PSA 2016 Symposium:
Philosophy of Statistics in the Age of Big Data and Replication Crises
Presenter: Clark Glymour (Alumni University Professor in Philosophy, Carnegie Mellon University, Pittsburgh, Pennsylvania)
ABSTRACT: Ioannidis (2005) argued that most published research is false, and that “exploratory” research in which many hypotheses are assessed automatically is especially likely to produce false positive relations. Colquhoun (2014) with simulations estimates that 30 to 40% of positive results using the conventional .05 cutoff for rejection of a null hypothesis is false. Their explanation is that true relationships in a domain are rare and the selection of hypotheses to test is roughly independent of their truth, so most relationships tested will in fact be false. Conventional use of hypothesis tests, in other words, suffers from a base rate fallacy. I will show that the reverse is true for modern search methods for causal relations because: a. each hypothesis is tested or assessed multiple times; b. the methods are biased against positive results; c. systems in which true relationships are rare are an advantage for these methods. I will substantiate the claim with both empirical data and with simulations of data from systems with a thousand to a million variables that result in fewer than 5% false positive relationships and in which 90% or more of the true relationships are recovered.
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