The Duality of Parameters and the Duality of Probability
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Suzanne Thornton ABSTRACT: Under any inferential paradigm, statistical inference is connected to the logic of probability. Well-known debates among these various paradigms emerge from conflicting views on the notion of probability. One dominant view understands the logic of probability as a representation of variability (frequentism), and another prominent view understands probability as a measurement of belief (Bayesianism). The first camp generally describes model parameters as fixed values, whereas the second camp views parameters as random. Just as calibration (Reid and Cox 2015, “On Some Principles of Statistical Inference,” International Statistical Review 83(2), 293-308)--the behavior of a procedure under hypothetical repetition--bypasses the need for different versions of probability, I propose that an inferential approach based on confidence distributions (CD), which I will explain, bypasses the analogous conflicting perspectives on parameters. Frequentist inference is connected to the logic of probability through the notion of empirical randomness. Sample estimates are useful only insofar as one has a sense of the extent to which the estimator may vary from one random sample to another. The bounds of a confidence interval are thus particular observations of a random variable, where the randomness is inherited by the random sampling of the data. For example, 95% confidence intervals for parameter θ can be calculated for any random sample from a Normal N(θ, 1) distribution. With repeated sampling, approximately 95% of these intervals are guaranteed to yield an interval covering the fixed value of θ. Bayesian inference produces a probability distribution for the different values of a particular parameter. However, the quality of this distribution is difficult to assess without invoking an appeal to the notion of repeated performance. ... In contrast to a posterior distribution, a CD is not a probabilistic statement about the parameter, rather it is a data-dependent estimate for a fixed parameter for which a particular behavioral property holds. The Normal distribution itself, centered around the observed average of the data (e.g. average recovery times), can be a CD for θ. It can give any level of confidence. Such estimators can be derived through Bayesian or frequentist inductive procedures, and any CD, regardless of how it is obtained, guarantees performance of the estimator under replication for a fixed target, while simultaneously producing a random estimate for the possible values of θ.
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theories, until accumulating evidence renders one or more untenable. Not unnaturally,
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from being the originator of a generally accepted theory. A theory might represent a
life's work, so that being found wanting might be interpreted as failure. Perhaps
researchers were trained in a particular school, and acknowledging its shortcomings is
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The discipline of statistics is susceptible to precisely the same tensions. Here, however,
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strategies for shedding light on the real world from limited empirical data. This can be in
the form of how one measures discrepancy between the theory's predictions and
observations. It can be in the form of different ways of looking at empirical results. It can
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London School of Economics Fellow in Quantitative Methodology, Department of
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most research fields, let alone in research-on-research.
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Margherita Harris
Visiting fellow in the Department of Philosophy, Logic and Scientific Method at the London
School of Economics and Political Science.
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Good Data Dredging
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ABSTRACT: "Data dredging"--searching non experimental data for causal and other relationships and taking that same data to be evidence for those relationships--was historically common in the natural sciences--the works of Kepler, Cannizzaro and Mendeleev are examples. Nowadays, "data dredging"--using data to bring hypotheses into consideration and regarding that same data as evidence bearing on their truth or falsity--is widely denounced by both philosophical and statistical methodologists. Notwithstanding, "data dredging" is routinely practiced in the human sciences using "traditional" methods--various forms of regression for example. The main thesis of my talk is that, in the spirit and letter of Mayo's and Spanos’ notion of severe testing, modern computational algorithms that search data for causal relations severely test their resulting models in the process of "constructing" them. My claim is that in many investigations, principled computerized search is invaluable for reliable, generalizable, informative, scientific inquiry. The possible failures of traditional search methods for causal relations, multiple regression for example, are easily demonstrated by simulation in cases where even the earliest consistent graphical model search algorithms succeed. ... These and other examples raise a number of issues about using multiple hypothesis tests in strategies for severe testing, notably, the interpretation of standard errors and confidence levels as error probabilities when the structures assumed in parameter estimation are uncertain. Commonly used regression methods, I will argue, are bad data dredging methods that do not severely, or appropriately, test their results. I argue that various traditional and proposed methodological norms, including pre-specification of experimental outcomes and error probabilities for regression estimates of causal effects, are unnecessary or illusory in application. Statistics wants a number, or at least an interval, to express a normative virtue, the value of data as evidence for a hypothesis, how well the data pushes us toward the true or away from the false. Good when you can get it, but there are many circumstances where you have evidence but there is no number or interval to express it other than phony numbers with no logical connection with truth guidance. Kepler, Darwin, Cannizarro, Mendeleev had no such numbers, but they severely tested their claims by combining data dredging with severe testing.
