing a diffe …
EdM's user avatar
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4 votes

Does a lower pvalue mean that test has higher power?

The burden, SKAT, and SKAT-O tests represent 3 ways to pool information from low-frequency genetic variants so that relations of genomic loci to a biologic characteristic (phenotype) can be assessed. …
EdM's user avatar
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4 votes

Correcting p-values in all vs all correlations

The biggest problem you have is that your analysis of pairwise correlations could severely limit your ability to understand the underlying issues. Seldom in biomedical research does one variable depen …
EdM's user avatar
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15 votes

Calculating p values for data that is less than 1

Remember that t-tests are based on standard errors of the means, which are smaller than the standard deviations; in your case, with 69 and 21 observations in the groups, standard errors are a good dea …
EdM's user avatar
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12 votes
Accepted

LASSO Regression - p-values and coefficients

To expand on what Ben Bolker notes in a comment on another answer, the issue of what a frequentist p-value means for a regression coefficient in LASSO is not at all easy. What's the actual null hypoth …
EdM's user avatar
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2 votes
Accepted

Is it correct to claim "equivalence" when there is no significant difference between two met...

As "equivalence testing" has a well-established meaning in statistics, you are correct that failure to reject a null hypothesis should not lead to a claim that the treatments are "equivalent" or "equa …
EdM's user avatar
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1 vote

Running tests over many samples. How to deal with many p-values?

The Bonferroni correction (or its more powerful but equally sensitive Holm modification) controls the family-wise error rate, the chance that any of your nominally significant results is a false posit …
EdM's user avatar
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1 vote
Accepted

Using repeat measurements to increase validity?

The task behind the question to which you link, for some unspecified reason, requires repeated subsampling of a random 15% of a data sample. That's throwing away 85% of the data each time. In general, …
EdM's user avatar
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1 vote
Accepted

Compare p-values of equal sample sizes: What does it mean if a p-value of kaplan-meier log r...

The page to which you linked refers to a situation with t-tests, which aren't appropriate for your survival data. Also, your effective sample size isn't just the number of carcasses but also involves …
EdM's user avatar
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0 votes
Accepted

P-value adjustment for different classes each tested individually

A lot depends on the nature of your data and your understanding of the subject matter. If it's reasonable to construct a single model for each of disease-free and overall survival among all these type …
EdM's user avatar
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1 vote

calculating significance of common genes from different comparisons

There is nothing wrong with the mechanics of the Fisher's test. It evaluates whether there is a difference in the proportions of cases among rows/columns. In your example, you have approximately equal …
EdM's user avatar
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10 votes

Is this really how p-values work? Can a million research papers per year be based on pure ra...

A substantial check on the important issue raised in this question is that "scientific truth" is not based on individual, isolated publications. If a result is sufficiently interesting it will prompt …
EdM's user avatar
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0 votes

Statistical significant difference with multiple groups

Alex (+1) has the fundamental answer: if you have categorical data the $\chi^2$ test provides a simple test of overall significance. For your data I get a p-value of 0.12, meaning that in 12% of exper …
EdM's user avatar
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5 votes
Accepted

p-values in multiple linear regression depend on number of predictors?

There are two things to consider here. First, the p value reported for an individual coefficient in a standard linear regression is based on a t-test. As that test uses an estimate of the standard er …
EdM's user avatar
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2 votes

What is the simpler experiment design and corrections I can use for an adaptative model?

As you recognize, the multiple testing with an adaptive design poses a risk of false-positive results (Type I error). You certainly do not want to continue adding cases and testing the hypothesis repe …
EdM's user avatar
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