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Controlling decision errors with minimal costs: The sequential probability ratio t test.
Psychological Methods ( IF 7.6 ) Pub Date : 2020-04-01 , DOI: 10.1037/met0000234
Martin Schnuerch 1 , Edgar Erdfelder 1
Affiliation  

For several years, the public debate in psychological science has been dominated by what is referred to as the reproducibility crisis. This crisis has, inter alia, drawn attention to the need for proper control of statistical decision errors in testing psychological hypotheses. However, conventional methods of error probability control often require fairly large samples. Sequential statistical tests provide an attractive alternative: They can be applied repeatedly during the sampling process and terminate whenever there is sufficient evidence in the data for one of the hypotheses of interest. Thus, sequential tests may substantially reduce the required sample size without compromising predefined error probabilities. Herein, we discuss the most efficient sequential design, the sequential probability ratio test (SPRT), and show how it is easily implemented for a 2-sample t test using standard statistical software. We demonstrate, by means of simulations, that the SPRT not only reliably controls error probabilities but also typically requires substantially smaller samples than standard t tests and other common sequential designs. Moreover, we investigate the robustness of the SPRT against violations of its assumptions. Finally, we illustrate the sequential t test by applying it to an empirical example and provide recommendations on how psychologists can employ it in their own research to benefit from its desirable properties. (PsycINFO Database Record (c) 2019 APA, all rights reserved).

中文翻译:

以最小的成本控制决策错误:顺序概率比t检验。

几年来,心理学界的公众辩论一直被所谓的可再现性危机所主导。除其他外,这一危机引起了人们的注意,即在检验心理假设时需要适当控制统计决策错误。但是,传统的错误概率控制方法通常需要相当大的样本。顺序统计检验提供了一种有吸引力的选择:可以在抽样过程中重复使用它们,并且只要数据中有足够的证据证明了所关注的假设之一,它们便会终止。因此,顺序测试可以在不损害预定义的错误概率的情况下大大减少所需的样本量。在这里,我们讨论最有效的顺序设计,即顺序概率比检验(SPRT),并说明如何使用标准统计软件轻松实现2样本t检验。通过仿真,我们证明SPRT不仅可以可靠地控制错误概率,而且与标准的t检验和其他常见的顺序设计相比,通常所需的样本要少得多。此外,我们研究了SPRT抵制违反其假设的鲁棒性。最后,我们通过将t检验应用于一个经验示例来说明顺序t检验,并就心理学家如何在自己的研究中利用t检验以从其期望的特性中受益提供建议。(PsycINFO数据库记录(c)2019 APA,保留所有权利)。SPRT不仅可以可靠地控制错误概率,而且通常还需要比标准t检验和其他常见顺序设计小得多的样本。此外,我们研究了SPRT抵制违反其假设的鲁棒性。最后,我们通过将t检验应用于一个经验示例来说明顺序t检验,并就心理学家如何在自己的研究中利用t检验以从其期望的特性中受益提供建议。(PsycINFO数据库记录(c)2019 APA,保留所有权利)。SPRT不仅可以可靠地控制错误概率,而且通常需要比标准t检验和其他常见顺序设计小得多的样本。此外,我们研究了SPRT抵制违反其假设的鲁棒性。最后,我们通过将t检验应用于一个经验例子来说明顺序t检验,并就心理学家如何在自己的研究中利用t检验以从其期望的特性中受益提供建议。(PsycINFO数据库记录(c)2019 APA,保留所有权利)。我们通过将它应用于一个经验示例来说明顺序t检验,并提供建议,说明心理学家如何在自己的研究中使用它以从其期望的特性中受益。(PsycINFO数据库记录(c)2019 APA,保留所有权利)。我们通过将它应用于一个经验示例来说明顺序t检验,并提供建议,说明心理学家如何在自己的研究中使用它以从其期望的特性中受益。(PsycINFO数据库记录(c)2019 APA,保留所有权利)。
更新日期:2020-04-01
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