Herman Rubin wrote: > If you believe in fixed level testing, you are following > what is essentially a religious superstition.
I've heard a lot of people say this. There's religion and then there's fundamentalism. It's one thing to say that significance tests have to be used properly. It's another to say they should be abandoned. It seems they've served us quite well for nearly a century. So did alchemy, I suppose. Still, the way they are used in NEJM or JAMA doesn't give me too many sleepless nights. In fact, if I had sleepless nights, I might look at NEJM or JAMA and use significance tests to *help* me choose a treatment. > 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. In theory, but what about in practice? Where are the scores of decision theoretic analyses that have exposed the harm done by significance tests? I have the sense that just about any school thought--whether frequentist, Bayesian, empirical Bayesian, likelihood, decision theoretic--if practiced properly will lead most people to the same place. A slavish devotion to significance tests seems no different from the simplistic choice of prior distributions or a decision-theoretic analyses that makes faulty assessments of important courses of action and/or their consequences. I use P values. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
