Essay
Journal of Business and Behavioral Sciences
Vol. 25, No. 1; Spring 2013
THE RISE OF STATISTICAL SIGNIFICANCE TESTING
IN PUBLIC ADMINISTRATION RESEARCH AND WHY
THIS IS A MISTAKE
Raymond Hubbard
C. Kenneth Meyer
Drake University
ABSTRACT: The growth of statistical significance testing in articles published in the Public Administration Review for the period 1945 through 2008
is examined. Comparisons with sister journals, the American Political Science
Review and the American Journal of Political Science, show this growth to be
less emphatic and of more recent origin than theirs. That public administration
researchers are not yet quite entrenched in this practice is good because statistical
significance testing, with its focus on p-values, is largely ritualistic and adds
almost nothing of scientific value to a study. The justification for this conclusion
is presented. Instead of the infatuation with p-values, we encourage public
administration researchers to report and interpret sample statistics, effect sizes,
and their confidence intervals in empirical work. This offers a better prospect for
developing cumulative knowledge within the field.
INTRODUCTION
It is evident that the current practice of focusing exclusively on a
dichotomous reject-nonreject decision strategy of null hypothesis testing
can actually impede scientific progress. I suspect that the continuing appeal of
null hypothesis significance testing is that it is considered to be an objective
scientific procedure for advancing knowledge. In fact, focusing on p
values and rejecting null hypotheses actually distracts us from our real goals:
deciding whether data support our scientific hypotheses and are practically
significant. The focus of research should be on our scientific hypotheses, what
data tell us about the magnitude of effects, the practical significance of effects,
and the steady accumulation of knowledge (Kirk, 2003, p. 100).
A heated debate over the merits of quantitative versus qualitative research
methodologies has occurred recently in a number of public administration and
public policy journals, especially the Journal of Public Administration Research
and Theory and Administration and Society (see, e.g., Gill, J., & Meier, K. J.
(2000); Luton, 2007, 2008; Lynn, Heinrich, and Hill, 2008; Meier and O’Toole,
2007). Because our paper deals with methodology, we would like for readers to
know of our own perspective on this debate from the outset.
Both of us are staunch advocates of a postpositivist philosophy of science, credited to Bhaskar (1978, l979), called critical realism. While incorporating
Journal of Business and Behavioral Sciences
5
aspects of both, critical realism provides an alternative philosophy to those found
wanting—positivism/empiricism on the one hand and relativism/interpretivism
on the other (Sayer, 2000). In essence, this philosophy states that, first, the world
exists independently of our knowledge of it. Second, the goal of science is to
create genuine, but always fallible, knowledge about the world. Because
knowledge is produced socially, and hence is theory laden, does not make it
theory determined (Sayer, 2000). Third, all theories concerning knowledge
claims must be subject to critical evaluation; knowledge is not immune to
empirical check (Sayer, 1992). It is through this critical evaluation of competing
theories that the scientific community, over time, is able to decide on which ones
to retain and which to discard. That is, not all knowledge is equally fallible
(Smith, 2006).
Critical realism, then, sees value in both quantitative and qualitative research
approaches to the examination of knowledge claims. Both camps can help in the
triangulation of findings. It must be acknowledged, however, that throughout our
careers we have been engaged chiefly with quantitative research. But this should
not be read as a ringing endorsement of a quantitative research orientation. This
brings us to the subject of this paper, one which finds much at fault with
mainstream quantitative work. Especially its obsession with p-values.
In many social science journals the p-value from a statistical significance test is a staple of empirical research. This same index is now appearing with greater
frequency in the pages of the Public Administration Review (PAR). We agree
with Gill and Meier (2000, p. 163) that this is not a welcome trend, and we show
in some depth why this is the case. While considered de rigueur in the social
sciences, tests of statistical significance are largely bereft of value in the analysis
of data. Statistical significance testing is mostly a ritual—a “meaningless parlor
game” (Ziliak and McCloskey, 2008, p. 2)—which appears to lend “scientific”
respectability to the research enterprise. It lends no such thing.
This paper presents evidence on the growth of statistical significance testing
and p-values in empirical work published in the PAR over the period 1945
through 2008. For purposes of comparison, we do likewise with sister journals
the American Political Science Review (APSR) and the American Journal of
Political Science (AJPS).
