P-value and confidence intervals - the good, the bad, and the ugly
Mar 10, 2025
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In this insightful discussion, Kaspar Rufibach, an expert in statistical hypothesis testing, dives into the often-misunderstood world of p-values and confidence intervals. He explores the historical debates between Fisher’s and Neyman-Pearson’s approaches, shedding light on their practical implications. Kaspar shares real-world examples from clinical trials, emphasizing the risks of misinterpretation and the importance of clear communication. His tips for applying statistical concepts effectively can enhance collaboration with clinicians and strengthen the integrity of research.
Understanding the distinctions between Fisher’s and Neyman-Pearson’s hypothesis testing frameworks is essential for correctly interpreting p-values and evidence against null hypotheses.
Confidence intervals should be viewed as independent from hypothesis testing, highlighting the uncertainty of estimates rather than making binary decisions about significance.
Deep dives
Understanding P-values and Hypothesis Testing
The discussion highlights the ongoing debate around the use of p-values in statistical analysis, particularly in the context of hypothesis testing. There is a concern about statisticians overemphasizing small p-values, which can lead to misleading conclusions regarding the significance of findings. Instead of an outright ban on p-values, it is suggested that they should be used properly and understood within their historical context. Learning to differentiate between types of hypothesis testing, such as Fisher’s and Neyman-Pearson’s frameworks, is crucial for accurately interpreting evidence against null hypotheses.
The Role of Confidence Intervals
Confidence intervals serve not only as a means to approximate population parameters but also to provide insight into the uncertainty of estimates. Unlike hypothesis tests, confidence intervals are meant to illustrate the range of plausible values rather than to make definitive statistical decisions. The confusion arises when confidence intervals are misused in the context of hypothesis testing, which can lead to incorrect interpretations about statistical significance. Emphasizing that these intervals should be treated independently from testing strategies is critical for clear communication with non-statisticians.
Challenges of Multiple Testing in Clinical Trials
Multiple testing poses a significant issue in clinical trials, as it can inflate the chance of type I errors when results are reported based on numerous subgroup analyses. The phenomenon of cherry-picking favorable results can mislead stakeholders regarding the strength of findings, especially if exploratory analyses are conducted without prior specification. Guidelines suggest that researchers should be transparent about their methodologies and any adjustments made for multiple comparisons to maintain integrity in reporting. Balancing exploratory results with rigorous statistical standards will ensure more reliable interpretations in drug development and clinical decision-making.
Interview with Kaspar Rufibach
In this episode of The Effective Statistician, I sit down with Kaspar Rufibach to tackle a topic that affects statisticians every day—how to interpret p-values, confidence intervals, and statistical hypotheses.
We explore the differences between Fisher’s and Neyman-Pearson’s approaches, clear up common misconceptions, and discuss how misinterpreting statistical significance can lead to flawed conclusions.
Using real-world examples from clinical trials and drug development, we highlight best practices for communicating statistical results effectively.
Whether you're working with clinicians or business stakeholders, this episode will help you gain clarity on these fundamental statistical concepts and use them correctly in your daily work.
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