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MA in English Linguistics Experimental design and statistics II

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MA in English Linguistics Experimental design and statistics II. Sean Wallis Survey of English Usage University College London [email protected]. Outline. Plotting data with Excel ™ The idea of a confidence interval Binomial  Normal  Wilson Interval types 1 observation - PowerPoint PPT Presentation
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MA in English Linguistics MA in English Linguistics Experimental design and statistics II Experimental design and statistics II Sean Wallis Survey of English Usage University College London [email protected]
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MA in English LinguisticsMA in English LinguisticsExperimental design and statistics IIExperimental design and statistics II

Sean WallisSurvey of English Usage

University College London

[email protected]

OutlineOutline

• Plotting data with Excel™

• The idea of a confidence interval

• Binomial Normal Wilson

• Interval types– 1 observation

– The difference between 2 observations

• From intervals to significance tests

Plotting graphs with ExcelPlotting graphs with Excel™™

• Microsoft Excel is a very useful tool for collecting data together in one place performing calculations plotting graphs

• Key concepts of spreadsheet programs:– worksheet - a page of cells (rows x columns)

• you can use a part of a page for any table– cell - a single item of data, a number or text string

• referred to by a letter (column), number (row), e.g. A15• each cell can contain:

– a string: e.g. ‘Speakers– a number: 0, 23, -15.2, 3.14159265– a formula: =A15, =$A15+23, =SQRT($A$15), =SUM(A15:C15)

Plotting graphs with ExcelPlotting graphs with Excel™™

• Importing data into Excel:– Manually, by typing– Exporting data from ICECUP

• Manipulating data in Excel to make it useful:– Copy, paste: columns, rows, portions of tables– Creating and copying functions– Formatting cells

• Creating and editing graphs:– Several different types (bar chart, line chart, scatter, etc)– Can plot confidence intervals as well as points

• You can download a useful spreadsheet for performing statistical tests:

– www.ucl.ac.uk/english-usage/statspapers/2x2chisq.xls

Recap: the idea of probabilityRecap: the idea of probability

• A way of expressing chance0 = cannot happen1 = must happen

• Used in (at least) three ways last weekP = true probability (rate) in the populationp = observed probability in the sample = probability of p being different from P– sometimes called probability of error, pe– found in confidence intervals and significance

tests

The idea of a confidence The idea of a confidence intervalinterval• All observations are imprecise

– Randomness is a fact of life– Our abilities are finite:

• to measure accurately or • reliably classify into types

• We need to express caution in citing numbers

• Example (from Levin 2013):– 77.27% of uses of think in 1920s data

have a literal (‘cogitate’) meaning

The idea of a confidence The idea of a confidence intervalinterval• All observations are imprecise

– Randomness is a fact of life– Our abilities are finite:

• to measure accurately or • reliably classify into types

• We need to express caution in citing numbers

• Example (from Levin 2013):– 77.27% of uses of think in 1920s data

have a literal (‘cogitate’) meaning

Really? Not 77.28, or 77.26?

The idea of a confidence The idea of a confidence intervalinterval• All observations are imprecise

– Randomness is a fact of life– Our abilities are finite:

• to measure accurately or • reliably classify into types

• We need to express caution in citing numbers

• Example (from Levin 2013):– 77% of uses of think in 1920s data

have a literal (‘cogitate’) meaning

The idea of a confidence The idea of a confidence intervalinterval• All observations are imprecise

– Randomness is a fact of life– Our abilities are finite:

• to measure accurately or • reliably classify into types

• We need to express caution in citing numbers

• Example (from Levin 2013):– 77% of uses of think in 1920s data

have a literal (‘cogitate’) meaning

Sounds defensible. But how confident can we be in this number?

The idea of a confidence The idea of a confidence intervalinterval• All observations are imprecise

– Randomness is a fact of life– Our abilities are finite:

• to measure accurately or • reliably classify into types

• We need to express caution in citing numbers

• Example (from Levin 2013):– 77% (66-86%*) of uses of think in 1920s

data have a literal (‘cogitate’) meaning

The idea of a confidence The idea of a confidence intervalinterval• All observations are imprecise

– Randomness is a fact of life– Our abilities are finite:

• to measure accurately or • reliably classify into types

• We need to express caution in citing numbers

• Example (from Levin 2013):– 77% (66-86%*) of uses of think in 1920s

data have a literal (‘cogitate’) meaning

Finally we have a credible range of values - needs a footnote* to explain how it was calculated.