Error Control and Severity
Paper given at PSA 22 Symposium: Multiplicity, Data-Dredging and Error Control
MAYO ABSTRACT: I put forward a general principle for evidence: an error-prone claim C is warranted to the extent it has been subjected to, and passes, an analysis that very probably would have found evidence of flaws in C just if they are present. This probability is the severity with which C has passed the test. When a test’s error probabilities quantify the capacity of tests to probe errors in C, I argue, they can be used to assess what has been learned from the data about C. A claim can be probable or even known to be true, yet poorly probed by the data and model at hand. The severe testing account leads to a reformulation of statistical significance tests: Moving away from a binary interpretation, we test several discrepancies from any reference hypothesis and report those well or poorly warranted. A probative test will generally involve combining several subsidiary tests, deliberately designed to unearth different flaws. The approach relates to confidence interval estimation, but, like confidence distributions (CD) (Thornton), a series of different confidence levels is considered. A 95% confidence interval method, say using the mean M of a random sample to estimate the population mean μ of a Normal distribution, will cover the true, but unknown, value of μ 95% of the time in a hypothetical series of applications. However, we cannot take .95 as the probability that a particular interval estimate (a ≤ μ ≤ b) is correct—at least not without a prior probability to μ. In the severity interpretation I propose, we can nevertheless give an inferential construal post-data, while still regarding μ as fixed. For example, there is good evidence μ ≥ a (the lower estimation limit) because if μ < a, then with high probability .95 (or .975 if viewed as one-sided) we would have observed a smaller value of M than we did. Likewise for inferring μ ≤ b. To understand a method’s capability to probe flaws in the case at hand, we cannot just consider the observed data, unlike in strict Bayesian accounts. We need to consider what the method would have inferred if other data had been observed. For each point μ’ in the interval, we assess how severely the claim μ > μ’ has been probed. I apply the severity account to the problems discussed by earlier speakers in our session. The problem with multiple testing (and selective reporting) when attempting to distinguish genuine effects from noise, is not merely that it would, if regularly applied, lead to inferences that were often wrong. Rather, it renders the method incapable, or practically so, of probing the relevant mistaken inference in the case at hand. In other cases, by contrast, (e.g., DNA matching) the searching can increase the test’s probative capacity. In this way the severe testing account can explain competing intuitions about multiplicity and data-dredging, while blocking inferences based on problematic data-dredging
The Statistics Wars and Their Causalities (refs)
High-profile failures of replication in the social and biological sciences underwrite a
minimal requirement of evidence: If little or nothing has been done to rule out flaws in inferring a claim, then it has not passed a severe test. A claim is severely tested to the extent it has been subjected to and passes a test that probably would have found flaws, were they present. This probability is the severity with which a claim has passed. The goal of highly well-tested claims differs from that of highly probable ones, explaining why experts so often disagree about statistical reforms. Even where today’s statistical test critics see themselves as merely objecting to misuses and misinterpretations, the reforms they recommend often grow out of presuppositions about the role of probability in inductive-statistical inference. Paradoxically, I will argue, some of the reforms intended to replace or improve on statistical significance tests enable rather than reveal illicit inferences due to cherry-picking, multiple testing, and data-dredging. Some preclude testing and falsifying claims altogether. These are the “casualties” on which I will focus. I will consider Fisherian vs Neyman-Pearson tests, Bayes factors, Bayesian posteriors, likelihoodist assessments, and the “screening model” of tests (a quasiBayesian-frequentist assessment). Whether one accepts this philosophy of evidence, I argue, that it provides a standpoint for avoiding both the fallacies of statistical testing and the casualties of today’s statistics wars.
The Statistics Wars and Their Casualties (w/refs)
High-profile failures of replication in the social and biological sciences underwrite a minimal requirement of evidence: If little or nothing has been done to rule out flaws in inferring a claim, then it has not passed a severe test. A claim is severely tested to the extent it has been subjected to and passes a test that probably would have found flaws, were they present. This probability is the severity with which a claim has passed. The goal of highly well-tested claims differs from that of highly probable ones, explaining why experts so often disagree about statistical reforms. Even where today’s statistical test critics see themselves as merely objecting to misuses and misinterpretations, the reforms they recommend often grow out of presuppositions about the role of probability in inductive-statistical inference. Paradoxically, I will argue, some of the reforms intended to replace or improve on statistical significance tests enable rather than reveal illicit inferences due to cherry-picking, multiple testing, and data-dredging. Some preclude testing and falsifying claims altogether. These are the “casualties” on which I will focus. I will consider Fisherian vs Neyman-Pearson tests, Bayes factors, Bayesian posteriors, likelihoodist assessments, and the “screening model” of tests (a quasi-Bayesian-frequentist assessment). Whether one accepts this philosophy of evidence, I argue, that it provides a standpoint for avoiding both the fallacies of statistical testing and the casualties of today’s statistics wars.
On the interpretation of the mathematical characteristics of statistical test...
Statistical hypothesis tests are often misused and misinterpreted. Here I focus on one
source of such misinterpretation, namely an inappropriate notion regarding what the
mathematical theory of tests implies, and does not imply, when it comes to the
application of tests in practice. The view taken here is that it is helpful and instructive to be consciously aware of the essential difference between mathematical model and
reality, and to appreciate the mathematical model and its implications as a tool for
thinking rather than something that has a truth value regarding reality. Insights are presented regarding the role of model assumptions, unbiasedness and the alternative hypothesis, Neyman-Pearson optimality, multiple and data dependent testing.