Next, the popularity of p-values in empirical public administration and
political science research (and, for that matter, the social sciences in general) is
explained. This revolves around, first, the desire for “scientific” credibility in
these disciplines, and the role that statistical analysis might play in this endeavor.
A second reason for their omnipresence is that researchers often have little idea
of what a p-value is, other than somehow being associated with “statistical
significance.” We show, therefore, exactly what a p-value is and how, even when
examined on its own terms, it is a very poor measure of statistical evidence. The
third reason for the popularity of p-values is an extension of the second; because
most researchers don’t know what a p-value is, it is erroneously invested with all
kinds of powerful capabilities it simply does not have.
Hubbard and Meyer
6
The popularity of p-values and their attendant limitations and uses is
acknowledged despite the vast body of scholarly literature that has called into
question, over the last fifty (50) years, their worth in empirical research. For
instance, Bakan refers to the test of significance as being “…essentially
mindlessness in the conduct of research” (Bakan, 1966); Hunter suggested “ A
Ban on the Significance Test” (Hunter, 1997); Hubbard and Ryan found it
unfathomable that “…a methodology as bereft of value as SST [statistical
significance testing] has survived…more than four decades of criticism in the
psychology literature” (Hubbard and Ryan, 2000); and, Ziliak and
McCloskey”…say that a finding of “statistical” significance…is on its own
almost valueless, a meaningless parlor game” (Ziliak and McCloskey, 2008);
and, Stang, Poole,and Kuss noting the misunderstanding of the p-value assert:
“The ubiquitous misuse and tyranny of SST [statistical significance test]
threatens scientific discoveries and may even impede scientific progress [and]
harm patients….” (Stand, Poole, and Kuss, 2010). A compilation of these conclusions and those of many other researchers is presented in Table 1, Overt
Criticism of the Worth of Statistical Significance Testing.
Table 1: Criticism of the Statistical Significance Testing (NHST)
Authors Quotations
Bakan (1966, p. 436) …the test of significance in psychological research may be taken as an instance of a kind of essential mindlessness in the conduct of research…
Carver (1978, p. 378) The emphasis on statistical significance over scientific significance in educational research represents a corrupt form of the scientific method.
Cohen (1990, p. 1310) I believe…that hypothesis testing has…diverted our attention from crucial issues. Mesmerized by a single all-purpose, mechanized, “objective” ritual in which we convert numbers into other numbers and get a yes–no answer, we have come to neglect close scrutiny of where the numbers came from.
Cohen (1994, p. 997) …null hypothesis significance testing (NHST; I resisted the temptation to call it statistical hypothesis inference testing)…
Cox (1977, p. 60) As noted…there are considerable dangers in overemphasizing the role of significance tests in the interpretation of data.
Cox (1982, pp. 327–328) The criterion for publication should be the achievement of reasonable precision and not whether a significant effect has been found.
Journal of Business and Behavioral Sciences
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Authors Quotations
Cox (1986, p. 120) It has been widely felt, probably for 30 years or more, that significance tests are overemphasized and often misused and that more emphasis should be put on estimation and predictions.
Falk and Greenbaum (1995, pp. 75-76)
Our position is that the prevalence of the significance-testing practice is due not only to mindlessness and the force of habit…there are profound psychological reasons leading scholars to believe that they cope with the question of chance and minimize their uncertainty via producing a significant result.
Greenwald (1975, p. 19) …it is to be hoped that journal editors will base publication decisions on criteria of importance and methodological soundness, uninfluenced by whether a result supports or rejects a null hypothesis.
Guttman (1985, p. 4) We shall marshal arguments against such [statistical significance] testing, leading to the conclusion that it be abandoned by all substantive science and not just by educational research and other social sciences which have begun to raise voices against the virtual tyranny of this branch of inference in the academic world.
Hubbard and Ryan (2000, p. 678)
It seems inconceivable to admit that a methodology as bereft of value as SST [statistical significance testing] has survived, as the centerpiece of inductive inference no less, more than four decades of criticism in the psychology literature.
