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Will G Hopkins
Auckland University of Technology
Auckland NZ
Quantitative Data Analysis
Summarizing Data: variables; simple statistics; effect statistics
and statistical models; complex models.
Generalizing from Sample to Population: precision of estimate,
confidence limits, statistical significance, p value, errors.
Reference: Hopkins WG (2002). Quantitative data analysis (Slideshow).
Sportscience 6, sportsci.org/jour/0201/Quantitative_analysis.ppt (2046 words)
Summarizing Data
 Data are a bunch of values of one or more variables.
 A variable is something that has different values.
 Values can be numbers or names, depending on the variable:
• Numeric, e.g. weight
• Counting, e.g. number of injuries
• Ordinal, e.g. competitive level (values are numbers/names)
• Nominal, e.g. sex (values are names
 When values are numbers, visualize the distribution of all
values in stem and leaf plots or in a frequency histogram.
• Can also use normal probability plots to visualize how well
the values fit a normal distribution.
 When values are names, visualize the frequency of each value
with a pie chart or a just a list of values and frequencies.
 A statistic is a number summarizing a bunch of values.
 Simple or univariate statistics summarize values of one variable.
 Effect or outcome statistics summarize the relationship between
values of two or more variables.
 Simple statistics for numeric variables…
 Mean: the average
 Standard deviation: the typical variation
 Standard error of the mean: the typical variation in the mean with
repeated sampling
• Multiply by (sample size) to convert to standard deviation.
 Use these also for counting and ordinal variables.
 Use median (middle value or 50th percentile) and quartiles (25th
and 75th percentiles) for grossly non-normally distributed data.
 Summarize these and other simple statistics visually with box
and whisker plots.
 Simple statistics for nominal variables
 Frequencies, proportions, or odds.
 Can also use these for ordinal variables.
 Effect statistics…
 Derived from statistical model (equation) of the form
Y (dependent) vs X (predictor or independent).
 Depend on type of Y and X . Main ones:
Y X Effect statistics
Model/Test
numeric numeric slope, intercept, correlation
regression
numeric nominal
nominal nominal
nominal numeric
mean difference
frequency difference or ratio
frequency ratio per…
t test, ANOVA
chi-square
categorical
 Model: numeric vs numeric
e.g. body fat vs sum of skinfolds
 Model or test:
linear regression
 Effect statistics:
• slope and intercept
= parameters
• correlation coefficient or variance explained (= 100·correlation2)
= measures of goodness of fit
 Other statistics:
• typical or standard error of the estimate
= residual error
= best measure of validity (with criterion variable on the Y axis)
sum skinfolds (mm)
body fat
(%BM)
 Model: numeric vs nominal
e.g. strength vs sex
 Model or test:
• t test (2 groups)
• 1-way ANOVA (>2 groups)
 Effect statistics:
• difference between means
expressed as raw difference, percent difference, or fraction of
the root mean square error (Cohen's effect-size statistic)
• variance explained or better (variance explained/100)
= measures of goodness of fit
 Other statistics:
• root mean square error
= average standard deviation of the two groups
female male
strength
sex
 More on expressing the magnitude of the effect
 What often matters is the difference between means relative to
the standard deviation:
strength
females
males
Trivial effect:
strength
females
males
Very large effect:
 Fraction or multiple of a standard deviation is known as the
effect-size statistic (or Cohen's "d").
 Cohen suggested thresholds for correlations and effect sizes.
 Hopkins agrees with the thresholds for correlations but
suggests others for the effect size:
trivial small moderate large very large !!!
0.1 0.3 0.5 0.7
0 0.9 1
Hopkins:
Correlations
Cohen: 0.1 0.3 0.5
0
0.2
Hopkins: 0.6 1.2 2.0
0 4.0 
Effect Sizes
0.2
Cohen: 0.5 0.8
0
 For studies of athletic performance, percent differences or
changes in the mean are better than Cohen effect sizes.
