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A message I just sent to my class

I wanted to add some context to what we talked about in class today. Part of the message I was sending was that there are some stupid things that get published and you should be careful about that: don’t necessarily believe something, just cos it’s statistically significant and published in a top journal.

And, sure, that’s true, I’ve seen lots of examples of bad studies that get tons of publicity. But that shouldn’t really be the #1 point you get from my class.

This is how I want you to think about today’s class:

Consider 3 different ways in which you will be using sample surveys:

1. Conducting your own survey;

2. Performing your own analysis of existing survey data;

3. Reading and interpreting a study that was performed by others.

The key statistical message of today’s lecture was that if the underlying comparison of interest in the population (what I was calling the “effect size,” but that is somewhat misleading, as we could be talking about purely descriptive comparisons with no direct causal interpretation) is small, and if measurements are poor (high bias, high variance, or both), then it can be essentially impossible to learn anything statistical from your data.

The point of the examples I discussed is not so much that they’re dumb, but that they are settings where the underlying difference or effect in the population is small, and where measurements are noisy, or biased, or both.

What does this imply for your own work? Consider the 3 scenarios listed above:

1. If you’re conducting your own survey: Be aware of what your goal is, what you’re trying to estimate. And put lots of effort into getting valid and reliable measurements. If you’re estimating a difference which in truth is tiny, or if your measurements are crap, you’re drawing dead (as they say in poker).

2. If you’re performing your own analysis of existing survey data: Same thing. Consider what you’re estimating and how well it’s being measured. Don’t fall into the trap of thinking that something that’s statistically significant is likely to accurately represent a truth in the general population.

3. If you’re reading and interpreting a study that was performed by others: Same thing. Even if the claim does not seem foolish, think about the size of the underlying comparison or effect and how accurately it’s being estimated.

To put it another way, one thing I’m pushing against is the attitude that statistical significance is a “win.” From that perspective, it’s ok to do a noisy study of a small effect if the cost is low, because you might get lucky and get that “p less than .05.” But that is a bad attitude, because if you’re really studying a small effect with a noisy measurement, anything that happens to be statistically significant could well be in the wrong direction and is certain to be an overestimate. In the long run, finding something statistically significant in this way is not a win at all, it’s a loss in that it can waste your time and other researchers’ time.

This is all some serious stuff to think about in a methods class, but it’s important to think a bit about the endgame.

P.S. (in case this is confusing anyone who was in class today): I wrote the above message a couple months ago. Most of the posts on this blog are on delay.

2 Comments

  1. Chris says:

    > P.S. (in case this is confusing anyone who was in class today): I wrote the above message a couple months ago. Most of the posts on this blog are on delay.

    I was quite confused, thanks for the PS!

  2. Eric Loken says:

    So much for just-in-time-teaching! Seriously though I understand where this post came from. The other day I had a class where I went off in the same direction you seem to have gone on. In a grad class it can risk getting a little choppy because the students can feel like you are criticizing all research, or else taking pot shots at obviously weak research, or else leveling critiques that might undermine their own budding research programs (where a first pub is so valuable). I did seem to connect by referring to the Meehl idea that if a physicist predicts the ball will accelerate down the ramp at 3 meter/second squared they are wrong if the experiment finds the answer to be 2 or 4. But all the social scientist does is argue that the acceleration was not zero and claim victory! Yup, the ball rolled, and my theory predicted that. Hmmm, many theories are consistent with that finding…. (I don’t think Meehl used this exact example but he did point out that physical scientists can be proved wrong more easily than psychologists).

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