Hunter (1997, p. 3) Needed: A Ban on the Significance Test. Loftus (1996, p. 162) …I believe the reliance on NHST [Null Hypothesis
Significance Testing] has channeled our field into a series of methodological cul-de-sacs…
Lykken (1968, p. 158) The moral of the story is that the finding of statistical significance is perhaps the least important attribute of a good experiment: it is never a sufficient condition for concluding that a theory has been corroborated, that a useful empirical fact has been established with reasonable confidence—or that an experimental report ought to be published.
Hubbard and Meyer
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Authors Quotations
McCloskey and Ziliak (1996, p. 111)
We would not assert that every economist misunderstands statistical significance, only that most do, and these [are] some of the best economic scientists.
Morrison and Henkel (1970, p. v)
Even their strongest proponents [of statistical significance testing] agree that there is much misuse, misinterpretation, and meaningless use of the tests.
Nelder (1999, p. 257) The kernel of these non-scientific procedures is the obsession with significance tests as the end point of any analysis.
Nester (1996, p. 407) Clearly, point hypothesis testing has no place in statistical practice… This means that most paired and unpaired t-tests, analyses of variance…linear contrasts and multiple comparisons, and tests of significance for correlation and regression coefficients should be avoided by statisticians and discarded from the scientific literature.
Rosnow and Rosenthal (1989, p. 1277)
It may not be an exaggeration to say that for many PhD students, for whom the .05 alpha has acquired almost an ontological mystique, it can mean joy, a doctoral degree, and a tenure-track position at a major university if their dissertation p is less than .05. However, if the p is greater than .05, it can mean ruin, despair, and their advisor’s suddenly thinking of a new control condition that should be run. …surely, God loves the .06 nearly as much as the .05.
Rozeboom (1960, p. 417)
The thesis to be advanced is that despite the awesome pre-eminence this method has attained in our experimental journals and textbooks of applied statistics, [the Null Hypothesis Significance Test] is based upon a fundamental misunderstanding of the nature of rational inference, and is seldom if ever appropriate to the aims of scientific research.
Rozeboom (1997, p. 335)
Null-hypothesis significance testing is surely the most bone-headedly misguided procedure ever institutionalized in the rote training of science students.
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Authors Quotations
Salsburg (1985, p. 220) And it provides Salvation: Proper invocation of the religious dogmas of Statistics will result in publication in prestigious journals. This form of Salvation yields fruit in this world (increases in salary, prestige, invitations to speak at meetings) and beyond this life (continual references in the citation indexes).
Schmidt (1996, p. 116) My conclusion is that we must abandon the statistical significance test.
Schmidt and Hunter (1997, p. 57)
Significance testing never makes a useful contribution to the development of cumulative knowledge.
Schmidt and Hunter (2002, p. 65)
…most researchers in the physical sciences regard reliance on significance testing as unscientific…
Shrout (1997, p. 1) Significance testing of null hypotheses is the standard epistemological method for advancing scientific knowledge in psychology, even though it has drawbacks and it leads to common inferential mistakes.
Stang, Poole, and Kuss (2010, p. 1)
…the P-value is perhaps the most misunderstood statistical concept in clinical research… The ubiquitous misuse and tyranny of SST [statistical significance testing] threatens scientific discoveries and may even impede scientific progress [and] harm patients…
Tryon (1998, p. 796) …NHST, the fact that statistical experts and investigators publishing in the best journals cannot consistently interpret the results of these analyses is extremely disturbing. Seventy-two years of education have resulted in miniscule, if any, progress toward correcting this situation. It is difficult to estimate the handicap that widespread, incorrect, and intractable use of a primary data analytic method has on a scientific discipline, but the deleterious effects are undoubtedly substantial and may be the strongest reason for adopting other data analytic measures.
Walster and Cleary (1970, p. 16)
A virtual prerequisite for the publication of research in the social sciences is the attainment of statistical significance.
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Authors Quotations
Ziliak and McCloskey (2008, p. 2)
We…say that a finding of “statistical” significance…is on its own almost valueless, a meaningless parlor game.
So while a p-value is of only trivial scientific importance, it has nevertheless emerged as the most decisive arbiter in interpreting research outcomes. This truly
is a remarkable state of affairs. Rather than recording p-values, we recommend
instead that researchers in public administration (and political science) would
better serve their fields by reporting and discussing sample statistics, effect sizes,
and the confidence intervals around them. This strategy is a more productive one
for acquiring a cumulative body of scientific knowledge.