 Model: numeric vs nominal
(repeated measures)
e.g. strength vs trial
 Model or test:
• paired t test (2 trials)
• repeated-measures ANOVA with
one within-subject factor (>2 trials)
 Effect statistics:
• change in mean expressed as raw change, percent change, or
fraction of the pre standard deviation
 Other statistics:
• within-subject standard deviation (not visible on above plot)
= typical error: conveys error of measurement
– useful to gauge reliability, individual responses, and
magnitude of effects (for measures of athletic performance).
pre post
strength
trial
 Model: nominal vs nominal
e.g. sport vs sex
 Model or test:
• chi-squared test or
contingency table
 Effect statistics:
• Relative frequencies, expressed
as a difference in frequencies,
ratio of frequencies (relative risk),
or ratio of odds (odds ratio)
• Relative risk is appropriate for cross-sectional or prospective
designs.
– risk of having rugby disease for males relative to females is
(75/100)/(30/100) = 2.5
• Odds ratio is appropriate for case-control designs.
– calculated as (75/25)/(30/70) = 7.0
females males
30%
75%
rugby yes
rugby no
 Model: nominal vs numeric
e.g. heart disease vs age
 Model or test:
• categorical modeling
 Effect statistics:
• relative risk or odds ratio
per unit of the numeric variable
(e.g., 2.3 per decade)
 Model: ordinal or counts vs whatever
 Can sometimes be analyzed as numeric variables using
regression or t tests
 Otherwise logistic regression or generalized linear modeling
 Complex models
 Most reducible to t tests, regression, or relative frequencies.
 Example…
age (y)
heart
disease
(%)
0
100
30 50 70
 Model: controlled trial
(numeric vs 2 nominals)
e.g. strength vs trial vs group
 Model or test:
• unpaired t test of
change scores (2 trials, 2 groups)
• repeated-measures ANOVA with
within- and between-subject factors
(>2 trials or groups)
• Note: use line diagram, not bar graph, for repeated measures.
 Effect statistics:
• difference in change in mean expressed as raw difference,
percent difference, or fraction of the pre standard deviation
 Other statistics:
• standard deviation representing individual responses (derived
from within-subject standard deviations in the two groups)
pre post
strength
trial
drug
placebo
 Model: extra predictor variable to "control for something"
e.g. heart disease vs physical activity vs age
 Can't reduce to anything simpler.
 Model or test:
• multiple linear regression or analysis of covariance (ANCOVA)
• Equivalent to the effect of physical activity with everyone at
the same age.
• Reduction in the effect of physical activity on disease when
age is included implies age is at least partly the reason or
mechanism for the effect.
• Same analysis gives the effect of age with everyone at same
level of physical activity.
 Can use special analysis (mixed modeling) to include a
mechanism variable in a repeated-measures model. See
separate presentation at newstats.org.
 Problem: some models don't fit uniformly for different subjects
 That is, between- or within-subject standard deviations differ
between some subjects.
 Equivalently, the residuals are non-uniform (have different
standard deviations for different subjects).
 Determine by examining standard deviations or plots of
residuals vs predicteds.
 Non-uniformity makes p values and confidence limits wrong.
 How to fix…
• Use unpaired t test for groups with unequal variances, or…
• Try taking log of dependent variable before analyzing, or…
• Find some other transformation. As a last resort…
• Use rank transformation: convert dependent variable to
ranks before analyzing (= non-parametric analysis–same as
Wilcoxon, Kruskal-Wallis and other tests).
Generalizing from a Sample to a Population
 You study a sample to find out about the population.
 The value of a statistic for a sample is only an estimate of the
true (population) value.
 Express precision or uncertainty in true value using 95%
confidence limits.
 Confidence limits represent likely range of the true value.
 They do NOT represent a range of values in different subjects.
 There's a 5% chance the true value is outside the 95%
confidence interval: the Type 0 error rate.
 Interpret the observed value and the confidence limits as
clinically or practically beneficial, trivial, or harmful.
 Even better, work out the probability that the effect is clinically or
practically beneficial/trivial/harmful. See sportsci.org.
 Statistical significance is an old-fashioned way of
generalizing, based on testing whether the true value could
be zero or null.
 Assume the null hypothesis: that the true value is zero (null).
 If your observed value falls in a region of extreme values that
would occur only 5% of the time, you reject the null hypothesis.
 That is, you decide that the true value is unlikely to be zero;
you can state that the result is statistically significant at the 5%
level.
 If the observed value does not fall in the 5% unlikely region,
most people mistakenly accept the null hypothesis: they
conclude that the true value is zero or null!
 The p value helps you decide whether your result falls in the
unlikely region.
