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> Would I be on firm statistical footing if I started looking for effects after the study, as long as I choose a p-value such that (1-((1-p)^n) < 0.05? No. For
by conistonwater 11y ago
> Would I be on firm statistical footing if I started looking for effects after the study, as long as I choose a p-value such that (1-((1-p)^n) < 0.05?
No. For one thing, how do you actually know n? If in your analysis you can make c independent binary choices, n would be on the order of 2^c. For most reasonable sequence of choices, n would be impractically large. And if you think you know n, how would you convince everyone else that your value of n is reasonable/trustworthy?
The xkcd case (which is solved by applying the Bonferroni correction) is special because there's only one test run in 20 experiments, so the correction is more straightforward.
There is a good paper about this garden of forking paths by Gelman and Loken [1].
[1] (pdf) http://www.stat.columbia.edu/~gelman/research/unpublished/p_hacking.pdf http://www.stat.columbia.edu/~gelman/research/unpublished/p_...