THE PUBLICATION FREQUENCY OF STATISTICAL SIGNIFICANCE TESTING IN PUBLIC ADMINISTRAITON AND POLITICAL SCIENCE EMPIRICAL RESEARCH
Based upon a simple random sample of one issue of each journal per year,
Tables 2, 3, and 4 show the publication frequency of both empirical research,
Table 2 : The Growth of Statistical Significance Testing in the Public Administration Review, 1945–2008
Years
Total
Number
of
Papers
Number of
Empirical
Papers Percent
Number of
Empirical Papers
Using Statistical
Significance Tests Percent
1945–49 33 - - - -
1950–59 56 1 1.8 - -
1960–69 68 11 16.2 - -
1970–79 105 14 13.3 2 14.3
1980–89 99 38 38.4 16 42.1
1990–99 91 28 30.8 20 71.4
2000–08 73 33 45.2 28 84.8
Note: Obtained from a content analysis of a randomly selected issue of the PAR for each year from 1945 through 2008. Table 3: The Growth of Statistical Significance Testing in the American
Political Science Review, 1945–2008
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Years
Total Number of Papers
Number of Empirical Papers Percent
Number of Empirical Papers Using Statistical Significance Tests Percent
1945–49 49 2 4.1 - -
1950–59 99 20 20.2 4 20.0
1960–69 100 38 38.0 13 34.2
1970–79 125 70 56.0 50 71.4
1980–89 117 74 63.2 54 73.0
1990–99 113 62 54.9 58 93.5
2000–08 80 42 52.5 38 90.5
Note: Obtained from a content analysis of a randomly selected issue of the APSR for each year from 1945 through 2008. Table 4: The Growth of Statistical Significance Testing in the American Journal
of Political Science, 1957–2008
Years
Total Number of Papers
Number of Empirical Papers Percent
Number of Empirical Papers Using Statistical Significance Tests Percent
1957–59 15 7 46.7 - -
1960–69 50 31 62.0 11 35.5
1970–79 99 87 87.9 47 54.0
1980–89 103 89 86.4 76 85.4
1990–99 135 113 83.7 108 95.6
2000–08 112 97 86.6 95 97.9
Note: Obtained from a content analysis of a randomly selected issue of the AJPS for each year from 1957 through 2008. The AJPS initially was called the Midwest Journal of Political Science. and empirical research employing p-values, in the PAR and APSR from 1945
through 2008, and for the AJPS for 1957 through 2008, respectively They reveal
some interesting patterns. For example, the PAR has a history, continued to this
day, where empirical research does not dominate its pages. As displayed in
Table 2, only 45.2% of papers published in the PAR during 2000-2008 were
empirical. A similar picture can be seen with regard to the APSR in Table 3,
Hubbard and Meyer
12
where 52.5% of research for this same time period is empirical. On the other
hand, as revealed in Table 4, this balance between empirical and conceptual
articles found in the PAR and APSR is absent in the AJPS, where data-based
research has occupied well over 80% of its contents since the 1970s.
Tables 2, 3, and 4 also show for the three journals the percentage of
empirical work using tests of statistical significance. Increasing reliance on these
methods is clearly seen. Based on our sample data, none of the journals used
significance tests for the 1945–1949 period. In stark contrast, by 2000–2008 the
percentage of empirical articles employing p-values in the PAR, APSR, and AJPS
is 84.8%, 90.5%, and 97.9%, respectively. The reporting of these indexes is now
seen to be well-nigh indispensable in empirical research.
Further, it is noteworthy that in comparison with the AJPS and APSR, the
PAR is a relative newcomer with respect to the usage of statistical significance
testing. In our sample, the first occurrence of p-values in the PAR was in the
1970s when 14.3% of empirical work adopted them, while the corresponding
figures are 54.0% for the AJPS and 71.4% for the APSR. However, this slower
embrace of p-values in the PAR is viewed by us with approval.
Despite their near universality, p-values for the most part are scientifically
meaningless. Which begs the question: Why the hegemony of p-values in
empirical research? As noted earlier, there seem to be three major reasons for this
dominance. First, there is the desire for scientific respectability among those in
the social sciences; second, there is widespread confusion over what p-values are;
and third, because of these misunderstandings, p-values are imbued with many
useful features they do not possess. These three issues are discussed below.