The role of background assumptions in severity appraisal (
In the past decade discussions around the reproducibility of scientific findings have led to a re-appreciation of the importance of guaranteeing claims are severely tested. The inflation of Type 1 error rates due to flexibility in the data analysis is widely considered
one of the underlying causes of low replicability rates. Solutions, such as study preregistration, are becoming increasingly popular to combat this problem. Preregistration only allows researchers to evaluate the severity of a test, but not all
preregistered studies provide a severe test of a claim. The appraisal of the severity of a
test depends on background information, such as assumptions about the data generating process, and auxiliary hypotheses that influence the final choice for the
design of the test. In this article, I will discuss the difference between subjective and
inter-subjectively testable assumptions underlying scientific claims, and the importance
of separating the two. I will stress the role of justifications in statistical inferences, the
conditional nature of scientific conclusions following these justifications, and highlight
how severe tests could lead to inter-subjective agreement, based on a philosophical approach grounded in methodological falsificationism. Appreciating the role of background assumptions in the appraisal of severity should shed light on current discussions about the role of preregistration, interpreting the results of replication studies, and proposals to reform statistical inferences.
The two statistical cornerstones of replicability: addressing selective infer...
Tukey’s last published work in 2020 was an obscure entry on multiple comparisons in the
Encyclopedia of Behavioral Sciences, addressing the two topics in the title. Replicability
was not mentioned at all, nor was any other connection made between the two topics. I shall demonstrate how these two topics critically affect replicability using recently completed studies. I shall review how these have been addressed in the past. I shall
review in more detail the available ways to address selective inference. My conclusion is that conducting many small replicability studies without strict standardization is the way to assure replicability of results in science, and we should introduce policies to make this happen.
The replication crisis: are P-values the problem and are Bayes factors the so...
Today’s posterior is tomorrow’s prior. Dennis Lindley
It has been claimed that science is undergoing a replication crisis and that when looking for culprits, the cult of significance is the chief suspect. It has also been claimed that Bayes factors might provide a solution.
In my opinion, these claims are misleading and part of the problem is our understanding
of the purpose and nature of replication, which has only recently been subject to formal
analysis.
What we are or should be interested in is truth. Replication is a coherence not a correspondence requirement and one that has a strong dependence on the size
of the replication study
.
Consideration of Bayes factors raises a puzzling question. Should the Bayes factor for a replication study be calculated as if it were the initial study? If the answer is yes, the approach is not fully Bayesian and furthermore the Bayes factors will be subject to
exactly the same replication ‘paradox’ as P-values. If the answer is no, then in what
sense can an initially found Bayes factor be replicated and what are the implications for how we should view replication of P-values?
A further issue is that little attention has been paid to false negatives and, by extension
to true negative values. Yet, as is well known from the theory of diagnostic tests, it is
meaningless to consider the performance of a test in terms of false positives alone.
I shall argue that we are in danger of confusing evidence with the conclusions we draw and that any reforms of scientific practice should concentrate on producing evidence
that is reliable as it can be qua evidence. There are many basic scientific practices in
need of reform. Pseudoreplication, for example, and the routine destruction of
information through dichotomisation are far more serious problems than many matters of inferential framing that seem to have excited statisticians.
The Statistics Wars and Their Casualties
High-profile failures of replication in the social and biological sciences underwrite a
minimal requirement of evidence: If little or nothing has been done to rule out flaws in
inferring a claim, then it has not passed a severe test. A claim is severely tested to the
extent it has been subjected to and passes a test that probably would have found flaws,
were they present. This probability is the severity with which a claim has passed. The
goal of highly well-tested claims differs from that of highly probable ones, explaining
why experts so often disagree about statistical reforms. Even where today’s statistical
test critics see themselves as merely objecting to misuses and misinterpretations, the
reforms they recommend often grow out of presuppositions about the role of probability
in inductive-statistical inference. Paradoxically, I will argue, some of the reforms
intended to replace or improve on statistical significance tests enable rather than reveal
illicit inferences due to cherry-picking, multiple testing, and data-dredging. Some
preclude testing and falsifying claims altogether. These are the “casualties” on which I
will focus. I will consider Fisherian vs Neyman-Pearson tests, Bayes factors, Bayesian
posteriors, likelihoodist assessments, and the “screening model” of tests (a quasiBayesian-frequentist assessment). Whether one accepts this philosophy of evidence, I
argue, that it provides a standpoint for avoiding both the fallacies of statistical testing
and the casualties of today’s statistics wars.
Statistical "Reforms": Fixing Science or Threats to Replication and Falsifica...
Mounting failures of replication give a new urgency to critically appraising proposed statistical reforms. Many are welcome, some are quite radical!
The ASA president Task Force Statement on Statistical Significance and Replic...
Yoav Benjamini's slides "The ASA president Task Force Statement on Statistical Significance and Replicability” for Special Session of the (remote) Phil Stat Forum: “Statistical Significance Test Anxiety” on 11 January 2022
D. G. Mayo jan 11 slides
D. Mayo's slides "“The Statistics Wars and Intellectual Conflicts of Interest” for Special Session of the (remote) Phil Stat Forum: “Statistical Significance Test Anxiety” on 11 January 2022
T. Pradeu & M. Lemoine: Philosophy in Science: Definition and Boundaries
Do philosophers of science frequently contribute to science, and if so how? Bibliometrics helps assess how surprisingly big is the corpus of papers authored or co-authored by philosophers and published in science. Indeed, several hundreds of philosophers have published in scientific journals. It is also possible to assess how influential this work has been in terms of citations, as compared to the average number of citations in the same journals in the same year. Unsurprisingly, many of these papers authored or co-authored by philosophers and published in scientific journals are poorly cited while a handful of them are widely cited. However, the most interesting result is that there is a significant corpus of papers authored by philosophers (both published in science journals and in philosophy journals) and significantly cited in science. It is more difficult, albeit crucial, to identify the most contributive philosophical papers, namely, those which have penetrated science not only through publication or citation in science journals, but also through discussion or endorsement by some scientists.
