"Confidence intervals give a feeling of the uncertainty of experimental evidence, and (very important) give it in the same units [...] as the original observations." (Mary G Natrella, "The relation between confidence intervals and tests of significance", American Statistician 14, 1960)
"I do not think that significance testing should be completely abandoned [...] and I don’t expect that it will be. But I urge researchers to provide estimates, with confidence intervals: scientific advance requires parameters with known reliability estimates. Classical confidence intervals are formally equivalent to a significance test, but they convey more information." (Nigel G Yoccoz, "Use, Overuse, and Misuse of Significance Tests in Evolutionary Biology and Ecology", Bulletin of the Ecological Society of America Vol. 72 (2), 1991)
"Whereas hypothesis testing emphasizes a very narrow question (‘Do the population means fail to conform to a specific pattern?’), the use of confidence intervals emphasizes a much broader question (‘What are the population means?’). Knowing what the means are, of course, implies knowing whether they fail to conform to a specific pattern, although the reverse is not true. In this sense, use of confidence intervals subsumes the process of hypothesis testing." (Geoffrey R Loftus, "On the tyranny of hypothesis testing in the social sciences", Contemporary Psychology 36, 1991)
"Probabilistic inference is the classical paradigm for data analysis in science and technology. It rests on a foundation of randomness; variation in data is ascribed to a random process in which nature generates data according to a probability distribution. This leads to a codification of uncertainly by confidence intervals and hypothesis tests." (William S Cleveland, "Visualizing Data", 1993)
"We should push for de-emphasizing some topics, such as statistical significance tests - an unfortunate carry-over from the traditional elementary statistics course. We would suggest a greater focus on confidence intervals - these achieve the aim of formal hypothesis testing, often provide additional useful information, and are not as easily misinterpreted." (Gerry Hahn et al, "The Impact of Six Sigma Improvement: A Glimpse Into the Future of Statistics", The American Statistician, 1999)
"Precision does not vary linearly with increasing sample size. As is well known, the width of a confidence interval is a function of the square root of the number of observations. But it is more complicate than that. The basic elements determining a confidence interval are the sample size, an estimate of variability, and a pivotal variable associated with the estimate of variability." (Gerald van Belle, "Statistical Rules of Thumb", 2002)
"The important thing is to understand that frequentist and Bayesian methods are answering different questions. To combine prior beliefs with data in a principled way, use Bayesian inference. To construct procedures with guaranteed long run performance, such as confidence intervals, use frequentist methods. Generally, Bayesian methods run into problems when the parameter space is high dimensional."
"There is a tendency to use hypothesis testing methods even when they are not appropriate. Often, estimation and confidence intervals are better tools. Use hypothesis testing only when you want to test a well-defined hypothesis."
"Scholars feel the need to present tables of model parameters in academic articles (perhaps just as evidence that they ran the analysis they claimed to have run), but these tables are rarely interpreted other than for their sign and statistical significance. Most of the numbers in these tables are never even discussed in the text. From the perspective of the applied data analyst, R packages without procedures to compute quantities of scientific interest are woefully incomplete. A better approach focuses on quantities of direct scientific interest rather than uninterpretable model parameters. [...] For each quantity of interest, the user needs some summary that includes a point estimate and a measure of uncertainty such as a standard error, confidence interval, or a distribution. The methods of calculating these differ greatly across theories of inference and methods of analysis. However, from the user’s perspective, the result is almost always the same: the point estimate and uncertainty of some quantity of interest." (Kousuke Imai et al, "Toward a Common Framework for Statistical Analysis and Development", Journal of Computational and Graphical Statistics vol. 17, 2008)
"Given the important role that correlation plays in structural equation modeling, we need to understand the factors that affect establishing relationships among multivariable data points. The key factors are the level of measurement, restriction of range in data values (variability, skewness, kurtosis), missing data, nonlinearity, outliers, correction for attenuation, and issues related to sampling variation, confidence intervals, effect size, significance, sample size, and power." (Randall E Schumacker & Richard G Lomax, "A Beginner’s Guide to Structural Equation Modeling" 3rd Ed., 2010)
"A complete data analysis will involve the following steps: (i) Finding a good model to fit the signal based on the data. (ii) Finding a good model to fit the noise, based on the residuals from the model. (iii) Adjusting variances, test statistics, confidence intervals, and predictions, based on the model for the noise.
"For a confidence interval, the central limit theorem plays a role in the reliability of the interval because the sample mean is often approximately normal even when the underlying data is not. A prediction interval has no such protection. The shape of the interval reflects the shape of the underlying distribution. It is more important to examine carefully the normality assumption by checking the residuals […].
"Samples give us estimates of something, and they will almost always deviate from the true number by some amount, large or small, and that is the margin of error. […] The margin of error does not address underlying flaws in the research, only the degree of error in the sampling procedure. But ignoring those deeper possible flaws for the moment, there is another measurement or statistic that accompanies any rigorously defined sample: the confidence interval."
"The margin of error is how accurate the results are, and the confidence interval is how confident you are that your estimate falls within the margin of error."
"[...] a hypothesis test tells us whether the observed data are consistent with the null hypothesis, and a confidence interval tells us which hypotheses are consistent with the data." (William C Blackwelder)
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