Binomial Binomial Normal Normal Wilson Wilson

• Binomial distribution– Expected pattern of observations found when

repeating an experiment for a given P (here, P = 0.5)– Based on combinatorial mathematics

p

F

0.50.30.1 0.7 0.9

P

Binomial Binomial Normal Normal Wilson Wilson

• Binomial distribution– Expected pattern of observations found when

repeating an experiment for a given P (here, P = 0.5)– Based on combinatorial mathematics

– Other values of P have differentexpected distribution patterns

p

F

0.50.30.1 0.7 0.9

P

0.3 0.1 0.05

Binomial Binomial Normal Normal Wilson Wilson

• Binomial distribution– Expected pattern of observations found when

repeating an experiment for a given P (here, P = 0.5)– Based on combinatorial mathematics

• Binomial Normal– Simplifies the Binomial distribution

(tricky to calculate) to two variables:• mean P

– P is the most likely value

• standard deviation S– S is a measure of spread

p

F

0.50.30.1 0.7 0.9

P

S

Binomial Binomial Normal Normal Wilson Wilson

• Binomial distribution

• Binomial Normal– Simplifies the Binomial distribution

(tricky to calculate) to two variables:• mean P• standard deviation S

• Normal Wilson– The Normal distribution predicts

observations p given a populationvalue P

– We want to do the opposite: predict the true population value P from an observation p

– We need a different interval, the Wilson score interval

p

F

0.50.30.1 0.7 0.9

P

Binomial Binomial Normal Normal

• Any Normal distribution can be defined by only two variables and the Normal function z

z . S z . S

F

– With more data in the experiment, S will be smaller

p0.50.30.1 0.7

population

mean P

standard deviationS = P(1 – P) / n

Binomial Binomial Normal Normal

• Any Normal distribution can be defined by only two variables and the Normal function z

z . S z . S

F

2.5% 2.5%

population

mean P

– 95% of the curve is within ~2 standard deviations of the expected mean

standard deviationS = P(1 – P) / n

p0.50.30.1 0.7

95%

– the correct figure is 1.95996!

= the critical value of z for an error level of 0.05.

Binomial Binomial Normal Normal

• Any Normal distribution can be defined by only two variables and the Normal function z

z . S z . S

F

2.5% 2.5%

population

mean P

– 95% of the curve is within ~2 standard deviations of the expected mean

standard deviationS = P(1 – P) / n

p0.50.30.1 0.7

95%

– The ‘tail areas’

– For a 95% interval, total 5%

The single-sample The single-sample zz test...test...

• Is an observation p > z standard deviations from the expected (population) mean P?

z . S z . S

F

P

p0.50.30.1 0.7

observation p• If yes, p is

significantly different from P

2.5% 2.5%

...gives us a “confidence ...gives us a “confidence interval”interval”• The interval about p is called the

Wilson score interval (w–, w+)• This interval

reflects the Normal interval about P:

• If P is at the upper limit of p,p is at the lower limit of P

(Wallis, 2013)

F

P2.5% 2.5%

p

w+

observation p

w–

0.50.30.1 0.7

...gives us a “confidence ...gives us a “confidence interval”interval”• The Wilson score interval (w–, w+)

has a difficult formula to remember

F

P2.5% 2.5%

p

w+

observation p

w–

0.50.30.1 0.7

s' = p(1 – p)/n + z²/4n²

p' = p + z²/2n

1 + z²/n

1 + z²/n

(w–, w+) = (p' – s', p' + s')

...gives us a “confidence ...gives us a “confidence interval”interval”• The Wilson score interval (w–, w+)

has a difficult formula to remember

F

P2.5% 2.5%

p

w+

observation p

w–

0.50.30.1 0.7

• You do not need to know this formula!

