Re: Student's t vs. z tests

2001-04-19 Thread Radford Neal

In article [EMAIL PROTECTED],
dennis roberts [EMAIL PROTECTED] wrote:

students have enough problems with all the stuff in stat as it is ... but, 
when we start some discussion about sampling error of means ... for use in 
building a confidence interval and/or testing some hypothesis ... the first 
thing observant students will ask when you say to them ...

assume SRS of n=50 and THAT WE KNOW THAT THE POPULATION SD = 4 ... is: if 
we are trying to do some inferencing about the population mean ... how come 
we know the population sd but NOT the mean too? most find this notion 
highly illogical ... but we and books trudge on ...

and they are correct of course in the NON logic of this scenario

thus, it makes a ton more sense to me to introduce at this point a t 
distribution ... this is NOT hard to do ... then get right on with the 
reality case 

I don't find this persuasive.  I think that any student who has the
abstract reasoning ability needed to understand the concepts involved
will not have any difficult accepting a statement that "this situation
doesn't come up often in practice, but we'll start with it because
it's simpler".

I have my doubts that introducing the t distribution is "NOT hard", if
by that you mean that it's not hard to get them to understand what's
actually happening.  Of course, it's not very hard to get them to
understand how to plug the numbers into the formula.

I think one could argue that introducing the z test first is MORE
realistic.  The situation where there are "nuisance" parameters that
affect the distribution of the test statistic but are in practice
unknown is TYPICAL.  It's just a lucky break that the t statistic
doesn't depend on sigma.  After seeing the z test, students will
realize how lucky one is to have such a statistic, and will realize
that one shouldn't expect that to happen all the time.  (Well, the
really good ones might realize all this.)

   Radford Neal


=
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
  http://jse.stat.ncsu.edu/
=



Re: On inappropriate hypothesis testing. Was: MIT Sexism statistical bunk

2001-03-09 Thread Radford Neal

In article [EMAIL PROTECTED],
Thom Baguley  [EMAIL PROTECTED] wrote:

Why not think of it in terms of "Could this difference be
produced by 6 players of equal ability influenced by a large number of random
factors". In that case a significance test might have some value in evaluating
the hypothesis that one group was better.

Recall that this baseball example was intended to clarify how one
should go about determining whether or not there is reason to think
that MIT discriminated against women faculty.  From your comment, I'd
guess that you think that MIT should not pay faculty based on their
actual achievements, but rather on the basis of some estimate of their
ability, disregarding "random factors".  That's an interesting
opinion, but would a policy of paying based on actual achievement (or
a noisy estimate of actual achievement) constitute discrimination?

   Radford Neal


Radford M. Neal   [EMAIL PROTECTED]
Dept. of Statistics and Dept. of Computer Science [EMAIL PROTECTED]
University of Toronto http://www.cs.utoronto.ca/~radford



=
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
  http://jse.stat.ncsu.edu/
=



Re: On inappropriate hypothesis testing. Was: MIT Sexism statistical bunk

2001-02-23 Thread Radford Neal

In article [EMAIL PROTECTED],
Rich Ulrich  [EMAIL PROTECTED] wrote:

 I agree, if you don't have "statistical power," then you don't ask
 for a 5% test, or (maybe) any test at all.  The JUSTIFICATION for
 having a test on the MIT data is that the power is sufficient to say
 something.

The reason why one should NOT do a significance test on this data, at
any level, and regardless of how much power the test would have, was 
explained by me a while ago in the post I have repeated below.

If you think there is something wrong with my reasoning, I suggest you
explain the flaw.

   Radford Neal

--

I think the statistical issue in this discussion can be boiled down to
a question of how to calculate standard errors for regression
coefficients.

What regression?  Well, there isn't one, because there isn't any data,
but the discussions seems to presuppose the possibility of data that
for each faculty member gives their salary (the response variable, y),
their gender (x1, coded as a dummy variable), and some indicator of
performance (x2).  The question is whether one has evidence that the
regression coefficient for the dummy gender variable (x1) is non-zero.
This will require computing the standard error for the estimate of
this regression coefficient.

The accepted procedure for computing this standard error involves the
sample correlation between the two predictors, x1 and x2.  When the
sample correlation is high, the standard errors for the regression
coefficients will tend to be high, making it more difficult to
conclude that the coefficient for gender is non-zero.

The procedure apparently being advocated by some posters is to perform
a test of the null hypothesis that the correlation between x1 and x2
in the population is zero, and if there is not sufficient evidence to
reject this null hypothesis, compute the standard errors for the
regression coefficients as if the predictors were uncorrelated.

I believe that this procedure is not generally accepted, for very good
reasons.


Radford M. Neal   [EMAIL PROTECTED]
Dept. of Statistics and Dept. of Computer Science [EMAIL PROTECTED]
University of Toronto http://www.cs.utoronto.ca/~radford




=
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
  http://jse.stat.ncsu.edu/
=