Based on the identification of this often neglected corpus, which we propose to call "philosophy in science" (PinS), it becomes possible to describe the most central features of this particular way of doing philosophy of science. The first feature is bibliographic: philosophers in science tend to cite little philosophy and a lot of (up-to-date) science. Second, they also address a scientific question rather than a philosophical question. Third, in doing so, they use traditional tools of philosophy of science, typically and mostly, conceptual analysis, explication of implicit claims, examination of the consistency of claims, assessment of the relevance of methods or models. More rarely, but very interestingly, they also make positive and original contributions by bridging domains of science or suggesting hypotheses.
This different context – in particular, the specific requirements for a publication in a peer-reviewed science journal – transforms philosophy of science. Is it still philosophy? What is the difference with approaches such as "philosophy of science in practice", "complementary science", "scientific philosophy", "theory of science", and naturalism? PinS faces a double "impostor syndrome": not entirely philosophical for philosophers, and not entirely scientific for scientists. In conclusion, we will explore how PinS can respond to this double challenge.
D. Mayo: Philosophical Interventions in the Statistics Wars
ABSTRACT: While statistics has a long history of passionate philosophical controversy, the last decade especially cries out for philosophical illumination. Misuses of statistics, Big Data dredging, and P-hacking make it easy to find statistically significant, but spurious, effects. This obstructs a test's ability to control the probability of erroneously inferring effects–i.e., to control error probabilities. Disagreements about statistical reforms reflect philosophical disagreements about the nature of statistical inference–including whether error probability control even matters! I describe my interventions in statistics in relation to three events. (1) In 2016 the American Statistical Association (ASA) met to craft principles for avoiding misinterpreting P-values. (2) In 2017, a "megateam" (including philosophers of science) proposed "redefining statistical significance," replacing the common threshold of P ≤ .05 with P ≤ .005. (3) In 2019, an editorial in the main ASA journal called for abandoning all P-value thresholds, and even the words "significant/significance".
A word on each. (1) Invited to be a "philosophical observer" at their meeting, I found the major issues were conceptual. P-values measure how incompatible data are from what is expected under a hypothesis that there is no genuine effect: the smaller the P-value, the more indication of incompatibility. The ASA list of familiar misinterpretations–P-values are not posterior probabilities, statistical significance is not substantive importance, no evidence against a hypothesis need not be evidence for it–I argue, should not be the basis for replacing tests with methods less able to assess and control erroneous interpretations of data. (Mayo 2016, 2019). (2) The "redefine statistical significance" movement appraises P-values from the perspective of a very different quantity: a comparative Bayes Factor. Failing to recognize how contrasting approaches measure different things, disputants often talk past each other (Mayo 2018). (3) To ban P-value thresholds, even to distinguish terrible from warranted evidence, I say, is a mistake (2019). It will not eradicate P-hacking, but it will make it harder to hold P-hackers accountable. A 2020 ASA Task Force on significance testing has just been announced. (I would like to think my blog errorstatistics.com helped.)
To enter the fray between rival statistical approaches, it helps to have a principle applicable to all accounts. There's poor evidence for a claim if little if anything has been done to find it flawed even if it is. This forms a basic requirement for evidence I call the severity requirement. A claim passes with severity only if it is subjected to and passes a test that probably would have found it flawed, if it were. It stems from Popper, though he never adequately cashed it out. A variant is the frequentist principle of evidence developed with Sir David Cox (Mayo and Cox 20
Mayo: Evidence as Passing a Severe Test (How it Gets You Beyond the Statistic...
D. G. Mayo April 28, 2021 presentation to the CUNY Graduate Center Philosophy Colloquium "Evidence as Passing a Severe Test (How it Gets You Beyond the Statistics Wars)"
"Protectable subject matters, Protection in biotechnology, Protection of othe...
Protectable subject matters, Protection in biotechnology, Protection of other biological materials, Ownership and period of protection
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The neglected importance of complexity in statistics and Metascience
Daniele Fanelli
London School of Economics Fellow in Quantitative Methodology, Department of
Methodology, London School of Economics and Political Science.
ABSTRACT: Statistics is at war, and Metascience is ailing. This is partially due, the talk will argue, to
a paradigmatic blind-spot: the assumption that one can draw general conclusions about
empirical findings without considering the role played by context, conditions,
assumptions, and the complexity of methods and theories. Whilst ideally these
particularities should be unimportant in science, in practice they cannot be neglected in
most research fields, let alone in research-on-research.
