The document argues that exploratory research is more reliable than confirmatory research, highlighting issues such as the high rate of false positive results in confirmatory studies. It critiques the adherence to p-values and alpha levels, suggesting that a more nuanced approach to causal inference and hypothesis testing is necessary. The text emphasizes the potential for accurate causal estimation using advanced algorithms, particularly in fields with sparse causal relations.

1. Exploratory Research is More
Reliable than Confirmatory Research
Clark Glymour
Carnegie Mellon University
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2. Confirmatory “Logic”
• Hypothesis H : A, B are causally connected
• Null hypothesis: A, B are independent
• Have data D, choose test staIsIc S, chose
alpha
• Reject null hypothesis if S(D) < alpha
• If null is rejected, H is confirmed.
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3. The Argument Against “Confirmatory
Research”
• Many, many possible posiIve hypotheses (typically of
causal effects) in a domain (psychology, epidemiology,
biomedical science).
• Most are false (way fewer than 10% are true).
• SelecIon of which hypotheses to test is independent
of their truth.
• Most tests are at alpha = .05 and power < .8
• PosiIve published results are from rejected null
hypotheses.
• Conclusion: “if you use p=0.05 as a criterion for
claiming that you have discovered an effect you will
make a fool of yourself at least 30% of the Ime” ,
Colquhuon, 2012, J Roy Soc. Open
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4. The Base Rate CalculaIon Illustrated
• Suppose N >>> 1 hypotheses, 10 %of which are true posiIves (cause-
effect), for each of which the null hypothesis of independence is
tested independently with alpha = Pr(rejecIng null | null is true ) =
0.05; power w = (probability of rejecIng the null when the
alternaIve is true = .8
• Probability of finding a false posiIve associaIons:
Pr(reject null | null true) x Pr(null true) =.05 x .9 = .045
• Probability of finding a posiIve associaIon:
[.045 + Pr(reject null | alt true) x Pr(alt true) = .045 +( w x .1)
• RaIo of true posiIves found to all posiIves found:
• .045 /(.045 + .8 x .1)
• E.g., if Power = .8, alpha = .05 expected propor9on of false posi9ves
is .36
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5. Why Do ScienIsts Publish
“Confirmatory Studies” at .05?
• Because they think they know most of the
causal relaIons?
• Because if they used a lower alpha their
results would not be “significant”?
• Because a real search would find that they
can’t infer much from the data?
• Publish or perish!
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6. The Argument that “Exploratory,” “High
Throughput” Research Is the Worst
• Because it tests more hypotheses, and so produces more false
posi:ve effects:
• ‘”The greater the number and the lesser [sic] the selecIon of
tested relaIonships in a scienIfic field, the less likely the
research findings are to be true. Thus research findings are
more likely true in confirmatory designs…than in hypothesis
generaIng designs” [because in exploratory studies a lot of
false hypotheses are tested, and the more that are tested, the
more errors will be made.] ”Fields considered highly
informaIve and creaIve given the wealth of the assembled
and tested informaIon, such as microarrays and other high-
throughput discovery oriented research…should have
extremely low PPV” [PosiIve PredicIve Value, the probability
that a reported result is true]. (p. 0698). (Ioannidis, 2005,
PLOS Medicine).
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7. Balderdash! Ignorance! Dogma!
SupersIIon!
• Search for causal relaIons is just parameter
es:ma:on.
• Stop thinking in terms of tesIng and confirmaIon,
think accuracies of es:mators—hypothesis tests are
just cogs in an esImaIon procedure.
• Consistent esImators for rare relaIons exist,
employing either (quasi) Bayesian calculaIons or
classical hypothesis tests, or both.
• The procedures never postulate a connecIon without
mulIple assessments.
• Appropriately used, the procedures are amazingly
accurate.
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8. Example: SGS Algorithm
Variables: X1, X2,…,XN
Xp1 – X2 is inferred if and only if the null
hypotheses X1 || X2 | Z are rejected for each
and every set Z ⊆ {X2,…,XN}.
In PC subsets to test on are selected
dynamically, but the tests are equivalent to SGS
assuming Faithfulness.
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9. Example: FGS Algorithm
• IteraIve algorithm starIng with totally
disconnected graph of variables. ConnecIon is
added only if it improves the likelihood more than
any other addiIon or none and more than k ln(S)
where k is posiIve and S is the sample size.
• E.g., in the first step a single connecIon is added
only if it improves the likelihood sufficiently and
more than the addiIon of any other edge. For a
million variable case a edge is added only if its
likelihood is be{er than ~ 1012 alternaIves.
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10. SimulaIons
Accuracies for causal graph recovery with Fast Greedy Search
(FGS) for, Linear Gaussian data, sample size 1,000:
Similar results with PC-Max.
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11. The “AnI-ExploraIon Argument” Has
Everything Backwards
• With very sparse causal relaIons, automated
search number of variables >> sample size
has in the simulaIons
< 2% false posiIve causal connecIons
< 2% false direcIons
The sparser the graph, the more accurate the
posiIve results of the procedure.
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12. Empirical Results from
• Economics
• Ecology
• Planetary science
• Climate science
• Gene regulaIon
• EducaIonal Research
• Neuropsychology
• Etc.
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13. Why?
• The procedures are asymptoIcally correct.
• They use data in which LOTS of variables have been
measured.
• Each posiIve causal claim is tested or assessed mulIple
Imes, against mulIple compeIng hypotheses in mulIple
subsamples of the data.
• The procedures are biased against posiIve results.
• The procedures have an adjustable bias against weak
effects and in favor of strong effects, and can be used to
find the variables with the strongest total effect size for an
outcome of interest.
• The reverse of Ionnaidis’ concern about rare posiIve
relaIons holds: the procedures are most reliably accurate,
most informaIve, and most feasible when the true posiIve
causal relaIons are rare. 13

14. Morals
• Research on fast, reliable algorithms for causal
esImaIon in a variety of se}ngs is where the acIon is
and should be: Latent structure, feedback relaIons,
mixed populaIons, sample selecIon bias, Ime series—
all in “high dimensions.”
• Almost everything said and wri{en in staIsIcs about
the superiority of “confirmatory” research and the
evils of data driven hypothesis search is wrong, very
wrong.
• “I and my friends can’t think of a way to do X,
therefore X is impossible” is a crummy inference.
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15. Read, Then Work
• P. Spirtes, et al., Causa:on, Predic:on and Search
• B. Shipley, Causa:on and Correla:on in Biology, 2nd
ediIon
• J.D. Ramsey
• Buhlmann
• Webpages of:
P. Spirtes
T. Richardson
Marloes Maatuis
David Bessler
Kevin Hoover, for a start
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