Redefine Statistical Significance Part XXII: Takeaway from the Previous 21 Parts

One more time, for the people in the back: If you are rejecting a null hypothesis based on a p-value that is just below 0.05, you are rejecting it based on evidence that is worth no more than a bare mention (Sellke et al., 2001; Jeffreys, 1939). Worse still, the evidence may actually support the null hypothesis rather than undercut it. Here are Berger & Delampady (1987) going for the jugular:

First and foremost, when testing precise hypotheses, formal use of P-values should be abandoned. Almost anything will give a better indication of the evidence provided by the data against H0 (p. 330; italics added for emphasis).

On this blog, I have tried to clarify this in an ongoing series of post: 

  1. Redefine Statistical Significance Part I: Sleep Trolls & Red Herrings
  2. Redefine Statistical Significance Part II: Caught in a Bad Romance?
  3. Redefine Statistical Significance Part III: Informed Priors and Oracle Priors
  4. Redefine Statistical Significance Part IV: A Second Demonstration
  5. Redefine Statistical Significance Part V: A Wizard Walks Into a Sauna and Starts Pawing at a Pizza…
  6. Redefine Statistical Significance Part VI: Another Nail in the .05 Coffin
  7. Redefine Statistical Significance Part VII: Bursting the Bubble
  8. Redefine Statistical Significance Part VIII: How 88 Authors Overlooked a Giraffe and Sailed Straight into an Iceberg
  9. Redefine Statistical Significance Part IX: Gelman and Robert Join the Fray, But Are Quickly Chased by Two Kangaroos
  10. Redefine Statistical Significance Part X: Why the Point-Null Will Never Die
  11. Redefine Statistical Significance Part XI: Dr. Crane Forcefully Presents…a Red Herring?
  12. Redefine Statistical Significance Part XII: A BITSS debate with Simine Vazire and Daniel Lakens
  13. Redefine Statistical Significance XIII: The Case of Ego Depletion
  14. Redefine Statistical Significance XIV: “Significant” does not Necessarily Mean “Interesting”
  15. Redefine Statistical Significance Part XV: Do 72+88=160 Researchers Agree on P?
  16. Redefine Statistical Significance Part XVI: The Commentary by JP de Ruiter
  17. Redefine Statistical Significance XVII: William Rozeboom Destroys the “Justify Your Own Alpha” Argument…Back in 1960
  18. Redefine Statistical Significance XVIII: A Shockingly Honest Counterargument
  19. Redefine Statistical Significance XIX: Monkey Business
  20. Redefine Statistical Significance XX: A Chat on P-values with ChatGPT
  21. Redefine Statistical Significance Part XXI: Edgeworth Proposed the .005 Criterion Back in 1885

The entire debate is perhaps best captured by the following moving gif (based on a CC-BY drawing from Viktor Beekman):

References

Berger, J. O., & Delampady, M. (1987). Testing precise hypotheses. Statistical Science, 2, 317-352.

Jeffreys, H. (1939). Theory of Probability. Oxford: Oxford University Press.

Sellke, T., Bayarri, M. J., & Berger, J. O. (2001). Calibration of p values for testing precise null hypotheses. The American Statistician, 55, 62-71.

Eric-Jan Wagenmakers

Eric-Jan (EJ) Wagenmakers is professor at the Psychological Methods Group at the University of Amsterdam.

Moving gif created by ChatGPT Pro based on the drawing by Viktor Beekman, available under a CC-BY license on this website.