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. 2014 Apr 23;111(19):E1935. doi: 10.1073/pnas.1322191111

Adaptive revised standards for statistical evidence

Luis Pericchi a,1, Carlos A B Pereira b, María-Eglée Pérez a
PMCID: PMC4024868  PMID: 24760822

Johnson (1) argues for decreasing the bar of statistical significance from 0.05 and 0.01 to 0.005 and 0.001, respectively. There is growing evidence that the canonical fixed standards of significance are inappropriate. However, the author simply proposes other fixed standards. The essence of the problem of classical testing of significance lies in its goal of minimizing type II error (false negative) for a fixed type I error (false positive). A real departure instead would be to minimize a weighted sum of the two errors, as proposed by Jeffreys (2). Significance levels that are constant with respect to sample size do not balance errors. Size levels of 0.005 and 0.001 certainly will lower false positives (type I error) to the expense of increasing type II error, unless the study is carefully designed, which is not always the case or not even possible. If the sample size is small, the type II error can become unacceptably large. Conversely, for large sample sizes, 0.005 and 0.001 levels may be too high. Consider the psychokinetic data (3): the null hypothesis is that individuals cannot change by mental concentration the proportion of 1s in a sequence of Inline graphic 0s and 1s, generated originally with a proportion of Inline graphic. The proportion of 1s recorded was 0.5001768. The observed P value is P = 0.0003; therefore, according to the present revision of standards, the null hypothesis is still rejected and a psychokinetic effect is claimed. This is contrary to intuition and to virtually any Bayes factor. Conversely, to make the standards adaptable to the amount of information [see also Raftery (4)], Pérez and Pericchi (5) approximate the behavior of Bayes factors by

graphic file with name pnas.1322191111eq1.jpg

This formula establishes a bridge between carefully designed tests and the adaptive behavior of Bayesian tests. The value Inline graphic comes from a theoretical design for which a value of both errors has been specified, and n is the actual (larger) sample size. In the psychokinetic data Inline graphic for a type I error of 0.01, a type II error of 0.05 is needed to detect a difference of 0.01. The Inline graphic and the null of no psychokinetic effect is accepted.

A simple constant recipe is not the solution to the problem. The standard how to judge the evidence should be a function of the amount of information. Johnson’s main message is to toughen the standards and design the experiments accordingly. This is welcomed whenever possible. However, it does not balance type I and type II errors: it would be misleading to pass the message—now use significance levels divided by 10, regardless of either type II errors or sample sizes. This would change the problem without solving it.

Supplementary Material

Footnotes

The authors declare no conflict of interest.

References

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