In article <[EMAIL PROTECTED]>, Jerry Dallal <[EMAIL PROTECTED]> wrote: >Radford Neal wrote:
>> In article <[EMAIL PROTECTED]>, >> Jerry Dallal <[EMAIL PROTECTED]> wrote: >> > ... I make the point on my web page that P values make sense >> >only in the context of fixed level testing. Otherwise, you leave >> >yourself open to Harold Jeffrey's criticism that those who do >> >hypothesis testing act on the basis of rare events that they don't >> >see. If one says only that the P value is the probability of seeing >> >results as or more extreme than what was observed, one leaves one's >> >self open to the question, "Why should I care about the probability >> >results I haven't seen?" >> I think you can't avoid this criticism so easily. The levels of the >> tests that you are using to determine the p value are determined by >> what these tests would do if the data had been other than what you saw, >> and on the probabilities of these data sets that weren't actually seen. >> Radford Neal >I think you can. All you have to say is, "I believe in fixed level >testing." People can argue over the validity of fixed level >testing, but the acceptance of fixed level testing (and the >interpretation of P values in that context) avoids Jeffreys' >criticism. If you refuse to believe in fixed level testing, then >you have a problem that's bigger than just P values. If you believe in fixed level testing, you are following what is essentially a religious superstition. As it is rarely possible to be sure of anything important from data, what needs to be done is to balance the various consequences of errors. Fixing one of them does not appear to even consider this. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Deptartment of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