• If p<0.05, your result is in the unlikely region.
 One meaning of the p value: the probability of a more extreme
observed value (positive or negative) when true value is zero.
 Better meaning of the p value: if you observe a positive effect,
1 - p/2 is the chance the true value is positive, and p/2 is the
chance the true value is negative. Ditto for a negative effect.
• Example: you observe a 1.5% enhancement of performance
(p=0.08). Therefore there is a 96% chance that the true effect
is any "enhancement" and a 4% chance that the true effect is
any "impairment".
• This interpretation does not take into account trivial
enhancements and impairments.
 Therefore, if you must use p values, show exact values, not
p<0.05 or p>0.05.
• Meta-analysts also need the exact p value (or confidence
limits).
 If the true value is zero, there's a 5% chance of getting
statistical significance: the Type I error rate, or rate of false
positives or false alarms.
 There's also a chance that the smallest worthwhile true value
will produce an observed value that is not statistically
significant: the Type II error rate, or rate of false negatives or
failed alarms.
• In the old-fashioned approach to research design, you are
supposed to have enough subjects to make a Type II error
rate of 20%: that is, your study is supposed to have a power
of 80% to detect the smallest worthwhile effect.
 If you look at lots of effects in a study, there's an increased
chance being wrong about at least one of them.
• Old-fashioned statisticians like to control this inflation of
the Type I error rate within an ANOVA to make sure the
increased chance is kept to 5%. This approach is misguided.
 The standard error of the mean (typical variation in the mean
from sample to sample) can convey statistical significance.
 Non-overlap of the error bars of two groups implies a
statistically significant difference, but only for groups of equal
size (e.g. males vs females).
 In particular, non-overlap does NOT convey statistical
significance in experiments:
what-
ever
post
pre
High reliability
p = 0.003
post
pre
Mean ± SEM
in both cases
post
pre
Low reliability
p = 0.2
 In summary
 If you must use statistical significance, show exact p values.
 Better still, show confidence limits instead.
 NEVER show the standard error of the mean!
 Show the usual between-subject standard deviation to convey
the spread between subjects.
• In population studies, this standard deviation helps convey
magnitude of differences or changes in the mean.
 In interventions, show also the within-subject standard deviation
(the typical error) to convey precision of measurement.
• In athlete studies, this standard deviation helps convey
magnitude of differences or changes in mean performance.

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Quantitative_analysis.ppt

  • 1. Will G Hopkins Auckland University of Technology Auckland NZ Quantitative Data Analysis Summarizing Data: variables; simple statistics; effect statistics and statistical models; complex models. Generalizing from Sample to Population: precision of estimate, confidence limits, statistical significance, p value, errors. Reference: Hopkins WG (2002). Quantitative data analysis (Slideshow). Sportscience 6, sportsci.org/jour/0201/Quantitative_analysis.ppt (2046 words)
  • 2. Summarizing Data  Data are a bunch of values of one or more variables.  A variable is something that has different values.  Values can be numbers or names, depending on the variable: • Numeric, e.g. weight • Counting, e.g. number of injuries • Ordinal, e.g. competitive level (values are numbers/names) • Nominal, e.g. sex (values are names  When values are numbers, visualize the distribution of all values in stem and leaf plots or in a frequency histogram. • Can also use normal probability plots to visualize how well the values fit a normal distribution.  When values are names, visualize the frequency of each value with a pie chart or a just a list of values and frequencies.
  • 3.  A statistic is a number summarizing a bunch of values.  Simple or univariate statistics summarize values of one variable.  Effect or outcome statistics summarize the relationship between values of two or more variables.  Simple statistics for numeric variables…  Mean: the average  Standard deviation: the typical variation  Standard error of the mean: the typical variation in the mean with repeated sampling • Multiply by (sample size) to convert to standard deviation.  Use these also for counting and ordinal variables.  Use median (middle value or 50th percentile) and quartiles (25th and 75th percentiles) for grossly non-normally distributed data.  Summarize these and other simple statistics visually with box and whisker plots.