This neglected importance of complexity is supported by theoretical arguments and
empirical findings (or the lack thereof) in the recent meta-analytical and metascientific
literature. The talk will overview this background and suggest how the complexity of
theories and methodologies may be explicitly factored into particular methodologies of
statistics and Metaresearch. The talk will then give examples of how this approach may
usefully complement existing paradigms, by translating results, methods and theories
into quantities of information that are evaluated using an information-compression logic.
Mathematically Elegant Answers to Research Questions No One is Asking (meta-a...
Uri Simonsohn (Professor, Department of Operations, Innovation and Data Sciences at Esade)
ABSTRACT: The statistical tools listed in the title share that a mathematically elegant solution has
become the consensus advice of statisticians, methodologists and some
mathematically sophisticated researchers writing tutorials and textbooks, and yet,
they lead research workers to meaningless answers, that are often also statistically
invalid. Part of the problem is that advice givers take the mathematical abstractions
of the tools they advocate for literally, instead of taking the actual behavior of
researchers seriously.
On Severity, the Weight of Evidence, and the Relationship Between the Two
Margherita Harris
Visiting fellow in the Department of Philosophy, Logic and Scientific Method at the London
School of Economics and Political Science.
ABSTRACT: According to the severe tester, one is justified in declaring to have evidence in support of a
hypothesis just in case the hypothesis in question has passed a severe test, one that it would be very
unlikely to pass so well if the hypothesis were false. Deborah Mayo (2018) calls this the strong
severity principle. The Bayesian, however, can declare to have evidence for a hypothesis despite not
having done anything to test it severely. The core reason for this has to do with the
(infamous) likelihood principle, whose violation is not an option for anyone who subscribes to the
Bayesian paradigm. Although the Bayesian is largely unmoved by the incompatibility between
the strong severity principle and the likelihood principle, I will argue that the Bayesian’s never-ending
quest to account for yet an other notion, one that is often attributed to Keynes (1921) and that is
usually referred to as the weight of evidence, betrays the Bayesian’s confidence in the likelihood
principle after all. Indeed, I will argue that the weight of evidence and severity may be thought of as
two (very different) sides of the same coin: they are two unrelated notions, but what brings them
together is the fact that they both make trouble for the likelihood principle, a principle at the core of
Bayesian inference. I will relate this conclusion to current debates on how to best conceptualise
uncertainty by the IPCC in particular. I will argue that failure to fully grasp the limitations of an
epistemology that envisions the role of probability to be that of quantifying the degree of belief to
assign to a hypothesis given the available evidence can be (and has been) detrimental to an
adequate communication of uncertainty.
Revisiting the Two Cultures in Statistical Modeling and Inference as they rel...
Aris Spanos (Wilson Schmidt Professor of Economics, Virginia Tech)
ABSTRACT: The discussion places the two cultures, the model-driven statistical modeling and the
algorithm-driven modeling associated with Machine Learning (ML) and Statistical
Learning Theory (SLT) in a broader context of paradigm shifts in 20th-century statistics,
which includes Fisher’s model-based induction of the 1920s and variations/extensions
thereof, the Data Science (ML, STL, etc.) and the Graphical Causal modeling in the
1990s. The primary objective is to compare and contrast the effectiveness of different
approaches to statistics in learning from data about phenomena of interest and relate
that to the current discussions pertaining to the statistics wars and their potential
casualties.
Comparing Frequentists and Bayesian Control of Multiple Testing
James Berger
ABSTRACT: A problem that is common to many sciences is that of having to deal with a multiplicity of statistical inferences. For instance, in GWAS (Genome Wide Association Studies), an experiment might consider 20 diseases and 100,000 genes, and conduct statistical tests of the 20x100,000=2,000,000 null hypotheses that a specific disease is associated with a specific gene. The issue is that selective reporting of only the ‘highly significant’ results could lead to many claimed disease/gene associations that turn out to be false, simply because of statistical randomness. In 2007, the seriousness of this problem was recognized in GWAS and extremely stringent standards were employed to resolve it. Indeed, it was recommended that tests for association should be conducted at an error probability of 5 x 10—7. Particle physicists similarly learned that a discovery would be reliably replicated only if the p-value of the relevant test was less than 5.7 x 10—7. This was because they had to account for a huge number of multiplicities in their analyses. Other sciences have continuing issues with multiplicity. In the Social Sciences, p-hacking and data dredging are common, which involve multiple analyses of data. Stopping rules in social sciences are often ignored, even though it has been known since 1933 that, if one keeps collecting data and computing the p-value, one is guaranteed to obtain a p-value less than 0.05 (or, indeed, any specified value), even if the null hypothesis is true. In medical studies that occur with strong oversight (e.g., by the FDA), control for multiplicity is mandated. There is also typically a large amount of replication, resulting in meta-analysis. But there are many situations where multiplicity is not handled well, such as subgroup analysis: one first tests for an overall treatment effect in the population; failing to find that, one tests for an effect among men or among women; failing to find that, one tests for an effect among old men or young men, or among old women or young women; …. I will argue that there is a single method that can address any such problems of multiplicity: Bayesian analysis, with the multiplicity being addressed through choice of prior probabilities of hypotheses. ... There are, of course, also frequentist error approaches (such as Bonferroni and FDR) for handling multiplicity of statistical inferences; indeed, these are much more familiar than the Bayesian approach. These are, however, targeted solutions for specific classes of problems and are not easily generalizable to new problems.
