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Talking about clinical significance

In statistical work in the age of big data we often get hung up on differences that are statistically significant (reliable enough to show up again and again in repeated measurements), but clinically insignificant (visible in aggregation, but too small to make any real difference to individuals). An example would […]

Proofing statistics in papers

Recently saw a really fun article making the rounds: “The prevalence of statistical reporting errors in psychology (1985–2013)”, Nuijten, M.B., Hartgerink, C.H.J., van Assen, M.A.L.M. et al., Behav Res (2015), doi:10.3758/s13428-015-0664-2. The authors built an R package to check psychology papers for statistical errors. Please read on for how that […]

Variable pruning is NP hard

I am working on some practical articles on variable selection, especially in the context of step-wise linear regression and logistic regression. One thing I noticed while preparing some examples is that summaries such as model quality (especially out of sample quality) and variable significances are not quite as simple as […]