3 ms·
> why not simply require a p value of 0.001 instead of the 0.03 the paper used? That is the proper response to a low prior probability, in general, yes. More
by bzbarsky 7y ago
> why not simply require a p value of 0.001 instead of the 0.03 the paper used?
That is the proper response to a low prior probability, in general, yes.
More to the point, in an ideal world the p value one picks as the significance criterion should somehow capture both the state of prior knowledge and the consequences of reaching the wrong conclusion. If it really doesn't matter what you conclude, p=0.5 (not a typo: 1/2) is fine. If the conclusion really matters for something important, p=0.03 is likely too high.
Most published research that does significance testing seems to have no particular discipline for picking their threshold p values other than cargo-culting, unfortunately.
> the sample size is small (n=57), and small samples are a lot more likely to give extreme results.
That's already captured in the p value, no? That is, the sample size is already part of the computation of the p value. If you come out with p=0.03, then that means that if the null hypothesis holds in 3% of cases you'd see your observed results, whatever size your sample is. I'd genuinely like to understand why you feel there is a qualitative difference between n=1e4, p=0.03 and n=1e2, p=0.03, because I feel like I'm missing something there.
(Now it's a lot easier to get p=0.001 with n=10000 if your effect is real than it is with n=57. So in that sense, having larger samples helps. Having a larger sample _might_ also help with the "I tried a bunch of experiments until I got one that tested significant" problem, if it's genuinely harder to do a larger-sample experiment. Of course people could also apply a Bonferroni correction, but most practitioners of statistical testing don't seem to realize it exists or might be needed...)