Why the Hegemony of P-Values? The Desire for Scientific Authenticity in the Social Sciences
From the outset there were aspirations of establishing the scientific legitimacy of the social sciences, political science included. Thus, for example,
Henry Ford Jones wrote in the early twentieth century that a goal of political
science should be to provide “universal principles permanent in their
applicability” (Ross, 1991, p. 288), which Abbott Lawrence Lowell thought
might be attained via the use of statistical methods (Ross, 1991, p. 290).
But by far the most influential person in the adoption of statistical techniques
in the social sciences was the eminent statistician Ronald A. Fisher.
Encouragingly, Fisher pointed out that “Statistical methods are essential to social
studies, and it is principally by the aid of such methods that these studies may be
raised to the rank of sciences” (1970, p. 2). He promoted the role of significance
tests and p-values in the numerous editions of his ground-breaking books
Statistical Methods for Research Workers (1925) and The Design of Experiments
(1935).
For Fisher, a significance test is a method for assessing the probability (p-value) of an outcome on a null hypothesis (H0) of zero effect or relationship.
Journal of Business and Behavioral Sciences
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That is, the investigator proposes a null hypothesis that a sample comes from a
hypothetical infinite population with a known sampling distribution. The null
hypothesis is said to be rejected if the sample estimate differs from the mean of
the sampling distribution by more than a specified criterion, the level of
significance (Gigerenzer & Murray, 1987; Hubbard & Bayarri, 2003). Fisher
then cemented this criterion at p ≤ .05: “It is usual and convenient for
experimenters to take 5 percent as a standard level of significance, in the sense
that they are prepared to ignore all results which fail to reach this standard”
(1966, p. 13). Moreover, Fisher viewed the p-value as an objective way of
judging the (im)plausibility of the null hypothesis:… the feeling induced by a test
of significance has an objective basis in that the probability statement on which it
is based is a fact communicable to and verifiable by other rational minds. The
level of significance in such cases fulfils the conditions of a measure of the
rational grounds for the disbelief [in the null hypothesis] it engenders. (1959, p.
43)
So here is arguably the greatest statistician of all time with a message for
members of the “social studies” that the way to elevate their fields to the rank of
sciences is through the adoption of statistical methods. In addition, he provides
them (and others) with an ostensibly objective means of adjudicating knowledge
claims—be sure to reject the null hypothesis at p ≤ .05. It was advice that was
greeted enthusiastically by social science researchers following World War II,
and intensified with the continuing growth to the present of both hardware and
software to make the computation of p-values effortless.
But the great man of statistics misled the scientific community with his
emphasis on significance tests and p-values. Even judged on their own terms,
they are of marginal scientific worth. To see why the p-value is in no way
commensurate with its ubiquity, it is instructive to state explicitly what it is. This
is done in the next section.
What is a P-Value?
Fisher used discrepancies in the data to reject the null hypothesis, H0. So he
calculated the probability of the data on a true null hypothesis, or Pr(x | H0),
where x stands for the data. More formally, p = Pr(T(X) ≥ T(x) | H0). The p-value
is the probability of getting a test statistic T(X) greater than or equal to the
observed result, T(x), in addition to more extreme, unobserved ones, assuming a
true null hypothesis of no effect or association. The rationale is that if the data are
judged to be rare or discrepant under H0, this constitutes inductive evidence
against H0. Consequently, values like p < .01 and p < .001 are seen to indicate
even greater evidence against H0 than p ≤ .05.
Most applied researchers believe that a p-value of .05 means that there is
only a 5% probability that the results are due to “chance” (Berger & Sellke,
1987). Although ruling out chance explanations for findings is an admirable goal,
the p-value does not, in fact, say that there is only a 5% probability that the
results are due to chance. It says much less. To see this, note from the definition
above that a p-value is a conditional probability, one whose calculation is
Hubbard and Meyer
14
dependent on the truth of the null hypothesis. This seemingly innocuous caveat,
which is habitually overlooked, has important implications. It means that a
p-value for an outcome is calculated on the assumption of a zero difference
between a pair of means, or a zero correlation between two variables in the
population. But finding that a difference between two means is not exactly zero,
or that a correlation between two variables is not exactly zero, have only a 5%
(p = .05) chance of being attributable to sampling error alone are trivial findings,
and rarely of interest to scientists. Sadly, such findings are the lingua franca of
empirical social science.