Good Data Dredging
Clark Glamour
ABSTRACT: "Data dredging"--searching non experimental data for causal and other relationships and taking that same data to be evidence for those relationships--was historically common in the natural sciences--the works of Kepler, Cannizzaro and Mendeleev are examples. Nowadays, "data dredging"--using data to bring hypotheses into consideration and regarding that same data as evidence bearing on their truth or falsity--is widely denounced by both philosophical and statistical methodologists. Notwithstanding, "data dredging" is routinely practiced in the human sciences using "traditional" methods--various forms of regression for example. The main thesis of my talk is that, in the spirit and letter of Mayo's and Spanos’ notion of severe testing, modern computational algorithms that search data for causal relations severely test their resulting models in the process of "constructing" them. My claim is that in many investigations, principled computerized search is invaluable for reliable, generalizable, informative, scientific inquiry. The possible failures of traditional search methods for causal relations, multiple regression for example, are easily demonstrated by simulation in cases where even the earliest consistent graphical model search algorithms succeed. ... These and other examples raise a number of issues about using multiple hypothesis tests in strategies for severe testing, notably, the interpretation of standard errors and confidence levels as error probabilities when the structures assumed in parameter estimation are uncertain. Commonly used regression methods, I will argue, are bad data dredging methods that do not severely, or appropriately, test their results. I argue that various traditional and proposed methodological norms, including pre-specification of experimental outcomes and error probabilities for regression estimates of causal effects, are unnecessary or illusory in application. Statistics wants a number, or at least an interval, to express a normative virtue, the value of data as evidence for a hypothesis, how well the data pushes us toward the true or away from the false. Good when you can get it, but there are many circumstances where you have evidence but there is no number or interval to express it other than phony numbers with no logical connection with truth guidance. Kepler, Darwin, Cannizarro, Mendeleev had no such numbers, but they severely tested their claims by combining data dredging with severe testing.
Error Control and Severity
Paper given at PSA 22 Symposium: Multiplicity, Data-Dredging and Error Control
MAYO ABSTRACT: I put forward a general principle for evidence: an error-prone claim C is warranted to the extent it has been subjected to, and passes, an analysis that very probably would have found evidence of flaws in C just if they are present. This probability is the severity with which C has passed the test. When a test’s error probabilities quantify the capacity of tests to probe errors in C, I argue, they can be used to assess what has been learned from the data about C. A claim can be probable or even known to be true, yet poorly probed by the data and model at hand. The severe testing account leads to a reformulation of statistical significance tests: Moving away from a binary interpretation, we test several discrepancies from any reference hypothesis and report those well or poorly warranted. A probative test will generally involve combining several subsidiary tests, deliberately designed to unearth different flaws. The approach relates to confidence interval estimation, but, like confidence distributions (CD) (Thornton), a series of different confidence levels is considered. A 95% confidence interval method, say using the mean M of a random sample to estimate the population mean μ of a Normal distribution, will cover the true, but unknown, value of μ 95% of the time in a hypothetical series of applications. However, we cannot take .95 as the probability that a particular interval estimate (a ≤ μ ≤ b) is correct—at least not without a prior probability to μ. In the severity interpretation I propose, we can nevertheless give an inferential construal post-data, while still regarding μ as fixed. For example, there is good evidence μ ≥ a (the lower estimation limit) because if μ < a, then with high probability .95 (or .975 if viewed as one-sided) we would have observed a smaller value of M than we did. Likewise for inferring μ ≤ b. To understand a method’s capability to probe flaws in the case at hand, we cannot just consider the observed data, unlike in strict Bayesian accounts. We need to consider what the method would have inferred if other data had been observed. For each point μ’ in the interval, we assess how severely the claim μ > μ’ has been probed. I apply the severity account to the problems discussed by earlier speakers in our session. The problem with multiple testing (and selective reporting) when attempting to distinguish genuine effects from noise, is not merely that it would, if regularly applied, lead to inferences that were often wrong. Rather, it renders the method incapable, or practically so, of probing the relevant mistaken inference in the case at hand. In other cases, by contrast, (e.g., DNA matching) the searching can increase the test’s probative capacity. In this way the severe testing account can explain competing intuitions about multiplicity and data-dredging, while blocking inferences based on problematic data-dredging
The Statistics Wars and Their Causalities (refs)
High-profile failures of replication in the social and biological sciences underwrite a
minimal requirement of evidence: If little or nothing has been done to rule out flaws in inferring a claim, then it has not passed a severe test. A claim is severely tested to the extent it has been subjected to and passes a test that probably would have found flaws, were they present. This probability is the severity with which a claim has passed. The goal of highly well-tested claims differs from that of highly probable ones, explaining why experts so often disagree about statistical reforms. Even where today’s statistical test critics see themselves as merely objecting to misuses and misinterpretations, the reforms they recommend often grow out of presuppositions about the role of probability in inductive-statistical inference. Paradoxically, I will argue, some of the reforms intended to replace or improve on statistical significance tests enable rather than reveal illicit inferences due to cherry-picking, multiple testing, and data-dredging. Some preclude testing and falsifying claims altogether. These are the “casualties” on which I will focus. I will consider Fisherian vs Neyman-Pearson tests, Bayes factors, Bayesian posteriors, likelihoodist assessments, and the “screening model” of tests (a quasiBayesian-frequentist assessment). Whether one accepts this philosophy of evidence, I argue, that it provides a standpoint for avoiding both the fallacies of statistical testing and the casualties of today’s statistics wars.