  • 4.  Simple statistics for nominal variables  Frequencies, proportions, or odds.  Can also use these for ordinal variables.  Effect statistics…  Derived from statistical model (equation) of the form Y (dependent) vs X (predictor or independent).  Depend on type of Y and X . Main ones: Y X Effect statistics Model/Test numeric numeric slope, intercept, correlation regression numeric nominal nominal nominal nominal numeric mean difference frequency difference or ratio frequency ratio per… t test, ANOVA chi-square categorical
  • 5.  Model: numeric vs numeric e.g. body fat vs sum of skinfolds  Model or test: linear regression  Effect statistics: • slope and intercept = parameters • correlation coefficient or variance explained (= 100·correlation2) = measures of goodness of fit  Other statistics: • typical or standard error of the estimate = residual error = best measure of validity (with criterion variable on the Y axis) sum skinfolds (mm) body fat (%BM)
  • 6.  Model: numeric vs nominal e.g. strength vs sex  Model or test: • t test (2 groups) • 1-way ANOVA (>2 groups)  Effect statistics: • difference between means expressed as raw difference, percent difference, or fraction of the root mean square error (Cohen's effect-size statistic) • variance explained or better (variance explained/100) = measures of goodness of fit  Other statistics: • root mean square error = average standard deviation of the two groups female male strength sex
  • 7.  More on expressing the magnitude of the effect  What often matters is the difference between means relative to the standard deviation: strength females males Trivial effect: strength females males Very large effect:
  • 8.  Fraction or multiple of a standard deviation is known as the effect-size statistic (or Cohen's "d").  Cohen suggested thresholds for correlations and effect sizes.  Hopkins agrees with the thresholds for correlations but suggests others for the effect size: trivial small moderate large very large !!! 0.1 0.3 0.5 0.7 0 0.9 1 Hopkins: Correlations Cohen: 0.1 0.3 0.5 0 0.2 Hopkins: 0.6 1.2 2.0 0 4.0  Effect Sizes 0.2 Cohen: 0.5 0.8 0  For studies of athletic performance, percent differences or changes in the mean are better than Cohen effect sizes.
  • 9.  Model: numeric vs nominal (repeated measures) e.g. strength vs trial  Model or test: • paired t test (2 trials) • repeated-measures ANOVA with one within-subject factor (>2 trials)  Effect statistics: • change in mean expressed as raw change, percent change, or fraction of the pre standard deviation  Other statistics: • within-subject standard deviation (not visible on above plot) = typical error: conveys error of measurement – useful to gauge reliability, individual responses, and magnitude of effects (for measures of athletic performance). pre post strength trial
  • 10.  Model: nominal vs nominal e.g. sport vs sex  Model or test: • chi-squared test or contingency table  Effect statistics: • Relative frequencies, expressed as a difference in frequencies, ratio of frequencies (relative risk), or ratio of odds (odds ratio) • Relative risk is appropriate for cross-sectional or prospective designs. – risk of having rugby disease for males relative to females is (75/100)/(30/100) = 2.5 • Odds ratio is appropriate for case-control designs. – calculated as (75/25)/(30/70) = 7.0 females males 30% 75% rugby yes rugby no
  • 11.  Model: nominal vs numeric e.g. heart disease vs age  Model or test: • categorical modeling  Effect statistics: • relative risk or odds ratio per unit of the numeric variable (e.g., 2.3 per decade)  Model: ordinal or counts vs whatever  Can sometimes be analyzed as numeric variables using regression or t tests  Otherwise logistic regression or generalized linear modeling  Complex models  Most reducible to t tests, regression, or relative frequencies.  Example… age (y) heart disease (%) 0 100 30 50 70
  • 12.  Model: controlled trial (numeric vs 2 nominals) e.g. strength vs trial vs group  Model or test: • unpaired t test of change scores (2 trials, 2 groups) • repeated-measures ANOVA with within- and between-subject factors (>2 trials or groups) • Note: use line diagram, not bar graph, for repeated measures.  Effect statistics: • difference in change in mean expressed as raw difference, percent difference, or fraction of the pre standard deviation  Other statistics: • standard deviation representing individual responses (derived from within-subject standard deviations in the two groups) pre post strength trial drug placebo
  • 13.  Model: extra predictor variable to "control for something" e.g. heart disease vs physical activity vs age  Can't reduce to anything simpler.  Model or test: • multiple linear regression or analysis of covariance (ANCOVA) • Equivalent to the effect of physical activity with everyone at the same age. • Reduction in the effect of physical activity on disease when age is included implies age is at least partly the reason or mechanism for the effect. • Same analysis gives the effect of age with everyone at same level of physical activity.  Can use special analysis (mixed modeling) to include a mechanism variable in a repeated-measures model. See separate presentation at newstats.org.
