Copyright (c) Bani K. Mallick1 STAT 651 Lecture 6.

transcript

Copyright (c) Bani K. Mallick 1

STAT 651

Lecture 6

Topics in Lecture #6 The language of hypothesis testing

Hypothesis tests are carried out using confidence intervals

Z-tests are also possible

P-values as a way of not having to do the mechanics of many hypothesis tests

Statistical power

Book Sections Covered in Lecture #6

Chapter 5.4

Chapter 5.6

Lecture 5 Review: Confidence Interval for a Population Mean

when is Known Want 90%, 95% and 99% chance of

interval including .

n645.1 to

n645.1

n96.1 to

n58.2 to

Lecture 5 Review: Confidence Intervals

There is a general formula given on page 200

If you want a (1-)100% confidence interval for the population mean when the population s.d. is known, use the formula

The term z is the value in Table 1 that gives probability 1 - /2.

= 0.10, z = 1.645: = 0.05, z = 1.96, = 0.01, z = 2.58

nz 2/2/

Lecture 5 Review: Sample Size Determination

I want the length of a confidence interval to be

then the sample size I need is 2

2/ Ezn

Lecture 5 Review

Which make the lengths of CI’s become longer?

Sample sizes?

Population standard deviation?

Degree of confidence?

Hypothesis Testing: Beginings

Suppose you want to know whether the population mean change in reported caloric intake equals zero

Note the emphasis on population

There is a reasonably elaborate structure to test such a hypothesis

Computers make this relatively simple, for simple problems, but you have to understand the language

Hypothesis Testing

Suppose you want to know whether the population mean change in reported caloric intake equals zero

We have already done this!!!!!

Confidence intervals tell you where the population mean is, with specified probability

If zero is not in the confidence interval, then what?

Hypothesis Testing

Can be thought of as a framework for decision making

I like to emphasize confidence intervals, since they give more information

The books talks about 1-tailed and 2-tailed tests. We will do only 2-tailed tests.

The Null Hypothesis

Begin with a hypothesis:

hypothesized value (say 0)

This is called the null hypothesis

It is always of the form given above.

0 H : μ =

The Alternative Hypothesis

Write down possible alternatives:

hypothesized value

The is the alternative hypothesis

For our course, it is always two-sided

hypothesized value

A H : μ

0 H : μ =

A H : μ

Type I Error (False Reject)

A Type I error occurs when you say that the null hypothesis is false when in fact it is true

You can never know for certain whether or not you have made such an error

You can only control the probability that you make such an error

t is convention to make the probability of a Type I error 5%, although 1% and 10% are also used

Type I Error Rates

Choose a confidence level, call it 1 -

The Type I error rate is confidence interval: = 10%

confidence interval: = 5%

confidence interval: = 1%

Choose a Decision Rule

You can reject

Or you can NOT reject

For reasons described later, we never accept

That’s a trick question on an exam!

Type II: The Other Kind of Error

The other type of error occurs when you do NOT reject even though it is false

This often occurs because your study sample size is too small to detect meaningful departures from

Statisticians spend a lot of time trying to figure out a priori if a study is large enough to detect meaningful departures from a null hypothesis

Making Your Decision

You have selected your level of confidence 1-. This means your Type I error rate is

You have a null hypothesis

You form a confidence interval

If the hypothesized value is not in the confidence interval, you reject and say it is false

Otherwise, you cannot reject

The Z-Test

I like confidence intervals because they tell you two things

They tell you where the population mean is

The length of the confidence interval tells you if your study sample size is too small to be useful

The Z-Test

There is an equivalent procedure for performing the hypothesis test, called the Z-test

It is not as useful as a confidence interval, because it does not give you the confidence interval

You actually rarely see it anymore, but sometimes you do

The Z-Test

Form the Z-statistic:

Reject the null hypothesis if

= 001, confidence = 99%) |Z| > 2.58

= 005, confidence = 95%) |Z| > 1.96

= 010, confidence = 90%) |Z| > 1.645

0A : H

X |Z| 0

0 0 H : μ = μ

WISH Data Again We already know that the population mean change

in reported caloric intake is not zero with 99% confidence

= 600, n = 271 = -180,

|Z| = 4.9 > 2.58

Reject the null hypothesis!

