Which fortune is this? :) Dennis
On Fri, May 7, 2010 at 10:08 AM, Charles Annis, P.E. < charles.an...@statisticalengineering.com> wrote: > Please let me quote an eminently sensible person, who observed that ... > > "p-values are dangerous, especially large, small, and in-between ones." > - Frank E Harrell Jr., Prof. of Biostatistics and Department Chair, > Vanderbilt University > > > > Charles Annis, P.E. > > charles.an...@statisticalengineering.com > 561-352-9699 > http://www.StatisticalEngineering.com > > > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On > Behalf Of Robert A LaBudde > Sent: Friday, May 07, 2010 12:29 PM > To: Duncan Murdoch > Cc: r-help@r-project.org; level > Subject: Re: [R] P values > > At 07:10 AM 5/7/2010, Duncan Murdoch wrote: > >Robert A LaBudde wrote: > >>At 01:40 PM 5/6/2010, Joris Meys wrote: > >> > >>>On Thu, May 6, 2010 at 6:09 PM, Greg Snow <greg.s...@imail.org> wrote: > >>> > >>> > >>>>Because if you use the sample standard deviation then it is a t test > not > a > >>>>z test. > >>>> > >>>> > >>>I'm doubting that seriously... > >>> > >>>You calculate normalized Z-values by substracting the sample mean and > >>>dividing by the sample sd. So Thomas is correct. It becomes a Z-test > since > >>>you compare these normalized Z-values with the Z distribution, instead > of > >>>the (more appropriate) T-distribution. The T-distribution is essentially > a > >>>Z-distribution that is corrected for the finite sample size. In > Asymptopia, > >>>the Z and T distribution are identical. > >>> > >> > >>And it is only in Utopia that any P-value less than 0.01 actually > >>corresponds to reality. > >> > >> > >I'm not sure what you mean by this. P-values are simply statistics > >calculated from the data; why wouldn't they be real if they are small? > > Do you truly believe an actual real-life distribution accurately is > fit by a normal distribution at quantiles of 0.001, 0.0001 or beyond? > > "The map is not the territory", and just because you can calculate > something from a model doesn't mean it's true. > > The real world is composed of mixture distributions, not pure ones. > > The P-value may be real, but its reality is subordinate to the > distributional assumption involved, which always fails at some level. > I'm simply asserting that level is in the tails at probabilities of > 0.01 or less. > > Statisticians, even eminent ones such as yourself and lesser lights > such as myself, frequently fail to keep this in mind. We accept such > assumptions as "normality", "equal variances", etc., on an > "eyeballometric" basis, without any quantitative understanding of > what this means about limitations on inference, including P-values. > > Inference in statistics is much cruder and more judgmental than we > like to portray. We should at least be honest among ourselves about > the degree to which our hand-waving assumptions work. > > I remember at the O. J. Simpson trial, the DNA expert asserted that a > match would occur only once in 7 billion people. I wondered at the > time how you could evaluate such an assertion, given there were less > than 7 billion people on earth at the time. > > When I was at a conference on optical disk memories when they were > being developed, I heard a talk about validating disk specifications > against production. One statement was that the company would also > validate the "undetectable error rate" specification of 1 in 10^16 > bits. I amusingly asked how they planned to validate the > "undetectable" error rate. The response was handwaving and "Just as > we do everything else". The audience laughed, and the speaker didn't > seem to know what the joke was. > > In both these cases the values were calculable, but that didn't mean > that they applied to reality. > > ================================================================ > Robert A. LaBudde, PhD, PAS, Dpl. ACAFS e-mail: r...@lcfltd.com > Least Cost Formulations, Ltd. URL: http://lcfltd.com/ > 824 Timberlake Drive Tel: 757-467-0954 > Virginia Beach, VA 23464-3239 Fax: 757-467-2947 > > "Vere scire est per causas scire" > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
