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STATISTICS Michael LaValley
4/14/2016
THE P-VALUE POLICE?
Often researchers see statistics (and statisticians) as
barriers to publishing their important work
However, good statistics can help you avoid wasting time
and money following false leads
My personal feeling is that if you are trying to use
statistics to show why your work is important and
publishable, then you need good statistics
ROLE OF EXPERIMENTAL DESIGN
Statistics can only be as good as the data
Good data requires thoughtfully designed experiments
Some failures of animal experiments to translate to human
trials have raised the issue of experimental design of
animal studies
 NXY-059 for Stroke (Gawrylewski 2007)
 Fluid resuscitation in bleeding trauma patients (Roberts 2002)
EXPERIMENTAL DESIGN
A well designed experiment should
 Produce unbiased comparisons between groups
 Provide precise estimates
Well designed experiments require
 Clear objectives
 Planning
 Sample size large enough to achieve the objectives with good
power
EXPERIMENTAL DESIGN
Comparison/Control group
 Concurrent controls
 Internal control (before and after treatment)
Replication
 Reduce effect of uncontrolled variation
 Quantify the uncertainty in the results
Randomization
 Computer generated
Blocking or stratification
Blinding
HYPOTHESIS TESTS
Hypothesis tests answer a yes/no question about a
population value
Example:
 Quantitative assay for level of antibodies for a virus in mice
 Does a vaccine have an effect on the levels of antibodies?
Null Hypothesis (H0) corresponds to no effect
Alternative Hypothesis (HA) indicates that there is an effect
HYPOTHESIS TESTS
Example:
 Suppose there are 10 mice available for the experiment
 Assay the mice for antibodies before and after vaccination
 Xi is the difference in assay values for mouse number i
 Is the mean value of the Xi close to 0? No effect
 μ is population mean difference
 Null hypothesis H0: μ=0
 Alternative hypothesis HA: μ≠0
HYPOTHESIS TESTS
The goal of a hypothesis test is to reject H0
Rejecting H0 indicates that either
 H0 is wrong
 A rare event occurred (type I error)
We cannot confirm H0 on the basis of a test
 We may fail to reject H0, but we do not accept H0
HYPOTHESIS TESTS
Each test has an associated test statistic
For a paired t-test for the mouse vaccine data
We reject H0 when T > t*
 t* is chosen so that
Pr(Reject H0 when H0 is true) = α
 In this case, t* is from a t-distribution with 9 degrees of freedom
(number of mice – 1)
/ 10
X
T
s
=
HYPOTHESIS TESTS
Values
used are
from the t
distribution
with 9
degrees of
freedom
HYPOTHESIS TESTS
Decision
Not
Reject H0
Reject H0
Truth
H0 True Right Type I
Error (α)
H0 False Type II
Error (β)
Right
(Power)
Unfortunately with
testing comes the
possibility of reaching
a wrong conclusion and
making an error
HYPOTHESIS TESTS
Type I Error – reject H0 when it is true (false positive
finding)
 Hypothesis tests are set up so that the user specifies the Type I Error
rate
 Significance level α, almost always 0.05
Type II Error – failing to reject H0 when it is false (false
negative finding)
 As the Type I error rate is decreased, the rate of Type II error is
increased
HYPOTHESIS TESTS
The significance level is the rate of false positive findings
that you are willing to live with
Power is the probability of rejecting the null hypothesis (1
- Type II Error rate)
 Once the significance level is set, the Power is determined by the
sample size
 For the alternative shown in the figure, the power is 76%
HYPOTHESIS TESTS
For a 0.05 two
sided t-test
with 9 degrees
of freedom, we
reject the null if
T<-2.26 or
T>2.26
76% power if
true difference
is 3.0
HYPOTHESIS TESTS
Role of sample size
 In designing an experiment, one should determine an
appropriate sample size for the goals of the experiment
 Given
 Expected difference between groups
 Expected variability of measurements
 Significance level that will be used
 Power to be targeted
 One can determine the sample size to achieve the study goal
HYPOTHESIS TESTS
Role of sample size
 There are software packages and online power calculators
available for determining sample size
 If the sample size is too small for the study goal, test result is likely
to be negative (underpowered)
 If the sample size is too large for the study goal, resources will be
wasted
http://homepage.stat.uiowa.edu/~rlenth/Power/
HYPOTHESIS TESTS
P-value