  • 14.  Problem: some models don't fit uniformly for different subjects  That is, between- or within-subject standard deviations differ between some subjects.  Equivalently, the residuals are non-uniform (have different standard deviations for different subjects).  Determine by examining standard deviations or plots of residuals vs predicteds.  Non-uniformity makes p values and confidence limits wrong.  How to fix… • Use unpaired t test for groups with unequal variances, or… • Try taking log of dependent variable before analyzing, or… • Find some other transformation. As a last resort… • Use rank transformation: convert dependent variable to ranks before analyzing (= non-parametric analysis–same as Wilcoxon, Kruskal-Wallis and other tests).
  • 15. Generalizing from a Sample to a Population  You study a sample to find out about the population.  The value of a statistic for a sample is only an estimate of the true (population) value.  Express precision or uncertainty in true value using 95% confidence limits.  Confidence limits represent likely range of the true value.  They do NOT represent a range of values in different subjects.  There's a 5% chance the true value is outside the 95% confidence interval: the Type 0 error rate.  Interpret the observed value and the confidence limits as clinically or practically beneficial, trivial, or harmful.  Even better, work out the probability that the effect is clinically or practically beneficial/trivial/harmful. See sportsci.org.
  • 16.  Statistical significance is an old-fashioned way of generalizing, based on testing whether the true value could be zero or null.  Assume the null hypothesis: that the true value is zero (null).  If your observed value falls in a region of extreme values that would occur only 5% of the time, you reject the null hypothesis.  That is, you decide that the true value is unlikely to be zero; you can state that the result is statistically significant at the 5% level.  If the observed value does not fall in the 5% unlikely region, most people mistakenly accept the null hypothesis: they conclude that the true value is zero or null!  The p value helps you decide whether your result falls in the unlikely region. • If p<0.05, your result is in the unlikely region.
  • 17.  One meaning of the p value: the probability of a more extreme observed value (positive or negative) when true value is zero.  Better meaning of the p value: if you observe a positive effect, 1 - p/2 is the chance the true value is positive, and p/2 is the chance the true value is negative. Ditto for a negative effect. • Example: you observe a 1.5% enhancement of performance (p=0.08). Therefore there is a 96% chance that the true effect is any "enhancement" and a 4% chance that the true effect is any "impairment". • This interpretation does not take into account trivial enhancements and impairments.  Therefore, if you must use p values, show exact values, not p<0.05 or p>0.05. • Meta-analysts also need the exact p value (or confidence limits).
  • 18.  If the true value is zero, there's a 5% chance of getting statistical significance: the Type I error rate, or rate of false positives or false alarms.  There's also a chance that the smallest worthwhile true value will produce an observed value that is not statistically significant: the Type II error rate, or rate of false negatives or failed alarms. • In the old-fashioned approach to research design, you are supposed to have enough subjects to make a Type II error rate of 20%: that is, your study is supposed to have a power of 80% to detect the smallest worthwhile effect.  If you look at lots of effects in a study, there's an increased chance being wrong about at least one of them. • Old-fashioned statisticians like to control this inflation of the Type I error rate within an ANOVA to make sure the increased chance is kept to 5%. This approach is misguided.
  • 19.  The standard error of the mean (typical variation in the mean from sample to sample) can convey statistical significance.  Non-overlap of the error bars of two groups implies a statistically significant difference, but only for groups of equal size (e.g. males vs females).  In particular, non-overlap does NOT convey statistical significance in experiments: what- ever post pre High reliability p = 0.003 post pre Mean ± SEM in both cases post pre Low reliability p = 0.2
  • 20.  In summary  If you must use statistical significance, show exact p values.  Better still, show confidence limits instead.  NEVER show the standard error of the mean!  Show the usual between-subject standard deviation to convey the spread between subjects. • In population studies, this standard deviation helps convey magnitude of differences or changes in the mean.  In interventions, show also the within-subject standard deviation (the typical error) to convey precision of measurement. • In athlete studies, this standard deviation helps convey magnitude of differences or changes in mean performance.