X0 : H

2.58 /2

9.4271/600

P-values

Ubiquitous in journals

You need to know what they are

They are simply bookkeeping devices to save journal space, since you cannot do 3 confidence intervals for each hypothesis

Small p-values indicate that you have rejected the null hypothesis

Simple stuff!!!

P-values

If p < 0.10, this means that you have rejected the null hypothesis with a confidence interval of 90% or a Type I error rate of 0.10

If p > 0.10, you did not reject the null hypothesis at these levels

P-values

WISH Data Again

Which are true, if any? 99% CI did not include 0

p < 0.01

p < 0.05

p < 0.10

p > 0.01

p > 0.05

p > 0.10

A Little Theory

Suppose that the p-value = 0.032. Which confidence intervals, if any, include the hypothesized value?

A Little Theory

Hormone Assay Data

Two assay methods for measuring the amount of a hormone

Reference Method: the old standby

Test Method: A new, cheaper method

I was asked by Becton Dickenson Company to say whether the Test method was a reliable substitute for the Reference method

Hormone Assay Data

Q-Q Plot for differences: Test - Reference

Normal Q-Q Plot of Difference: Test - Reference

Observed Value

20100-10-20

Hormone Assay Data

Q-Q plot of differences of logarithms: log(test) - log(reference)

Normal Q-Q Plot of log(Test / Reference)

Observed Value

.6.4.2.0-.2-.4-.6-.8-1.0

Hormone Assay Data

Q-Q Plot for differences: Test - Reference

Difference: Test - Reference

Std. Dev = 3.48

Mean = -.4

N = 85.00

Hormone Assay Data

Q-Q plot of differences of logarithms: log(test) - log(reference)

log(Test / Reference)

Std. Dev = .28

Mean = -.11

N = 85.00

Hormone Assay Data

Box Plot for differences: Test - Reference

Difference: Test - R

63826975

738074

393677667243

Hormone Assay Data

Box plot of differences of logarithms: log(test) - log(reference)

log(Test / Reference

Hormone Assay Data

It seems to make sense to use the log(Test) and log(Reference) Data, since log(Test) - log(Reference) seems more Gaussian

Hormone Assay Data

n = 85

For log data, log(test) - log(reference)

Sample mean = -0.1083

Sample s.d. = 0.2761

Sample std. error = 0.0299

p-value < 0.01: what is the hypothesis and what is the conclusion?

Hormone Assay Data

For log data, X = log(test) - log(reference)

Hypothesis: X has population mean = 0

p-value < 0.01: what is the conclusion?

Hormone Assay Data

For log data, X = log(test) - log(reference)

p-value < 0.01: what is the conclusion? That a 99% confidence interval did not

include zero, and hence you reject the null hypothesis that the population mean = 0

99% CI from -0.0294 to -0.1872

Hormone Assay Data

For raw data, X = test - reference

99% CI from -1.44 to 0.55

Is p < 0.01 for this scale?

p = 0.244

Hormone Assay Data

For raw data, X = test - reference, p = 0.244

For log data, X = log(test) - log(reference), p < 0.001

WOW!!! Which is right?

Hormone Assay Data

For raw data, X = test - reference, p = 0.244

For log data, X = log(test) - log(reference), p < 0.001

WOW!!! Which is right?

I believe the log data more: more nearly normal, no outliers, nice histogram

Plus, a nonparametric test (later) has p < 0.001

Statistical Power

Statistical power is defined as the probability that you will reject the null hypothesis when you should reject it.

If is the Type II error, power = 1 -

The Type I error (test level) does NOT depend on the sample size: you chose it (5%?)

The power depends crucially on the sample size

Statistical Power

The power depends crucially on the sample size

If you have a very small sample size (n), then you will have low power, i.e., a small chance of finding an effect even if it is there

Statistical Power

If you have a very small sample size (n), then you will have low power, i.e., a small chance of finding an effect even if it is there

This is why we never accept the null hypothesis: because we can manipulate through n the chance of rejecting it.

Numerical Illustration Wish again, = 600, sample mean = -

Hypothesized value for pop. Mean = 0

Set = 0.01, 99% CI

n = 1, |Z| = 0.30, NOT Reject

n = 10, |Z| = 0.95, NOT Reject

n = 20, |Z| = 1.34, NOT Reject

n = 100, |Z| = 3.00, Reject

n = 271, |Z| = 4.95, Reject

Copyright (c) Bani K. Mallick1 STAT 651 Lecture 6.

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