Perhaps, if we statisticians could loosen up our obsessive/compuslive,
anal-retentive natures a little (I have one, too, and it is very common in math
so don't get mad), we might agree that what the programs are giving is "the
minimum value at which significance level could be set and still achieve a
statistically significant finding in our analysis."  Thus, calling the p-value a
"significance level" shouldn't be too offensive to our sensibilities.  :-)

Keep smiling.  I confuses your adversaries and encourages your friends.

Tom Gatliffe
Rocky Flats Environmental Technology Site
(My opinions expressed here are not necessarily those of my equally misguided
management.)


Jan de Leeuw wrote:

> Live is not simple. The term "observed significance level" or "achieved
> significance level" is fairly standard in statistics. It's basically
> the p-value. For a precise definition, see Efron and Tibshirani,
> Introduction to the Bootstrap, p. 203.
>
> The quotation of A. Lincoln merely gives one side in the age-old
> realism - nominalism debate. H. Dumpty would disagree.
>
> At 2:49 PM -0500 1/29/00, Donald F. Burrill wrote:
> >On Sat, 29 Jan 2000 [EMAIL PROTECTED] wrote:
> >
> >  > In a message dated 1/29/2000 1:54:04 PM Eastern Standard Time,
> >  > [EMAIL PROTECTED] writes:
> >  >
> >  > > Of course not.  Significance level cannot be computed:  it is an
> >  > >  arbitrary choice of the investigator (or the analyst).
> >  >
> >  > I think there is a semantical misunderstanding here.
> >
> >       Precisely.  That was the point of my response.
> >
> >  > Significance level may be computed for a given numerator degrees of
> >  > freedom, denominator degrees of freedom, and observed value of F.
> >
> >This is not true.  What you can COMPUTE is the probability that the
> >observed value of F (or greater) would occur if the null hypothesis
> >(of no differences among any of the population means, which is consistent
> >with an F value of 1) were true.
> >
> >  > Generally, investigators set a significance level which their, say,
> >  > regression coefficients must meet.  That's different.
> >
> >No, it is not.  Same principle, applied to different parameters.
> >
> >  > I found several web pages which compute significance level.  For
> >  > example, see site http://www.cytel.com/statable/
> >
> >You can find all sorts of damfool things in the world if you look hard
> >enough.  That you found one (or even several) doesn't mean it's right.
> >Even respected statistical packages err on this point:  SPSS, for
> >example, routinely uses the label "Sig." when what is reported is "p".
> >  What these routines compute is not in fact significance level, it is the
> >observed probability value corresponding to the value of F (or t, or z,
> >or whatever) one supplies.  Useful only for determining whether a
> >particular result meets the significance level chosen by the investigator
> >or analyst.
> >       I am reminded of the conundrum attributed to A. Lincoln:
> >"If you call a tail a leg, how many legs does a horse have?"  His answer:
> >"Four.  Calling a tail a leg doesn't make it one."
> >  Just so.
> >               -- DFB.
> >  ------------------------------------------------------------------------
> >  Donald F. Burrill                                 [EMAIL PROTECTED]
> >  348 Hyde Hall, Plymouth State College,          [EMAIL PROTECTED]
> >  MSC #29, Plymouth, NH 03264                                 603-535-2597
> >  184 Nashua Road, Bedford, NH 03110                          603-471-7128
> >
> >
> >
> >===========================================================================
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> >
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>
> ===
> Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
> US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554
> phone (310)-825-9550;  fax (310)-206-5658;  email: [EMAIL PROTECTED]
>     http://www.stat.ucla.edu/~deleeuw and http://home1.gte.net/datamine/
> ============================================================================
>           No matter where you go, there you are. --- Buckaroo Banzai
> ============================================================================
>
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