On judging the significance of differences by examining the overlap between confidence intervals
On judging the significance of differences by examining the overlap between confidence intervals
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DOI：
10.1198/000313001317097960
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发表时间：
2001-08-01
影响因子：
1.8
通讯作者：
Gentleman, JF
中科院分区：
文献类型：
--
作者：
Schenker, N;Gentleman, JF
为了判断两个点估计值之间的差异是否具有统计学显著性，数据分析师通常会检查两个相关置信区间之间的重叠。我们比较了这种技术的标准方法下的一致性，渐近正态性和渐近独立的估计的共同假设的检验意义。通过检查重叠的方法拒绝零假设意味着通过标准方法拒绝，而通过检查重叠的方法拒绝失败并不意味着通过标准方法拒绝失败。因此，检查重叠的方法更保守（即，当零假设为真时，它比标准方法更频繁地拒绝零假设），并且当零假设为假时，它比标准方法更频繁地错误地拒绝零假设。虽然检查重叠的方法是简单的，特别是方便的置信区间的列表或图表时，已经提出，我们得出结论，它不应该被用于正式的显着性检验，除非数据分析师意识到其不足之处，除非进行更适当的程序所需的信息是不可用的。
To judge whether the difference between two point estimates is statistically significant, data analysts often examine the overlap between the two associated confidence intervals. We compare this technique to the standard method of testing significance under the common assumptions of consistency, asymptotic normality, and asymptotic independence of the estimates. Rejection of the null hypothesis by the method of examining overlap implies rejection by the standard method, whereas failure to reject by the method of examining overlap does not imply failure to reject by the standard method. As a consequence, the method of examining overlap is more conservative (i.e., rejects the null hypothesis less often) than the standard method when the null hypothesis is true, and it mistakenly fails to reject the null hypothesis more frequently than does the standard method when the null hypothesis is false. Although the method of examining overlap is simple and especially convenient when lists or graphs of confidence intervals have been presented, we conclude that it should not be used for formal significance testing unless the data analyst is aware of its deficiencies and unless the information needed to carry out a more appropriate procedure is unavailable.