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Hypothesis Testing Quantitative Methods in HPELS 440:210 Agenda Introduction Hypothesis Testing General Process Errors in Hypothesis Testing One vs. Two Tailed Tests Effect Size and Power Instat Example Introduction Hypothesis Testing Recall: Inferential Statistics: Calculation of sample statistic to make predictions about population parameter Two potential problems with samples: Sampling error Variation between samples Infinite # of samples predictable pattern sampling distribution Normal µ = µM M = /√n Introduction Hypothesis Testing Common statistical procedure Allows for comparison of means General process: State hypotheses 2. Set criteria for decision making 3. Collect data calculate statistic 4. Make decision 1. Introduction Hypothesis Testing Remainder of presentation will use following concepts to perform a hypothesis test: Z-score Probability Sampling distribution Agenda Introduction Hypothesis Testing General Process Errors in Hypothesis Testing One vs. Two Tailed Tests Effect Size and Power Instat Example General Process of HT Step 1: State hypotheses Step 2: Set criteria for decision making Step 3: Collect data and calculate statistic Step 4: Make decision Step 1: State Hypotheses Two types of hypotheses: Null Hypothesis (H0): 2. Alternative Hypothesis (H1): 1. Directional Non-directional Only one can be true Example 8.1, p 223 Assume the following about 2-year olds: µ = 26 =4 M = /√n = 1 n = 16 Researchers want to know if extra handling/stimulation of babies will result in increased body weight once the baby reaches 2 years of age Null Hypothesis: Alternative Hypothesis: H0: Sample mean = 26 H1: Sample mean ≠ 26 Reality: Only ONE sample will be chose Assume that this distribution is the “TRUE” representation of the population µM Recall: If an INFINITE number of samples are taken, the SAMPLING DISTRIBUTION will be NORMAL with µ = µM and will be identical to the population distribution What is the probability of choosing a sample with a mean (M) that is 1, 2, or 3 SD above or below the mean (µM)? µM µM p(M > µM + 1 ) = 15.87% p(M > µM + 2 ) = 2.28% µM p(M > µM + 3 ) = 0.13% Inferential statistics is based on the assumption that our sample is PROBABLY representative of the population µM It is much more PROBABLE that our sample mean (M) will fall closer to the mean of the means (µM) as well as the population mean (µ) µM Our sample could be here, or here, or here, but we assume that it is here! H0: Sample mean = 26 If true (no effect): 1.) It is PROBABLE that the sample mean (M) will fall in the middle 2.) It is IMPROBABLE that the sample mean (M) will fall in the extreme edges H1: Sample mean ≠ 26 If true (effect): 1.) It is PROBABLE that the sample mean (M) will fall in the extreme edges 2.) It is IMPROBABLE that the sample mean (M) will fall in the middle µ = 26 M = 30 Assume that M = 30 lbs Accept or reject? (n = 16) H0: Sample mean = 26 What criteria do you use to make the decision? Step 2: Set Criteria for Decision A sampling distribution can be divided into two sections: Middle: Sample means likely to be obtained if H0 is accepted Ends: Sample means not likely to be obtained if H0 is rejected Alpha (a) is the criteria that defines the boundaries of each section Step 2: Set Criteria for Decision Alpha: AKA level of significance Ask this question: What degree of certainty do I need to reject the H0? 90% certain: a = 0.10 95% certain: a = 0.05 99% certain: a = 0.01 Step 2: Set Criteria for Decision As level of certainty increases: a decreases Middle section gets larger Critical regions (edges) get smaller Bottom line: A larger test statistic is needed to reject the H0 Step 2: Set Criteria for Decision Directional vs. nondirectional alternative hypotheses Directional: H1: Non-directional: H1: M > or < X M≠X Which is more difficult to reject H0? Step 2: Set Criteria for Decision Z-scores represent boundaries that divide sampling distribution Non-directional: a a = 0.10 defined by Z = 1.64 = 0.05 defined by Z = 1.96 a = 0.01 defined by Z = 2.57 Directional: a a = 0.10 defined by Z = 1.28 = 0.05 defined by Z = 1.64 a = 0.01 defined by Z = 2.33 Critical Z-Scores Non-Directional Hypotheses Z=1.64 Z=1.64 Z=1.96 Z=1.96 Z=2.58 Z=2.58 90% 95% 99% Critical Z-Scores Directional Hypotheses Z=1.28 Z=1.64 Z=2.34 90% 95% 99% Step 2: Set Criteria for Decision Where should you set alpha? research 0.10 Most common 0.05 0.01 or lower? Exploratory Step 3: Collect Data/Calculate Statistic Z = M - µ / M where: M = sample mean µ = value from the null hypothesis H0: sample = X M = /√n Note: Population must be known otherwise the Z-score is an inappropriate statistic!!!!! Step 3: Collect Data/Calculate Statistic Example 8.1 Continued M = 30 Assume the following about 2-year olds: µ = 26 Researchers want to know if extra handling/stimulation of babies will result in increased body weight once the baby reaches 2 years of age =4 M = /√n = 1 Z = M - µ / M n = 16 Z = 30 – 26 / 1 Z = 4 / 1 = 4.0 Step 4: Make Decision Process: 1. Draw a sketch with critical Z-score 2. 3. Assume non-directional Alpha = 0.05 Plot Z-score statistic on sketch Make decision Step 1: Draw sketch Critical Z-score Critical Z-score Z = 1.96 Z = 1.96 µ = 26 M = 30 Step 2: Plot Z-score Z = 4.0 Step 3: Make Decision: Z = 4.0 falls inside the critical region If H0 is false, it is PROBABLE that the Z-score will fall in the critical region ACCEPT OR REJECT? Agenda Introduction Hypothesis Testing General Process Errors in Hypothesis Testing One vs. Two Tailed Tests Effect Size and Power Instat Example Errors in Hypothesis Testing Recall Problems with samples: Sampling error Variability of samples Inferential statistics use sample statistics to predict population parameters There is ALWAYS chance for error Errors in Hypothesis Testing 1. 