Archive for W. Gosset

the cult of significance

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , on October 18, 2011 by xi'an

Statistical significance is not a scientific test. It is a philosophical, qualitative test. It asks “whether”. Existence, the question of whether, is interesting. But it is not scientific.” S. Ziliak and D. McCloskey, p.5

The book, written by economists Stephen Ziliak and Deirdre McCloskey, has a theme bound to attract Bayesians and all those puzzled by the absolute and automatised faith in significance tests. The main argument of the authors is indeed that an overwhelming majority of papers stop at rejecting variables (“coefficients”) on the sole and unsupported basis of non-significance at the 5% level. Hence the subtitle “How the standard error costs us jobs, justice, and lives“… This is an argument I completely agree with, however, the aggressive style of the book truly put me off! As with Error and Inference, which also addresses a non-Bayesian issue, I could have let the matter go, however I feel the book may in the end be counter-productive and thus endeavour to explain why through this review.  (I wrote the following review in batches, before and during my trip to Dublin, so the going is rather broken, I am afraid…) Continue reading

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