Inference

Improving Research Through Safer Learning from Data

What are the major elements of learning from data that should inform the research process? How can we prevent having false confidence from statistical analysis? Does a Bayesian approach result in more honest answers to research questions? Is learning inherently subjective anyway, so we need to stop criticizing Bayesians’ subjectivity? How important and possible is pre-specification? When should replication be required? These and other questions are discussed.

Information Gain From Using Ordinal Instead of Binary Outcomes

This article gives examples of information gained by using ordinal over binary response variables. This is done by showing that for the same sample size and power, smaller effects can be detected

Bayesian vs. Frequentist Statements About Treatment Efficacy

To avoid “false positives” do away with “positive”. A good poker player plays the odds by thinking to herself “The probability I can win with this hand is 0.91” and not “I’m going to win this game” when deciding the next move. State conclusions honestly, completely deferring judgments and actions to the ultimate decision makers. Just as it is better to make predictions than classifications in prognosis and diagnosis, use the word “probably” liberally, and avoid thinking “the evidence against the null hypothesis is strong, so we conclude the treatment works” which creates the opportunity of a false positive.

EHRs and RCTs: Outcome Prediction vs. Optimal Treatment Selection

Frank Harrell Professor of Biostatistics Vanderbilt University School of Medicine Laura Lazzeroni Professor of Psychiatry and, by courtesy, of Medicine (Cardiovascular Medicine) and of Biomedical Data Science Stanford University School of Medicine Revised July 17, 2017 It is often said that randomized clinical trials (RCTs) are the gold standard for learning about therapeutic effectiveness. This is because the treatment is assigned at random so no variables, measured or unmeasured, will be truly related to treatment assignment.

Statistical Errors in the Medical Literature

Misinterpretation of P-values and Main Study Results Dichotomania Problems With Change Scores Improper Subgrouping Serial Data and Response Trajectories Cluster Analysis As Doug Altman famously wrote in his Scandal of Poor Medical Research in BMJ in 1994, the quality of how statistical principles and analysis methods are applied in medical research is quite poor. According to Doug and to many others such as Richard Smith, the problems have only gotten worse.

My Journey From Frequentist to Bayesian Statistics

The difference between Bayesian and frequentist inference in a nutshell: With Bayes you start with a prior distribution for θ and given your data make an inference about the θ-driven process generating your data (whatever that process happened to be), to quantify evidence for every possible value of θ. With frequentism, you make assumptions about the process that generated your data and infinitely many replications of them, and try to build evidence for what θ is not.

p-values and Type I Errors are Not the Probabilities We Need

In trying to guard against false conclusions, researchers often attempt to minimize the risk of a “false positive” conclusion. In the field of assessing the efficacy of medical and behavioral treatments for improving subjects’ outcomes, falsely concluding that a treatment is effective when it is not is an important consideration. Nowhere is this more important than in the drug and medical device regulatory environments, because a treatment thought not to work can be given a second chance as better data arrive, but a treatment judged to be effective may be approved for marketing, and if later data show that the treatment was actually not effective (or was only trivially effective) it is difficult to remove the treatment from the market if it is safe.

Null Hypothesis Significance Testing Never Worked

Much has been written about problems with our most-used statistical paradigm: frequentist null hypothesis significance testing (NHST), p-values, type I and type II errors, and confidence intervals. Rejection of straw-man null hypotheses leads researchers to believe that their theories are supported, and the unquestioning use of a threshold such as p<0.05 has resulted in hypothesis substitution, search for subgroups, and other gaming that has badly damaged science. But we seldom examine whether the original idea of NHST actually delivered on its goal of making good decisions about effects, given the data.