• You can use the 2x2 spreadsheet!

s' = p(1 – p)/n + z²/4n²

p' = p + z²/2n

1 + z²/n

1 + z²/n

(w–, w+) = (p' – s', p' + s')

– www.ucl.ac.uk/english-usage/statspapers/2x2chisq.xls

An example: uses of An example: uses of thinkthink

• Magnus Levin (2013) examined uses of think in the TIME corpus in three time periods– This is the graph we

created in ExcelWilson intervals without continuity correction

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

1920s 1960s 2000s

‘cogitate’

‘intend’

quotative

interpretative

– http://corplingstats.wordpress.com/2012/04/03/plotting-confidence-intervals/

An example: uses of An example: uses of thinkthink

• Magnus Levin (2013) examined uses of think in the TIME corpus in three time periods– This is the graph we

created in Excel

– Not an alternation study• Categories are not

“choices”– The graph plots the

probability of readingdifferent uses of theword think (given thewriter used the word)

Wilson intervals without continuity correction

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

1920s 1960s 2000s

‘cogitate’

‘intend’

quotative

interpretative

– http://corplingstats.wordpress.com/2012/04/03/plotting-confidence-intervals/

An example: uses of An example: uses of thinkthink

• Magnus Levin (2013) examined uses of think in the TIME corpus in three time periods– This is the graph we

created in Excel– Has Wilson score

intervals for eachpoint

Wilson intervals without continuity correction

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

1920s 1960s 2000s

‘cogitate’

‘intend’

quotative

interpretative

– http://corplingstats.wordpress.com/2012/04/03/plotting-confidence-intervals/

An example: uses of An example: uses of thinkthink

• Magnus Levin (2013) examined uses of think in the TIME corpus in three time periods– This is the graph we

created in Excel– Has Wilson score

intervals for eachpoint

– It is easy to spot whereintervals overlap

• A quick test forsignificant difference

Wilson intervals without continuity correction

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

1920s 1960s 2000s

‘cogitate’

‘intend’

quotative

interpretative

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

An example: uses of An example: uses of thinkthink

• Magnus Levin (2013) examined uses of think in the TIME corpus in three time periods– Wilson score intervals

for each point– It is easy to spot where

intervals overlap• A quick test for

significant difference

– No overlap = significant– Overlaps point = ns– Otherwise test fully

Wilson intervals without continuity correction

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

1920s 1960s 2000s

‘cogitate’

‘intend’

quotative

interpretative

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

A quick test for significant A quick test for significant differencedifference• No overlap = significant

• Overlaps point = ns

• Otherwise test fully

0.5

0.6

0.7

0.8

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

p1

p2

w1–

w1+

w2–

w2+

A quick test for significant A quick test for significant differencedifference• No overlap = significant

• Overlaps point = ns

• Otherwise test fully

0.5

0.6

0.7

0.8

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

p1

p2

w1–

w1+

w2–

w2+

Lower bound

Upper bound

Observed probability

0.5

0.6

0.7

0.8p1

p2

w1–

w1+

w2–

w2+

Test 1: Newcombe’s testTest 1: Newcombe’s test

• This test is used when data is drawn from different populations (different years, groups, text categories)– We calculate a new Newcombe-Wilson interval (W–,

W+):• W– = -(p1 – w1

–)2 + (w2+ – p2)2

• W+ = (w1+ – p1)2 + (p2 – w2

–)2

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

(Newcombe, 1998)

0.5

0.6

0.7

0.8p1

p2

w1–

w1+

w2–

w2+

Test 1: Newcombe’s testTest 1: Newcombe’s test

• This test is used when data is drawn from different populations (different years, groups, text categories)– We calculate a new Newcombe-Wilson interval (W–,

W+):• W– = -(p1 – w1

–)2 + (w2+ – p2)2

• W+ = (w1+ – p1)2 + (p2 – w2

–)2

– We then compare

W– < (p2 – p1) < W+

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

(Newcombe, 1998)

0.5

0.6

0.7

0.8p1

p2

w1–

w1+

w2–

w2+

Test 1: Newcombe’s testTest 1: Newcombe’s test

• This test is used when data is drawn from different populations (different years, groups, text categories)– We calculate a new Newcombe-Wilson interval (W–,

