p values, hypothesis tests, and likelihood: implications for epidemiology of a neglected historical debate. 1993

S N Goodman
Division of Biostatistics, Oncology Center, Johns Hopkins University School of Medicine, Baltimore, MD.

It is not generally appreciated that the p value, as conceived by R. A. Fisher, is not compatible with the Neyman-Pearson hypothesis test in which it has become embedded. The p value was meant to be a flexible inferential measure, whereas the hypothesis test was a rule for behavior, not inference. The combination of the two methods has led to a reinterpretation of the p value simultaneously as an "observed error rate" and as a measure of evidence. Both of these interpretations are problematic, and their combination has obscured the important differences between Neyman and Fisher on the nature of the scientific method and inhibited our understanding of the philosophic implications of the basic methods in use today. An analysis using another method promoted by Fisher, mathematical likelihood, shows that the p value substantially overstates the evidence against the null hypothesis. Likelihood makes clearer the distinction between error rates and inferential evidence and is a quantitative tool for expressing evidential strength that is more appropriate for the purposes of epidemiology than the p value.

UI MeSH Term Description Entries
D011336 Probability The study of chance processes or the relative frequency characterizing a chance process. Probabilities
D004812 Epidemiologic Methods Research techniques that focus on study designs and data gathering methods in human and animal populations. Epidemiologic Method,Epidemiological Methods,Methods, Epidemiologic,Epidemiological Method,Method, Epidemiologic,Method, Epidemiological,Methods, Epidemiological
D013223 Statistics as Topic Works about the science and art of collecting, summarizing, and analyzing data that are subject to random variation. Area Analysis,Estimation Technics,Estimation Techniques,Indirect Estimation Technics,Indirect Estimation Techniques,Multiple Classification Analysis,Service Statistics,Statistical Study,Statistics, Service,Tables and Charts as Topic,Analyses, Area,Analyses, Multiple Classification,Area Analyses,Classification Analyses, Multiple,Classification Analysis, Multiple,Estimation Technic, Indirect,Estimation Technics, Indirect,Estimation Technique,Estimation Technique, Indirect,Estimation Techniques, Indirect,Indirect Estimation Technic,Indirect Estimation Technique,Multiple Classification Analyses,Statistical Studies,Studies, Statistical,Study, Statistical,Technic, Indirect Estimation,Technics, Estimation,Technics, Indirect Estimation,Technique, Estimation,Technique, Indirect Estimation,Techniques, Estimation,Techniques, Indirect Estimation
D016013 Likelihood Functions Functions constructed from a statistical model and a set of observed data which give the probability of that data for various values of the unknown model parameters. Those parameter values that maximize the probability are the maximum likelihood estimates of the parameters. Likelihood Ratio Test,Maximum Likelihood Estimates,Estimate, Maximum Likelihood,Estimates, Maximum Likelihood,Function, Likelihood,Functions, Likelihood,Likelihood Function,Maximum Likelihood Estimate,Test, Likelihood Ratio
D049673 History, 20th Century Time period from 1901 through 2000 of the common era. 20th Century History,20th Cent. History (Medicine),20th Cent. History of Medicine,20th Cent. Medicine,Historical Events, 20th Century,History of Medicine, 20th Cent.,History, Twentieth Century,Medical History, 20th Cent.,Medicine, 20th Cent.,20th Cent. Histories (Medicine),20th Century Histories,Cent. Histories, 20th (Medicine),Cent. History, 20th (Medicine),Century Histories, 20th,Century Histories, Twentieth,Century History, 20th,Century History, Twentieth,Histories, 20th Cent. (Medicine),Histories, 20th Century,Histories, Twentieth Century,History, 20th Cent. (Medicine),Twentieth Century Histories,Twentieth Century History

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