 Smallest level of significance for which you would reject the Null
Hypothesis with your data
 Probability of obtaining data as extreme as what was found if the
Null Hypothesis were true
 Provides a measure of the evidence against the Null Hypothesis
 Small p-values (close to 0) show strong evidence against the null hypothesis
 Large p-values (close to 1) show only weak evidence against the null hypothesis
HYPOTHESIS TESTS
If p-value ≤ α then reject H0
The p-value is determined by
 How far the data are from the Null Hypothesis
 The sample size
The larger the sample, the smaller the p-value and the
greater the power
HYPOTHESIS TEST LIMITATIONS
P-values and hypothesis tests give a dichotomous
(significant/not significant) view of study results
Statistically significant means that the observed difference
is unlikely to be due to chance
 Either H0 is not correct or
 The observed data is a rare event – happening no more than
(100*α)% of the time
HYPOTHESIS TEST LIMITATIONS
Statistical significance doesn’t mean that the observed
difference is important
 Could find a significantly significant result with a large sample
size when the observed difference is small and unimportant
 Could have a large and important difference between groups
with a small sample size and not have statistical significance
 Would especially be the case for an underpowered study
CONFIDENCE INTERVALS
Confidence intervals show the precision of the sample
values as estimates of population values
 Provides a range of population values that are consistent with the
study findings
 Often more informative than the p-values
TEST OR INTERVAL LIMITATIONS
A significance test/confidence interval doesn’t provide a
check of the study design
 Example: in a study of gene expression
 Cancer tissue samples kept on ice while the normal tissue samples are processed
 Observed differences in expression may be due to iced/not iced rather than
cancer/normal
 A statistical procedure will never indicate that this is the reason for the result
ROLE OF DATA DISTRIBUTION
Particular tests are tuned for data from the normal
(Gaussian) distribution
 Examples
 T-test
 Standard (Pearson) correlation
Often it is difficult to be sure that the data come from
the normal distribution
 Plot histograms of data – bell-shaped and symmetric?
 Plot ordered data values against expected normal values – is
a straight line is obtained? (called QQplots)
 Plots require a substantial amount of data to be conclusive
ROLE OF DATA DISTRIBUTION
Some tests are specifically designed to work reasonably
well with data from any distribution
 Called Nonparametric or distribution-free tests
 Examples
 Wilcoxon test (alternative to t-test)
 Spearman correlation (alternative to standard correlation)
In some situations these may be less likely to reject the null
hypothesis of no difference than tests based on normal
data
May want to see if nonparametric results are similar to
those assuming normality
EXAMPLE
Study question: what is the effect of calcium on blood
pressure in African-American men
Experiment: a Randomized comparison
 Treatment group of 10 men received a calcium supplement for
12 weeks
 Control group of 11 men received a placebo during the same
period
Outcome is the difference in the seated systolic blood
pressure (BP) over the 12-week period
Lyle RM, et al., "Blood pressure and metabolic effects of calcium supplementation in normotensive white
and black men," JAMA, 257(1987), pp. 1772-1776
DATA DISTRIBUTION
Histograms by group
QQplot by group
EXAMPLE
These plots aren’t very useful in determining the data
distribution
 Don’t really suggest normality
 Aren’t conclusively non-normal either
 Ambiguity is typical with small numbers
Should probably look at both t-test and Wilcoxon test
 If same results – everything is fine
 If different results – probably trust nonparametric more
EXAMPLE
The t-test is not significant at the 0.05 significance
level
 P-value = 0.12
The Wilcoxon test is not statistically significant at the
0.05 significance level
 P-value = 0.33
The test results are consistent in that with either we fail
to reject the null hypothesis
Important difference? Check the confidence intervals
EXAMPLE
Mean
Decrease in
BP
95%
Confidence
Interval
Calcium
Group
5.00 -1.26 to
11.26
Control
Group
-0.27 -4.24 to 3.69
Difference 5.27 -1.48 to
12.03
EXAMPLE
So we found a 5 mm Hg difference between
groups…
 Might be large enough to be important?