In addition, the usefulness of p-values as credible measures of evidence is
severely challenged in a study by Sellke, Bayarri, and Berger (2001). They used
an applet, accessible at www.stat.duke.edu/~berger, which permits a simulation
of a long series of significance tests on normal data of the form H0: θ = 0;
HA: θ ≠ 0. This is a point null hypothesis, the kind routinely tested in the social
sciences. The simulation records how often H0 is true for p-values in given
ranges, like approximately equal to .05 or .01. Of concern, Sellke et al. (2001)
demonstrate that “statistically significant” outcomes near the .05 or .01 levels
often come from true null hypotheses. Specifically, they found that in tests for
which the p-value is close (e.g., .049) to the .05 level, at least 22% (and typically
about 50%) came from true nulls. Thus, a p-value of .05 may constitute no
evidence at all against H0.
While true nulls may be specified in theoretical research, as above, this is not
so in applied work. Taken literally, point null hypotheses of precisely zero
differences between means or precisely zero correlations between variables do
not exist in nature. In the real world point null hypotheses are always false, even
if only to some small degree, such that large enough samples will lead to their
rejection. Or as another leading statistician John Tukey (1991, p. 100) put it: “All
we know about the world teaches us that the effects of A and B are always
different—in some decimal place—for any A and B. Thus asking ‘Are the effects
different?’ is foolish.” But if the point null hypothesis is always false, what’s the
point of testing a point null hypothesis?
Indeed there is a growing literature, summarized by Hubbard and Lindsay
(2008), showing the p-value to be a very poor measure of evidence in data
analysis. A common thread running through much of this literature is that
p-values exaggerate the evidence against H0, thereby allowing the Holy Grail of
“statistically significant” results easy to attain. Unfortunately, this means that the
validity of much published work, even those with p ≤ .05 results, must be called
into question.
We have seen that the p-value, examined on its own merits, is a minor
statistic, and certainly not one deserving of the center stage it holds in empirical
investigations. The latter has occurred because too many researchers do not
appreciate the strictly limited role it plays. They have instead embellished this
index by erroneously investing it with all kinds of magical powers it simply does
not have.
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Common Misconceptions About P-Values There is widespread misunderstanding, perpetrated in articles, textbooks, and
in the classroom, about the capabilities of p-values (see Carver, 1978; Kline,
2004; and Nickerson, 2000, about this). A brief discussion of these follows.
A p-value is the probability of the null hypothesis being true. This is a
restatement of the argument noted earlier that a p-value of .05 means there is
only a 5% probability that the results are due to “chance,” or Pr(H0 | x). But this
is not the case. The p-value is Pr(x | H0), the probability of the data (and more
extreme observations) conditional on a true null hypothesis.
A p-value is the probability (in the sense of 1-p) of the alternative
hypothesis being true. If a researcher gets a p-value of .05 this is generally taken
to mean there is a .95 probability that HA is true, or Pr(HA | x). Not so. In the first
place, Fisher never had an alternative hypothesis, or ever saw the need for one
(Hubbard and Bayarri, 2003). The alternative hypothesis was introduced by Jerzy
Neyman and Egon Pearson as a way of “improving” on Fisher’s model. Second,
only Bayesians can give probabilities of hypotheses; frequentist statisticians like
Fisher and Neyman–Pearson (although of very different stripes) cannot.
A p-value is the probability (again in the sense of 1-p) that the result will
replicate. Thus, a p-value of .05 means that there is a .95 chance that the result(s)
will replicate. This is false. There is no formal warrant for using p-values as
measures of the replicability of results. Yet many academic psychologists in the
UK (Oakes, 1986) and Germany (Gigerenzer, Krauss, and Vitouch, 2004),
including in the latter sample those teaching statistics, subscribe to the 1-p view
of replication success.
A p-value measures the magnitude of an effect. This myth is promoted
when researchers use language such as p ≤ .05 is a significant result, p < .01 is a
very significant result, and p < .001 is an extremely significant result, usually
accompanied by *, **, ***, respectively. But a p-value says nothing about the
magnitude of an effect. A trivial effect with a large enough sample will be
statistically significant; a large effect with too small a sample will not. And this
has dire implications for determining whether a result is of substantive or
practical significance in any given field.
