Thursday, February 21, 2008

Top 10 Commandments of Statistical Inference: #10


I am starting a new series on the Top 10 Commandments of Statistical Inference. In my first job as a statistical consultant I was given this and it’s been hanging on my wall ever since. I wish I could claim it was mine, but I can’t. For today:

Number 10: Thou shalt not infer causal relationships from statistical significance.

This seems like it should be the number 1, but it isn’t. This goes back to my last post. All too many times, we see statistical significance and we use this as a license to do what we want, or saying that x caused y. Bottom line, there are very few, if any, situations in which you can infer a causal relationship from finding significance. Only if you are able to control for every outside variable, and are able to directly manipulate the variables you are testing, could you indicate causality. Of course this is next to impossible. Therefore, as mentioned before, you can only state “Based off of what I know, I can indicate that I am X% confident that what I found in the study, I would find in the general population.”

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