The Statistics Wars and Their Casualties (w/refs)
High-profile failures of replication in the social and biological sciences underwrite a minimal requirement of evidence: If little or nothing has been done to rule out flaws in inferring a claim, then it has not passed a severe test. A claim is severely tested to the extent it has been subjected to and passes a test that probably would have found flaws, were they present. This probability is the severity with which a claim has passed. The goal of highly well-tested claims differs from that of highly probable ones, explaining why experts so often disagree about statistical reforms. Even where today’s statistical test critics see themselves as merely objecting to misuses and misinterpretations, the reforms they recommend often grow out of presuppositions about the role of probability in inductive-statistical inference. Paradoxically, I will argue, some of the reforms intended to replace or improve on statistical significance tests enable rather than reveal illicit inferences due to cherry-picking, multiple testing, and data-dredging. Some preclude testing and falsifying claims altogether. These are the “casualties” on which I will focus. I will consider Fisherian vs Neyman-Pearson tests, Bayes factors, Bayesian posteriors, likelihoodist assessments, and the “screening model” of tests (a quasi-Bayesian-frequentist assessment). Whether one accepts this philosophy of evidence, I argue, that it provides a standpoint for avoiding both the fallacies of statistical testing and the casualties of today’s statistics wars.
On the interpretation of the mathematical characteristics of statistical test...
Statistical hypothesis tests are often misused and misinterpreted. Here I focus on one
source of such misinterpretation, namely an inappropriate notion regarding what the
mathematical theory of tests implies, and does not imply, when it comes to the
application of tests in practice. The view taken here is that it is helpful and instructive to be consciously aware of the essential difference between mathematical model and
reality, and to appreciate the mathematical model and its implications as a tool for
thinking rather than something that has a truth value regarding reality. Insights are presented regarding the role of model assumptions, unbiasedness and the alternative hypothesis, Neyman-Pearson optimality, multiple and data dependent testing.
The role of background assumptions in severity appraisal (
In the past decade discussions around the reproducibility of scientific findings have led to a re-appreciation of the importance of guaranteeing claims are severely tested. The inflation of Type 1 error rates due to flexibility in the data analysis is widely considered
one of the underlying causes of low replicability rates. Solutions, such as study preregistration, are becoming increasingly popular to combat this problem. Preregistration only allows researchers to evaluate the severity of a test, but not all
preregistered studies provide a severe test of a claim. The appraisal of the severity of a
test depends on background information, such as assumptions about the data generating process, and auxiliary hypotheses that influence the final choice for the
design of the test. In this article, I will discuss the difference between subjective and
inter-subjectively testable assumptions underlying scientific claims, and the importance
of separating the two. I will stress the role of justifications in statistical inferences, the
conditional nature of scientific conclusions following these justifications, and highlight
how severe tests could lead to inter-subjective agreement, based on a philosophical approach grounded in methodological falsificationism. Appreciating the role of background assumptions in the appraisal of severity should shed light on current discussions about the role of preregistration, interpreting the results of replication studies, and proposals to reform statistical inferences.
The two statistical cornerstones of replicability: addressing selective infer...
Tukey’s last published work in 2020 was an obscure entry on multiple comparisons in the
Encyclopedia of Behavioral Sciences, addressing the two topics in the title. Replicability
was not mentioned at all, nor was any other connection made between the two topics. I shall demonstrate how these two topics critically affect replicability using recently completed studies. I shall review how these have been addressed in the past. I shall
review in more detail the available ways to address selective inference. My conclusion is that conducting many small replicability studies without strict standardization is the way to assure replicability of results in science, and we should introduce policies to make this happen.
The replication crisis: are P-values the problem and are Bayes factors the so...
Today’s posterior is tomorrow’s prior. Dennis Lindley
It has been claimed that science is undergoing a replication crisis and that when looking for culprits, the cult of significance is the chief suspect. It has also been claimed that Bayes factors might provide a solution.
In my opinion, these claims are misleading and part of the problem is our understanding
of the purpose and nature of replication, which has only recently been subject to formal
analysis.
What we are or should be interested in is truth. Replication is a coherence not a correspondence requirement and one that has a strong dependence on the size
of the replication study
.
Consideration of Bayes factors raises a puzzling question. Should the Bayes factor for a replication study be calculated as if it were the initial study? If the answer is yes, the approach is not fully Bayesian and furthermore the Bayes factors will be subject to
exactly the same replication ‘paradox’ as P-values. If the answer is no, then in what
sense can an initially found Bayes factor be replicated and what are the implications for how we should view replication of P-values?
A further issue is that little attention has been paid to false negatives and, by extension
to true negative values. Yet, as is well known from the theory of diagnostic tests, it is
meaningless to consider the performance of a test in terms of false positives alone.