W+):• W– = -(p1 – w1

–)2 + (w2+ – p2)2

• W+ = (w1+ – p1)2 + (p2 – w2

–)2

– We then compare

W– < (p2 – p1) < W+

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

(p2 – p1) < 0 = fall

(Newcombe, 1998)

0.5

0.6

0.7

0.8p1

p2

w1–

w1+

w2–

w2+

Test 1: Newcombe’s testTest 1: Newcombe’s test

• This test is used when data is drawn from different populations (different years, groups, text categories)– We calculate a new Newcombe-Wilson interval (W–, W+):

• W– = -(p1 – w1–)2 + (w2

+ – p2)2

• W+ = (w1+ – p1)2 + (p2 – w2

–)2

– We then compare

W– < (p2 – p1) < W+

– We only need tocheck the innerinterval

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

(Newcombe, 1998)

Test 2: 2 x 2 chi-squareTest 2: 2 x 2 chi-square

• This test is used when data is drawn from the same population of speakers (e.g. grammar -> grammar)– We put the data into a 2 x 2 table

• www.ucl.ac.uk/english-usage/statspapers/2x2chisq.xls

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

observed 1920s 1960s total‘cogitate’ 51 108 159

other 15 73 88total 66 181 247

independent variable

(Wallis, 2013)

Test 2: 2 x 2 chi-squareTest 2: 2 x 2 chi-square

• This test is used when data is drawn from the same population of speakers (e.g. grammar -> grammar)– We put the data into a 2 x 2 table

• www.ucl.ac.uk/english-usage/statspapers/2x2chisq.xls

– The test uses the formula 2 = (o – e)2

• where e = r x c / n

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

observed 1920s 1960s total‘cogitate’ 51 108 159

other 15 73 88total 66 181 247

independent variable

e (Wallis, 2013)

Expressing changeExpressing change

• Percentage difference is a very common idea:– “X has grown by 50%” or “Y has fallen by 10%”– We can calculate percentage difference by

• d% = d / p1 where d = p2 – p1

– We can put Wilson confidence intervals on d%

• BUT Percentage difference can be very misleading– It depends heavily on the starting point p1 (might be 0)– What does it mean to say

• something has increased by 100%?• it has decreased by 100%?

• It is better to simply say that – “the rate of ‘cogitate’ uses of think fell from 77% to 59%”

– http://corplingstats.wordpress.com/2012/08/14/plotting-confidence-intervals-2/

SummarySummary

• We analyse results to help us report them– Graphs are extremely useful!

• You can include graphs and tables in your essays

– If a result is not significant, say so and move on…• Don’t say it is “nearly significant” or “indicative”

– An error level of 0.05 (or 95% correct) is OK • Some people use 0.01 (99%) but this is not really better

• Wilson confidence intervals tell us – Where the true value is likely to be– Which differences between observations are likely to

be significant• If intervals partially overlap, perform a more precise test

SummarySummary

• Always say which test you used, e.g.– “We compared ‘cogitate’ uses of think with other

uses, between the 1920s and 1960s periods, and this was significant according to 2 at the 0.05 error level.”

• Tell your reader that you have plotted (e.g.) “95% Wilson confidence intervals” in a footnote to the graph.

• For advice on deciding which test to use, see– http://corplingstats.wordpress.com/2012/04/11/choosing-right-

test/

• The tests you will need in one spreadsheet:– www.ucl.ac.uk/english-usage/statspapers/2x2chisq.xls

ReferencesReferences

• Levin, M. 2013. The progressive in modern American English. In Aarts, B., J. Close, G. Leech and S.A. Wallis (eds). The Verb Phrase in English: Investigating recent language change with corpora. Cambridge: CUP.

• Newcombe, R.G. 1998. Interval estimation for the difference between independent proportions: comparison of eleven methods. Statistics in Medicine 17: 873-890

• Wallis, S.A. 2013. z-squared: The origin and application of χ². Journal of Quantitative Linguistics 20: 350-378.

• Wilson, E.B. 1927. Probable inference, the law of succession, and statistical inference. Journal of the American Statistical Association 22: 209-212

• Assorted statistical tests:– www.ucl.ac.uk/english-usage/staff/sean/resources/2x2chisq.xls


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