An investigation of the false discovery rate and the misinterpretation of p-values.

An investigation of the false discovery rate and the misinterpretation of p-values.
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DOI:
10.1098/rsos.140216
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发表时间:
2014-11
影响因子:
3.5
通讯作者:
Colquhoun D
Colquhoun D
中科院分区:
综合性期刊3区
文献类型:
--
作者:
Colquhoun D

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如果你用 p=0.05 来表明你已经有了一个发现,那么你至少有 30% 的时间是错的。如果(通常情况下)实验动力不足,那么大多数时候你都会错。这个结论是从几个角度来论证的。首先,树形图显示了与筛选测试问题的密切相似性。通过重复模拟 t 检验得出类似的结论。这些模仿了现实生活中所做的事情,这使得结果更有说服力。模拟方法还用于评估效应大小被高估的程度,特别是在动力不足的实验中。提供了一个脚本,允许读者自己进行模拟,并使用适合他们自己工作的数字。结论是,如果希望将错误发现率保持在 5% 以下,则需要使用三西格玛规则,或者坚持 p≤0.001。并且永远不要使用“重要”这个词。
If you use p=0.05 to suggest that you have made a discovery, you will be wrong at least 30% of the time. If, as is often the case, experiments are underpowered, you will be wrong most of the time. This conclusion is demonstrated from several points of view. First, tree diagrams which show the close analogy with the screening test problem. Similar conclusions are drawn by repeated simulations of t-tests. These mimic what is done in real life, which makes the results more persuasive. The simulation method is used also to evaluate the extent to which effect sizes are over-estimated, especially in underpowered experiments. A script is supplied to allow the reader to do simulations themselves, with numbers appropriate for their own work. It is concluded that if you wish to keep your false discovery rate below 5%, you need to use a three-sigma rule, or to insist on p≤0.001. And never use the word ‘significant’.
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