A p-value is a type I error rate (). Statistics textbooks in the social
sciences typically present an anonymous hybrid of two incompatible frequentist
paradigms—Fisher’s and Neyman–Pearson’s—as if it constituted a single,
coherent method of statistical analysis (see Hubbard and Bayarri, 2003, for
details). Because of this there are two, entirely different, conceptions of what
“statistical significance” means. One is Fisher’s p-value, a data-dependent
random variable distributed uniformly over the interval [0, 1] under the null
hypothesis, and a measure of inductive evidence against H0 applicable to
individual studies. The other is Neyman–Pearson’s level, the erroneous
rejection of the null hypothesis, a fixed value that is specified prior to conducting
the study, and is of relevance only to hypothetical long-run repetitions of an
experiment. The two conceptions of statistical significance could hardly be more
Hubbard and Meyer
16
incongruent, but since they both appear in the hybrid model it is not surprising to
see that p-values routinely are misinterpreted as “data-adjusted” Type I error
rates (Bayarri and Berger, 2000; Hubbard and Bayarri, 2003).
A p-value is a measure of the generalizability of a result. Another
mistaken interpretation. A p-value yields no information about whether a result
obtained in one set of circumstances will generalize to other contexts. And yet
the attainment of statistically significant results in one study leads to over-
optimism, of the 1-p kind, regarding the generalizability of findings. The results
of single studies with p ≤ .05 results are credited with far broader application
than they deserve.
REPORT CONFIDENCE INTERVALS AROUND POINT
ESTIMATES Rather than the obsession with significance testing and p-values, the aim of empirical research in individual studies should be the estimation of sample
statistics, effect sizes, and the confidence intervals (CIs) around them. The
reporting of CIs focuses attention on estimation over testing. Scientific progress
usually involves plausible estimates of the magnitude of effect sizes in the
population (Edwards, 1992), and the CI does this. CIs also incorporate the
precision or reliability of the estimate through the width of the interval.
Moreover, because they are expressed in the same units as the point estimate, CIs
make it easier to judge whether the results are theoretically or substantively, as
opposed to statistically, significant. And although we do not recommend its use
in this fashion, a CI can be employed as a significance test; a 95% CI which does
not include the null value (mostly zero) is equivalent to rejecting the hypothesis
at the .05 level.
Also, and of crucial importance, initial findings must be replicated and
extended. Once more, CIs play a fundamental role in this process. In particular,
we suggest the criterion of overlapping CIs around sample statistics and effect
sizes across similar studies as a measure of replication success. Overlapping CIs
indicate agreement on estimates of the same population parameter(s). In this
manner, use of CIs fosters cumulative knowledge development by stressing
commonalities in the data, whereas p-values reward the search for differences.
Finally, CIs are a frequentist statistical measure. Frequentist statistics is
mainstream or orthodox statistics. It is what is taught in undergraduate and
graduate courses throughout the world. Therefore, the transition from
emphasizing CIs rather than p-values should be a fairly straightforward one,
unlike teaching future generations of students a different methodological
paradigm, like Bayesian statistics.
CONCLUSIONS We have shown how the p-value has been gaining in popularity in empirical work published in the PAR. However, it is not yet quite as firmly ensconced in
the PAR as it is in the AJPS and APSR. Nor would we want it to be. Significance
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17
tests and p-values lend the appearance of scientific rigor in empirical research in
public administration (and political science). Yet this is purely deceptive. That
the p-value—a statistic of such limited consequence—lies at the heart of social
“scientific method” is incredulous. It has led to a situation in the social sciences
where a very poor measure of statistical inference is now equated with scientific
inference. And this is why we agree wholeheartedly with the distinguished
statistician John Nelder (1999, p. 261) and his prescription to “demolish the
P-value culture.”
In summary, researchers in public administration should not follow the
example of our colleagues in political science with their fixation on p-values. We
understand, however, that there is substantial peer, reviewer, and editorial
pressure to include p-values in empirical work. So report them if you must. But
more importantly, it is vital to emphasize the role of sample statistics, effect
sizes, and their CIs in the interpretation of data. The latter approach offers a far
better route to the acquisition of a body of scientific knowledge in public
administration research.
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