mercoledì 22 dicembre 2010

Statistical perils

Viviamo circondati da studi statistici. Cerchiamo di capirli un po' meglio, almeno sull' essenziale.

... When we use a significance level, or alpha, of .05, we are saying that there is a chance of 1 out of 20 that our study will not replicate...

... and what does fail to replicate mean? It does not mean that next time you fail to find a result that is significant at the .05 level. It does not mean that next time you fail to find an effect of X and instead only find an effect of half of X. It means that you fail to find any effect at all! If you find any effect at all, then in the ordinary way these methods are used, you have replicated your original study...


http://econlog.econlib.org/archives/2010/12/statistical_per.html