 But can’t rule out that this finding is due to chance (P-value >
α)
If 5 mm Hg is worth pursuing, would need to evaluate
this in a larger sample
 Do the power and sample size calculation!
If not, pursue more promising therapies
MULTIPLE-TESTING
Another issue to be aware of is limits of ordinary statistical
significance when doing many tests
When we use a significance level of α=0.05, we allow
about 5 out of every 100 tests to be false positives
When 10s or 100s of tests are run, false positive findings
are almost guaranteed
http://prefrontal.org/files/posters/Bennett-Salmon-2009.pdf
MULTIPLE-TESTING
Methods exist (and new ones are being continually
developed) to deal with multiple testing issues
 Bonferroni correction
 Tukey’s method
 False discovery rates
 Which method is used is less important than that something is done
to account for the number of tests
REFERENCES
Triola MM, Triola MF. Biostatistics for the Biological
and Health Sciences. Pearson Education Inc., 2006
Broman K. Statistics for Laboratory Scientists I, 2006
(Course Website)
http://ocw.jhsph.edu/courses/StatisticsLaboratoryScie
ntistsI/
Festing MFW, Overend P, Das RG, Borja MC, Berdoy
M. The Design of Animal Experiments. Laboratory
Animal Handbooks #14. Royal Society of Medicine
Press Ltd., 2011
REFERENCES
Festing M. Principles: the need for better
experimental design. TRENDS in Pharmacological
Sciences, 24:341-5, 2003
Roberts I, Kwan I, Evans P, Haig S. Does animal
experimentation inform human healthcare?
Observations from a systematic review of
international animal experiments on fluid resuscitation.
BMJ, 324:474-6, 2002

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STATISTICS: Key Concepts for Experimental Design and Data Analysis

  • 2. THE P-VALUE POLICE? Often researchers see statistics (and statisticians) as barriers to publishing their important work However, good statistics can help you avoid wasting time and money following false leads My personal feeling is that if you are trying to use statistics to show why your work is important and publishable, then you need good statistics
  • 3. ROLE OF EXPERIMENTAL DESIGN Statistics can only be as good as the data Good data requires thoughtfully designed experiments Some failures of animal experiments to translate to human trials have raised the issue of experimental design of animal studies  NXY-059 for Stroke (Gawrylewski 2007)  Fluid resuscitation in bleeding trauma patients (Roberts 2002)
  • 4. EXPERIMENTAL DESIGN A well designed experiment should  Produce unbiased comparisons between groups  Provide precise estimates Well designed experiments require  Clear objectives  Planning  Sample size large enough to achieve the objectives with good power
  • 5. EXPERIMENTAL DESIGN Comparison/Control group  Concurrent controls  Internal control (before and after treatment) Replication  Reduce effect of uncontrolled variation  Quantify the uncertainty in the results Randomization  Computer generated Blocking or stratification Blinding
  • 6. HYPOTHESIS TESTS Hypothesis tests answer a yes/no question about a population value Example:  Quantitative assay for level of antibodies for a virus in mice  Does a vaccine have an effect on the levels of antibodies? Null Hypothesis (H0) corresponds to no effect Alternative Hypothesis (HA) indicates that there is an effect
  • 7. HYPOTHESIS TESTS Example:  Suppose there are 10 mice available for the experiment  Assay the mice for antibodies before and after vaccination  Xi is the difference in assay values for mouse number i  Is the mean value of the Xi close to 0? No effect  μ is population mean difference  Null hypothesis H0: μ=0  Alternative hypothesis HA: μ≠0
  • 8. HYPOTHESIS TESTS The goal of a hypothesis test is to reject H0 Rejecting H0 indicates that either  H0 is wrong  A rare event occurred (type I error) We cannot confirm H0 on the basis of a test  We may fail to reject H0, but we do not accept H0
