Copyright (c) Bani K. Mallick1 STAT 651 Lecture 6.
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Transcript of Copyright (c) Bani K. Mallick1 STAT 651 Lecture 6.
Copyright (c) Bani K. Mallick 1
STAT 651
Lecture 6
Copyright (c) Bani K. Mallick 2
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
Copyright (c) Bani K. Mallick 3
Book Sections Covered in Lecture #6
Chapter 5.4
Chapter 5.6
Copyright (c) Bani K. Mallick 4
Lecture 5 Review: Confidence Interval for a Population Mean
when is Known Want 90%, 95% and 99% chance of
interval including .
90%
95%
99%
n645.1 to
n645.1
n96.1 to
n96.1
n58.2 to
n58.2
Copyright (c) Bani K. Mallick 5
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 to
nz 2/2/
Copyright (c) Bani K. Mallick 6
Lecture 5 Review: Sample Size Determination
I want the length of a confidence interval to be
2 x E
then the sample size I need is 2
2/ Ezn
Copyright (c) Bani K. Mallick 7
Lecture 5 Review
Which make the lengths of CI’s become longer?
Sample sizes?
Population standard deviation?
Degree of confidence?
Copyright (c) Bani K. Mallick 8
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
Copyright (c) Bani K. Mallick 9
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?
Copyright (c) Bani K. Mallick 10
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.
Copyright (c) Bani K. Mallick 11
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 =
Copyright (c) Bani K. Mallick 12
The Alternative Hypothesis
Write down possible alternatives:
hypothesized value
The is the alternative hypothesis
For our course, it is always two-sided
hypothesized value
hypothesized value
A H : μ
0 H : μ =
A H : μ
Copyright (c) Bani K. Mallick 13
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
Copyright (c) Bani K. Mallick 14
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%
Copyright (c) Bani K. Mallick 15
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!
H 0
H 0
H 0
Copyright (c) Bani K. Mallick 16
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
H 0
H 0
Copyright (c) Bani K. Mallick 17
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
H 0
H 0
Copyright (c) Bani K. Mallick 18
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
Copyright (c) Bani K. Mallick 19
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
Copyright (c) Bani K. Mallick 20
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
n /
X |Z| 0
0 0 H : μ = μ
Copyright (c) Bani K. Mallick 21
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
0
2.58 /2
z
9.4271/600
0180
n/
0X Z
Copyright (c) Bani K. Mallick 22
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!!!
Copyright (c) Bani K. Mallick 23
P-values
Small p-values indicate that you have rejected the null hypothesis
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
Copyright (c) Bani K. Mallick 24
P-values
Small p-values indicate that you have rejected the null hypothesis
If p < 0.05, this means that you have rejected the null hypothesis with a confidence interval of 95% or a Type I error rate of 0.05
If p > 0.05, you did not reject the null hypothesis at these levels
Copyright (c) Bani K. Mallick 25
P-values
Small p-values indicate that you have rejected the null hypothesis
If p < 0.01, this means that you have rejected the null hypothesis with a confidence interval of 99% or a Type I error rate of 0.01
If p > 0.01, you did not reject the null hypothesis at these levels
Copyright (c) Bani K. Mallick 26
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
Copyright (c) Bani K. Mallick 27
A Little Theory
Suppose that the p-value = 0.032. Which confidence intervals, if any, include the hypothesized value?
90%
95%
99%
Copyright (c) Bani K. Mallick 28
A Little Theory
Suppose that the p-value = 0.002. Which confidence intervals, if any, include the hypothesized value?
90%
95%
99%
Copyright (c) Bani K. Mallick 29
A Little Theory
Suppose that the p-value = 0.092. Which confidence intervals, if any, include the hypothesized value?
90%
95%
99%
Copyright (c) Bani K. Mallick 30
A Little Theory
Suppose that the p-value = 0.122. Which confidence intervals, if any, include the hypothesized value?
90%
95%
99%
Copyright (c) Bani K. Mallick 31
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
Copyright (c) Bani K. Mallick 32
Hormone Assay Data
Q-Q Plot for differences: Test - Reference
Normal Q-Q Plot of Difference: Test - Reference
Observed Value
20100-10-20
Exp
ect
ed
No
rma
l Va
lue
10
0
-10
Copyright (c) Bani K. Mallick 33
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
Exp
ect
ed
No
rma
l Va
lue
.6
.4
.2
0.0
-.2
-.4
-.6
-.8
Copyright (c) Bani K. Mallick 34
Hormone Assay Data
Q-Q Plot for differences: Test - Reference
Difference: Test - Reference
10.0
8.0
6.0
4.0
2.0
0.0
-2.0
-4.0
-6.0
-8.0
-10.0
-12.0
-14.0
-16.0
50
40
30
20
10
0
Std. Dev = 3.48
Mean = -.4
N = 85.00
Copyright (c) Bani K. Mallick 35
Hormone Assay Data
Q-Q plot of differences of logarithms: log(test) - log(reference)
log(Test / Reference)
.56
.44
.31
.19
.06
-.06
-.19
-.31
-.44
-.56
-.69
-.81
14
12
10
8
6
4
2
0
Std. Dev = .28
Mean = -.11
N = 85.00
Copyright (c) Bani K. Mallick 36
Hormone Assay Data
Box Plot for differences: Test - Reference
85N =
Difference: Test - R
20
10
0
-10
-20
63826975
738074
85
393677667243
76
70
8378
Copyright (c) Bani K. Mallick 37
Hormone Assay Data
Box plot of differences of logarithms: log(test) - log(reference)
85N =
log(Test / Reference
.8
.6
.4
.2
.0
-.2
-.4
-.6
-.8
-1.0
18
10431
Copyright (c) Bani K. Mallick 38
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
Copyright (c) Bani K. Mallick 39
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?
Copyright (c) Bani K. Mallick 40
Hormone Assay Data
For log data, X = log(test) - log(reference)
Sample mean = -0.1083
Sample std. error = 0.0299
Hypothesis: X has population mean = 0
p-value < 0.01: what is the conclusion?
Copyright (c) Bani K. Mallick 41
Hormone Assay Data
For log data, X = log(test) - log(reference)
Sample mean = -0.1083
Sample std. error = 0.0299
Hypothesis: X has population mean = 0
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
Copyright (c) Bani K. Mallick 42
Hormone Assay Data
For raw data, X = test - reference
Sample mean = -0.4424
Sample std. error = 0.3771
Hypothesis: X has population mean = 0
99% CI from -1.44 to 0.55
Is p < 0.01 for this scale?
p = 0.244
Copyright (c) Bani K. Mallick 43
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?
Copyright (c) Bani K. Mallick 44
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
Copyright (c) Bani K. Mallick 45
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
Copyright (c) Bani K. Mallick 46
Statistical Power
Statistical power is defined as the probability that you will reject the null hypothesis when you should reject it.
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
Copyright (c) Bani K. Mallick 47
Statistical Power
Statistical power is defined as the probability that you will reject the null hypothesis when you should reject it.
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.
Copyright (c) Bani K. Mallick 48
Numerical Illustration Wish again, = 600, sample mean = -
180
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