I shall argue that we are in danger of confusing evidence with the conclusions we draw and that any reforms of scientific practice should concentrate on producing evidence
that is reliable as it can be qua evidence. There are many basic scientific practices in
need of reform. Pseudoreplication, for example, and the routine destruction of
information through dichotomisation are far more serious problems than many matters of inferential framing that seem to have excited statisticians.
The Statistics Wars and Their Casualties
High-profile failures of replication in the social and biological sciences underwrite a
minimal requirement of evidence: If little or nothing has been done to rule out flaws in
inferring a claim, then it has not passed a severe test. A claim is severely tested to the
extent it has been subjected to and passes a test that probably would have found flaws,
were they present. This probability is the severity with which a claim has passed. The
goal of highly well-tested claims differs from that of highly probable ones, explaining
why experts so often disagree about statistical reforms. Even where today’s statistical
test critics see themselves as merely objecting to misuses and misinterpretations, the
reforms they recommend often grow out of presuppositions about the role of probability
in inductive-statistical inference. Paradoxically, I will argue, some of the reforms
intended to replace or improve on statistical significance tests enable rather than reveal
illicit inferences due to cherry-picking, multiple testing, and data-dredging. Some
preclude testing and falsifying claims altogether. These are the “casualties” on which I
will focus. I will consider Fisherian vs Neyman-Pearson tests, Bayes factors, Bayesian
posteriors, likelihoodist assessments, and the “screening model” of tests (a quasiBayesian-frequentist assessment). Whether one accepts this philosophy of evidence, I
argue, that it provides a standpoint for avoiding both the fallacies of statistical testing
and the casualties of today’s statistics wars.
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Do philosophers of science frequently contribute to science, and if so how? Bibliometrics helps assess how surprisingly big is the corpus of papers authored or co-authored by philosophers and published in science. Indeed, several hundreds of philosophers have published in scientific journals. It is also possible to assess how influential this work has been in terms of citations, as compared to the average number of citations in the same journals in the same year. Unsurprisingly, many of these papers authored or co-authored by philosophers and published in scientific journals are poorly cited while a handful of them are widely cited. However, the most interesting result is that there is a significant corpus of papers authored by philosophers (both published in science journals and in philosophy journals) and significantly cited in science. It is more difficult, albeit crucial, to identify the most contributive philosophical papers, namely, those which have penetrated science not only through publication or citation in science journals, but also through discussion or endorsement by some scientists.
Based on the identification of this often neglected corpus, which we propose to call "philosophy in science" (PinS), it becomes possible to describe the most central features of this particular way of doing philosophy of science. The first feature is bibliographic: philosophers in science tend to cite little philosophy and a lot of (up-to-date) science. Second, they also address a scientific question rather than a philosophical question. Third, in doing so, they use traditional tools of philosophy of science, typically and mostly, conceptual analysis, explication of implicit claims, examination of the consistency of claims, assessment of the relevance of methods or models. More rarely, but very interestingly, they also make positive and original contributions by bridging domains of science or suggesting hypotheses.
This different context – in particular, the specific requirements for a publication in a peer-reviewed science journal – transforms philosophy of science. Is it still philosophy? What is the difference with approaches such as "philosophy of science in practice", "complementary science", "scientific philosophy", "theory of science", and naturalism? PinS faces a double "impostor syndrome": not entirely philosophical for philosophers, and not entirely scientific for scientists. In conclusion, we will explore how PinS can respond to this double challenge.
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ABSTRACT: While statistics has a long history of passionate philosophical controversy, the last decade especially cries out for philosophical illumination. Misuses of statistics, Big Data dredging, and P-hacking make it easy to find statistically significant, but spurious, effects. This obstructs a test's ability to control the probability of erroneously inferring effects–i.e., to control error probabilities. Disagreements about statistical reforms reflect philosophical disagreements about the nature of statistical inference–including whether error probability control even matters! I describe my interventions in statistics in relation to three events. (1) In 2016 the American Statistical Association (ASA) met to craft principles for avoiding misinterpreting P-values. (2) In 2017, a "megateam" (including philosophers of science) proposed "redefining statistical significance," replacing the common threshold of P ≤ .05 with P ≤ .005. (3) In 2019, an editorial in the main ASA journal called for abandoning all P-value thresholds, and even the words "significant/significance".
A word on each. (1) Invited to be a "philosophical observer" at their meeting, I found the major issues were conceptual. P-values measure how incompatible data are from what is expected under a hypothesis that there is no genuine effect: the smaller the P-value, the more indication of incompatibility. The ASA list of familiar misinterpretations–P-values are not posterior probabilities, statistical significance is not substantive importance, no evidence against a hypothesis need not be evidence for it–I argue, should not be the basis for replacing tests with methods less able to assess and control erroneous interpretations of data. (Mayo 2016, 2019). (2) The "redefine statistical significance" movement appraises P-values from the perspective of a very different quantity: a comparative Bayes Factor. Failing to recognize how contrasting approaches measure different things, disputants often talk past each other (Mayo 2018). (3) To ban P-value thresholds, even to distinguish terrible from warranted evidence, I say, is a mistake (2019). It will not eradicate P-hacking, but it will make it harder to hold P-hackers accountable. A 2020 ASA Task Force on significance testing has just been announced. (I would like to think my blog errorstatistics.com helped.)
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