My Correlation Is Causation Because My P Is Wee
Class 63
It would be a good joke to conclude “If Pr(Data we didn’t see | Cause false) is small then Cause is true”, but it isn’t. People believe it. Peers review it. It is a bad idea that refuses to die. You cannot, you simply cannot, talk people out of it.
Video
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HOMEWORK: Given below; see end of lecture.
Lecture
This and next week wrap up the majestic anti-P-value rant.
I have seen comments, here, and, yes, there, with attempts to justify P-values. This is natural. People do not want to give up on their magic tool. Yet give it up they must.
But what I haven’t seen, not anywhere, was anybody making any comment on this:
Pr(What we want to know | All evidence considered).
This is just ignored and the Wee P White Knights charge the field with their itty bitty poles (the weer the better) and offer any and all manner of arguments to save the mighty P.
The P-value, again, is this calculation:
P = Pr(What did not happen | Cause is false)
Or if you don’t like “Cause is false”, then write “null is true”. The “null” is that the cause you think was present, wasn’t.
There is no sound valid or sober logical argument that leads from “My P is wee, therefore ‘Cause is false’ is false”. Which is a long-winded way of saying “My P is wee, therefore Cause is true”. Replace that by ‘Cause is likely true’ or whatever, and it is still a fallacy.
Why, why, why—I’m asking why—do people think they can get at “What we want to know” from “What did not happen”? Why not just go right for “What we want to know”?
No, I’m asking.
I am lost for how to talk people out of P-values. I welcome all ideas.
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In college I took a bunch of courses for general literacy, unrelated to my main line of study. One of those courses was an introduction to statistics.
Explaining sample variance the professor said that we (the students) might be a bit surprised about the division by n-1, instead of n (Bessel's correction.) Instead of explaining why, he said something like "but you'll get used to it and just become natural, so the question will go away on its own."
My jaw dropped. (Later I made sure to avoid any course given by that guy.) But also,*he was right*. I made a mental note to figure out the reasons for Bessel's correction, but got to it only much later (at least 10 years later.)
A lot of things we see in life - like doctors pushing vaccines, or reasearches unable to let go of the p-value - are the result, at least in part, of that "getting used to" psychology
Make them watch public speeches by Sir Keir Starmer.