Living with P Values Resurrecting a Bayesian Perspective on Frequentist Statistics

作者:Greenland Sander*; Poole Charles
来源:Epidemiology, 2013, 24(1): 62-68.
DOI:10.1097/EDE.0b013e3182785741

摘要

In response to the widespread abuse and misinterpretation of significance tests of null hypotheses, some editors and authors have strongly discouraged P values. However, null P values still thrive in most journals and are routinely misinterpreted as probabilities of a "chance finding" or of the null, when they are no such thing. This misuse may be lessened by recognizing correct Bayesian interpretations. For example, under weak priors, 95% confidence intervals approximate 95% posterior probability intervals, one-sided P values approximate directional posterior probabilities, and point estimates approximate posterior medians. Furthermore, under certain conditions, a one-sided P value for a prior median provides an approximate lower bound on the posterior probability that the point estimate is on the wrong side of that median. More generally, P values can be incorporated into a modern analysis framework that emphasizes measurement of fit, distance, and posterior probability in place of "statistical significance" and accept/reject decisions. (Epidemiology 2013;24: 62-68)

  • 出版日期2013-1

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