2. There is potential for two kinds of error: Type I error Type II error Type I Error Rejection of a true H0 Recall alpha = certainty of rejecting H0 Example: Alpha = 0.05 95% certain of correctly rejecting the H0 Therefore 5% certain of incorrectly rejecting the H0 Alpha maybe thought of as the “probability of making a Type I error Consequences: False report Waste of time/resources Type II Error Acceptance of a false H0 Consequences: Not as serious as Type I error Researcher may repeat experiment if type II error is suspected Agenda Introduction Hypothesis Testing General Process Errors in Hypothesis Testing One vs. Two Tailed Tests Effect Size and Power Instat Example One vs. Two-Tailed Tests One-Tailed (Directional) Tests: Specify an increase or decrease in the alternative hypothesis Advantage: More powerful Disadvantage: Prior knowledge required One vs. Two-Tailed Tests Two-Tailed (Non-Directional) Tests: Do not specify an increase or decrease in the alternative hypothesis Advantage: No prior knowledge required Disadvantage: Less powerful Agenda Introduction Hypothesis Testing General Process Errors in Hypothesis Testing One vs. Two Tailed Tests Effect Size and Power Instat Example Recall Step 4: Make a Decision Statistical Software p-value The p-value is the probability of a type I error Recall alpha (a) Recall Step 4: Make a Decision If the p-value > a accept the H0 Probability of type I error is too high Researcher is not “comfortable” stating that differences are real and not due to chance If the p-value < a reject the H0 Probability of type I error is low enough Researcher is “comfortable” stating that differences are real and not due to chance Statistical vs. Practical Significance 1. 2. Distinction: Statistical significance: There is an acceptably low chance of a type I error Practical significance: The actual difference between the means are not trivial in their practical applications Practically Significant? Knowledge and experience Examine effect size The magnitude of the effect Examples of measures of effect size: Eta-squared (h2) Cohen’s d R2 Interpretation of effect size: – 0.2 = small effect 0.21 – 0.8 = moderate effect > 0.8 = large effect 0.0 Examine power of test Statistical Power Statistical power: The probability that you will correctly reject a false H0 Power = 1 – b where b = probability of type II error Example: Statistical power = 0.80 therefore: 80% chance of correctly rejecting a false H0 20% of accepting a false H0 (type II error) Researcher Conclusion Accept H0 Reality No real difference About exists Test Real difference exists Reject H0 Correct Type I Conclusion error Type II error Correct Conclusion Statistical Power 1. What influences power? Sample size: As n increases, power increases - Under researcher’s control 2. Alpha: As a increases, b decreases therefore power increases - Under researcher’s control (to an extent) 3. Effect size: As ES increases, power increases - Not under researcher’s control Statistical Power How much power is desirable? General rule: Set b as 4*a Example: a = 0.05, therfore b = 4*0.05 = 0.20 Power = 1 – b = 1 – 0.20 = 0.80 Statistical Power What if you don’t have enough power? More subjects What if you can’t recruit more subjects and you want to prevent not having enough power? Estimate optimal sample size a priori See statistician with following information: Alpha Desired power Knowledge about effect size what constitutes a small, moderate or large effect size relative to your dependent variable Statistical Power 1. 2. Examples: Novice athlete improves vertical jump height by 2 inches after 8 weeks of training Elite athlete improves vertical jump height by 2 inches after 8 weeks of training Agenda Introduction Hypothesis Testing General Process Errors in Hypothesis Testing One vs. Two Tailed Tests Instat Example Instat Type data from sample into a column. Label column appropriately. Choose “Statistics” Choose “Simple Models” Choose “Manage” Choose “Column Properties” Choose “Name” Choose “Normal, One Sample” Layout Menu: Choose “Single Data Column” Instat Data Column Menu: Choose variable of interest. Parameter Menu Choose “Mean, Known Variance (z-interval)” Enter known SD or variance value. Confidence Level: 90% = alpha 0.10 95% = alpha 0.05 Instat Check “Significance Test” box: Check “Two-Sided” if using non-directional hypothesis. Enter value from null hypothesis. What population value are you basing your sample comparison? Click OK. Interpret the p-value!!! Agenda Introduction Hypothesis Testing General Process Errors in Hypothesis Testing One vs. Two Tailed Tests Instat Example Example (p 246) Researchers want to investigate the effect of prenatal alcohol on birth weight in rats Independent variable? Dependent variable? Assume: µ = 18 g =4 n = 16 M = /√n = 4/4 = 1 M = 15 g Step 1: State hypotheses (directional or non-directional) H0: µalcohol = 18 g H1: µalcohol ≠ 18 g Step 2: Set criteria for decision making Alpha (a) = 0.05 Step 3: Sample data and calculate statistic Z = M - µ / M Z = 15 – 18 / 1 = -3.0 Step 4: Make decision Does Z-score fall inside or outside of the critical region? Accept or reject? Statistical Software: p-value = 0.02 Accept or reject? p-value = 0.15 Accept or reject? Homework Problems: 3, 5, 6, 7, 8, 11, 21