scholarly journals Probability that p-value provides misleading evidence cannot be controlled by sample size

Author(s):  
Marian Grendar ◽  
George G Judge

A measure of statistical evidence should permit the sample size determination so that the probability M of obtaining (strong) misleading evidence can be held as low as desired. On this desideratum the p-value fails completely, as it leads either to an arbitrary sample size if M >= 0.01 or no sample size at all, if M < 0.01. Unlike the p-value, the ratio of likelihoods, the ratio of posteriors, as well as the Bayes Factor, permit controlling the probability of misleading evidence by the sample size.

2017 ◽  
Author(s):  
Marian Grendar ◽  
George G Judge

A measure of statistical evidence should permit the sample size determination so that the probability M of obtaining (strong) misleading evidence can be held as low as desired. On this desideratum the p-value fails completely, as it leads either to an arbitrary sample size if M >= 0.01 or no sample size at all, if M < 0.01. Unlike the p-value, the ratio of likelihoods, the ratio of posteriors, as well as the Bayes Factor, permit controlling the probability of misleading evidence by the sample size.


2021 ◽  
Author(s):  
Shravan Vasishth ◽  
Himanshu Yadav ◽  
Daniel Schad ◽  
Bruno Nicenboim

Although Bayesian data analysis has the great advantage that one need not specify the sample size in advance of running an experiment, there are nevertheless situations where it becomes necessary to have at least an initial ballpark estimate for a target sample size. An example where this becomes necessary is grant applications. In this paper, we adapt a simulation-based method proposed by Wang and Gelfand, 2002 (A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models. Statistical Science, 193-208) for a Bayes-factor based design analysis. We demonstrate how relatively complex hierarchical models (which are commonly used in psycholinguistics) can be used to determine approximate sample sizes for planning experiments. The code is available for researchers to adapt for their own purposes and applications at https://osf.io/hjgrm/.


2021 ◽  
Author(s):  
Qianrao Fu

It is a tradition that goes back to Jacob Cohen to calculate the sample size before collecting data. The most commonly asked question is: "How many subjects do we need to obtain a significant result if we use the p-value to evaluate the hypothesis if an effect size exists?" In the Bayesian framework, we may want to know how many subjects are needed to get convincing evidence if we use the Bayes factor to evaluate the hypothesis. This paper proposes a solution to the above question by reaching two goals: firstly, the size of the Bayes factor reaches a given threshold, and secondly the probability that the Bayes factor exceeds the given threshold reaches a required value. Researchers can express their expectations through the order or the sign hypothesis of the parameters in a linear regression model. For example, the researchers may expect the regression coefficient to be $\beta_1&gt;\beta_2&gt;\beta_3$, which is an order constrained hypothesis; or the researchers may expect a regression coefficient $\beta_1&gt;0$, which is a sign hypothesis. The greatest advantage of using a specific hypothesis is that the sample size required is reduced compared to an unconstrained hypothesis to achieve the same probability that the Bayes factor exceeds some threshold. This article provides sample size tables for the null hypothesis, order hypothesis, sign hypothesis, complement hypothesis, and unconstrained hypothesis. To enhance the applicability, an R package is developed via a Monte Carlo simulation, which can facilitate psychologists while planning the sample size even if they do not have any statistical programming background.


1997 ◽  
Vol 26 (1) ◽  
pp. 1-16 ◽  
Author(s):  
C. HIROTSU ◽  
K. NISHIHARA ◽  
M. SUGIHARA

2019 ◽  
Author(s):  
Qianrao Fu ◽  
Herbert Hoijtink ◽  
Mirjam Moerbeek

When two independent means $\mu_1$ and $\mu_2$ are compared, $H_0: \mu_1=\mu_2$, $H_1: \mu_1\ne\mu_2$, and $H_2: \mu_1&gt;\mu_2$ are the hypotheses of interest. This paper introduces the \texttt{R} package \texttt{SSDbain}, which can be used to determine the sample size needed to evaluate these hypotheses using the Approximate Adjusted Fractional Bayes Factor (AAFBF) implemented in the \texttt{R} package \texttt{bain}. Both the Bayesian t-test and the Bayesian Welch's test are available in this \texttt{R} package. The sample size required will be calculated such that the probability that the Bayes factor is larger than a threshold value is at least $\eta$ if either the null or alternative hypothesis is true. Using the \texttt{R} package \texttt{SSDbain} and/or the tables provided in this paper, psychological researchers can easily determine the required sample size for their experiments.


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