  • 9. HYPOTHESIS TESTS Each test has an associated test statistic For a paired t-test for the mouse vaccine data We reject H0 when T > t*  t* is chosen so that Pr(Reject H0 when H0 is true) = α  In this case, t* is from a t-distribution with 9 degrees of freedom (number of mice – 1) / 10 X T s =
  • 10. HYPOTHESIS TESTS Values used are from the t distribution with 9 degrees of freedom
  • 11. HYPOTHESIS TESTS Decision Not Reject H0 Reject H0 Truth H0 True Right Type I Error (α) H0 False Type II Error (β) Right (Power) Unfortunately with testing comes the possibility of reaching a wrong conclusion and making an error
  • 12. HYPOTHESIS TESTS Type I Error – reject H0 when it is true (false positive finding)  Hypothesis tests are set up so that the user specifies the Type I Error rate  Significance level α, almost always 0.05 Type II Error – failing to reject H0 when it is false (false negative finding)  As the Type I error rate is decreased, the rate of Type II error is increased
  • 13. HYPOTHESIS TESTS The significance level is the rate of false positive findings that you are willing to live with Power is the probability of rejecting the null hypothesis (1 - Type II Error rate)  Once the significance level is set, the Power is determined by the sample size  For the alternative shown in the figure, the power is 76%
  • 14. HYPOTHESIS TESTS For a 0.05 two sided t-test with 9 degrees of freedom, we reject the null if T<-2.26 or T>2.26 76% power if true difference is 3.0
  • 15. HYPOTHESIS TESTS Role of sample size  In designing an experiment, one should determine an appropriate sample size for the goals of the experiment  Given  Expected difference between groups  Expected variability of measurements  Significance level that will be used  Power to be targeted  One can determine the sample size to achieve the study goal
  • 16. HYPOTHESIS TESTS Role of sample size  There are software packages and online power calculators available for determining sample size  If the sample size is too small for the study goal, test result is likely to be negative (underpowered)  If the sample size is too large for the study goal, resources will be wasted
  • 18. HYPOTHESIS TESTS P-value  Smallest level of significance for which you would reject the Null Hypothesis with your data  Probability of obtaining data as extreme as what was found if the Null Hypothesis were true  Provides a measure of the evidence against the Null Hypothesis  Small p-values (close to 0) show strong evidence against the null hypothesis  Large p-values (close to 1) show only weak evidence against the null hypothesis
  • 19. HYPOTHESIS TESTS If p-value ≤ α then reject H0 The p-value is determined by  How far the data are from the Null Hypothesis  The sample size The larger the sample, the smaller the p-value and the greater the power
  • 20. HYPOTHESIS TEST LIMITATIONS P-values and hypothesis tests give a dichotomous (significant/not significant) view of study results Statistically significant means that the observed difference is unlikely to be due to chance  Either H0 is not correct or  The observed data is a rare event – happening no more than (100*α)% of the time
  • 21. HYPOTHESIS TEST LIMITATIONS Statistical significance doesn’t mean that the observed difference is important  Could find a significantly significant result with a large sample size when the observed difference is small and unimportant  Could have a large and important difference between groups with a small sample size and not have statistical significance  Would especially be the case for an underpowered study
  • 22. CONFIDENCE INTERVALS Confidence intervals show the precision of the sample values as estimates of population values  Provides a range of population values that are consistent with the study findings  Often more informative than the p-values
  • 23. TEST OR INTERVAL LIMITATIONS A significance test/confidence interval doesn’t provide a check of the study design  Example: in a study of gene expression  Cancer tissue samples kept on ice while the normal tissue samples are processed  Observed differences in expression may be due to iced/not iced rather than cancer/normal  A statistical procedure will never indicate that this is the reason for the result
