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963 andrew gelman stats-2011-10-18-Question on Type M errors


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Introduction: Inti Pedroso writes: Today during the group meeting at my new job we were revising a paper whose main conclusions were sustained by an ANOVA. One of the first observations is that the experiment had a small sample size. Interestingly (may not so), some of the reported effects (most of them interactions) were quite large. One of the experience group members said that “there is a common wisdom that one should not believe effects from small sample sizes but [he thinks] if they [the effects] are large enough to be picked on a small study they must be real large effects”. I argued that if the sample size is small one could incur on a M-type error in which the magnitude of the effect is being over-estimated and that if larger samples are evaluated the magnitude may become smaller and also the confidence intervals. The concept of M-type error is completely new to all other members of the group (on which I am in my second week) and I was given the job of finding a suitable ref to explain


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1 Inti Pedroso writes: Today during the group meeting at my new job we were revising a paper whose main conclusions were sustained by an ANOVA. [sent-1, score-0.912]

2 One of the first observations is that the experiment had a small sample size. [sent-2, score-0.722]

3 Interestingly (may not so), some of the reported effects (most of them interactions) were quite large. [sent-3, score-0.291]

4 One of the experience group members said that “there is a common wisdom that one should not believe effects from small sample sizes but [he thinks] if they [the effects] are large enough to be picked on a small study they must be real large effects”. [sent-4, score-2.258]

5 I argued that if the sample size is small one could incur on a M-type error in which the magnitude of the effect is being over-estimated and that if larger samples are evaluated the magnitude may become smaller and also the confidence intervals. [sent-5, score-1.716]

6 The concept of M-type error is completely new to all other members of the group (on which I am in my second week) and I was given the job of finding a suitable ref to explain it. [sent-6, score-1.138]

7 They acknowledge that the CI would decrease with large sample but not necessarily that the mean effect itself could be wrongly estimated. [sent-7, score-1.065]

8 The group is formed by biologist some of which have good stat knowledge but there are several undegrads which are just starting. [sent-8, score-0.621]

9 I was wondering if you know of an article describing M-type errors and how large they can be on small sample sizes? [sent-9, score-0.931]

10 My reply: In increasing order of mathematical sophistication, see this blog post, this semi-popular article, and this scholarly article. [sent-10, score-0.271]

11 I think there’s room for more research on the topic. [sent-11, score-0.093]


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