  • 24. ROLE OF DATA DISTRIBUTION Particular tests are tuned for data from the normal (Gaussian) distribution  Examples  T-test  Standard (Pearson) correlation Often it is difficult to be sure that the data come from the normal distribution  Plot histograms of data – bell-shaped and symmetric?  Plot ordered data values against expected normal values – is a straight line is obtained? (called QQplots)  Plots require a substantial amount of data to be conclusive
  • 25. ROLE OF DATA DISTRIBUTION Some tests are specifically designed to work reasonably well with data from any distribution  Called Nonparametric or distribution-free tests  Examples  Wilcoxon test (alternative to t-test)  Spearman correlation (alternative to standard correlation) In some situations these may be less likely to reject the null hypothesis of no difference than tests based on normal data May want to see if nonparametric results are similar to those assuming normality
  • 26. EXAMPLE Study question: what is the effect of calcium on blood pressure in African-American men Experiment: a Randomized comparison  Treatment group of 10 men received a calcium supplement for 12 weeks  Control group of 11 men received a placebo during the same period Outcome is the difference in the seated systolic blood pressure (BP) over the 12-week period Lyle RM, et al., "Blood pressure and metabolic effects of calcium supplementation in normotensive white and black men," JAMA, 257(1987), pp. 1772-1776
  • 29. EXAMPLE These plots aren’t very useful in determining the data distribution  Don’t really suggest normality  Aren’t conclusively non-normal either  Ambiguity is typical with small numbers Should probably look at both t-test and Wilcoxon test  If same results – everything is fine  If different results – probably trust nonparametric more
  • 30. EXAMPLE The t-test is not significant at the 0.05 significance level  P-value = 0.12 The Wilcoxon test is not statistically significant at the 0.05 significance level  P-value = 0.33 The test results are consistent in that with either we fail to reject the null hypothesis Important difference? Check the confidence intervals
  • 31. EXAMPLE Mean Decrease in BP 95% Confidence Interval Calcium Group 5.00 -1.26 to 11.26 Control Group -0.27 -4.24 to 3.69 Difference 5.27 -1.48 to 12.03
  • 32. EXAMPLE So we found a 5 mm Hg difference between groups…  Might be large enough to be important?  But can’t rule out that this finding is due to chance (P-value > α) If 5 mm Hg is worth pursuing, would need to evaluate this in a larger sample  Do the power and sample size calculation! If not, pursue more promising therapies
  • 33. MULTIPLE-TESTING Another issue to be aware of is limits of ordinary statistical significance when doing many tests When we use a significance level of α=0.05, we allow about 5 out of every 100 tests to be false positives When 10s or 100s of tests are run, false positive findings are almost guaranteed
  • 35.
  • 36. MULTIPLE-TESTING Methods exist (and new ones are being continually developed) to deal with multiple testing issues  Bonferroni correction  Tukey’s method  False discovery rates  Which method is used is less important than that something is done to account for the number of tests
  • 37. REFERENCES Triola MM, Triola MF. Biostatistics for the Biological and Health Sciences. Pearson Education Inc., 2006 Broman K. Statistics for Laboratory Scientists I, 2006 (Course Website) http://ocw.jhsph.edu/courses/StatisticsLaboratoryScie ntistsI/ Festing MFW, Overend P, Das RG, Borja MC, Berdoy M. The Design of Animal Experiments. Laboratory Animal Handbooks #14. Royal Society of Medicine Press Ltd., 2011
  • 38. REFERENCES Festing M. Principles: the need for better experimental design. TRENDS in Pharmacological Sciences, 24:341-5, 2003 Roberts I, Kwan I, Evans P, Haig S. Does animal experimentation inform human healthcare? Observations from a systematic review of international animal experiments on fluid resuscitation. BMJ, 324:474-6, 2002