alterlab-statistical-analysis
Guided statistical analysis with hypothesis-test selection, assumption checking, effect sizes, power analysis, and APA-formatted reporting using scipy.stats, statsmodels, and pingouin (Bayesian alternatives with PyMC). Use when choosing and running the appropriate statistical tes
Install
npx skills add https://github.com/AlterLab-IEU/AlterLab-Academic-Skills/tree/main/skills/data-science/alterlab-statistical-analysis
claude plugin marketplace add https://llmmart.ai/marketplace.json && claude plugin install alterlab-ieu-alterlab-academic-skills@llmmart
git clone https://github.com/AlterLab-IEU/AlterLab-Academic-Skills.git
The skills CLI installs just this skill, for any of its supported agents. Claude Code installs the whole alterlab-ieu/alterlab-academic-skills collection as a plugin from our marketplace. Git is the plain clone.
Skill manifest
Statistical Analysis
Overview
A systematic process for testing hypotheses and quantifying relationships. Conduct hypothesis tests (t-test, ANOVA, chi-square), regression, correlation, and Bayesian analyses with assumption checks and APA reporting. For academic research.
When to Use This Skill
Use when:
- Conducting hypothesis tests (t-tests, ANOVA, chi-square)
- Performing regression or correlation analyses
- Running Bayesian statistical analyses
- Checking statistical assumptions and diagnostics
- Calculating effect sizes and conducting power analyses
- Reporting statistical results in APA format
Does NOT Trigger
| Scenario | Use Instead |
|---|---|
| Fitting a specific model class (OLS/GLM/mixed/ARIMA) with coefficient tables and residual diagnostics | alterlab-statsmodels |
| Policing test choice: switching tests after seeing p-values, test-shopping, uncorrected families of tests | alterlab-test-selection-guard |
| Full Bayesian or hierarchical modelling workflows (custom priors, NUTS diagnostics, LOO model comparison) | alterlab-pymc |
| Pooling effect sizes across studies (random-effects meta-analysis, heterogeneity, funnel plots) | alterlab-meta-analysis |
| Complex-sample survey data needing weights, strata, and design-based standard errors | alterlab-survey-analysis |
Core Capabilities
- Test selection & planning — choose tests by research question and data type; a priori power analysis; multiple-comparison strategy.
- Assumption checking — verify normality, homogeneity, linearity; diagnostic plots; remediation when violated.
- Statistical testing — parametric and non-parametric tests; regression; correlation; Bayesian alternatives with Bayes Factors.
- Effect sizes & interpretation — appropriate effect sizes with CIs; statistical vs. practical significance.
- Professional reporting — APA-style reports, publication-ready figures and tables.
Workflow
SELECT a test? → Test Selection Guide
CHECK assumptions? → Assumption Checking
RUN analysis? → Running Statistical Tests + references/code_examples.md
REPORT results? → Reporting Results + references/apa_report_templates.md
Worked code for every step is in references/code_examples.md.
Test Selection Guide
Quick reference (full decision tree: references/test_selection_guide.md):
Two groups — independent + normal → independent t-test; independent + non-normal → Mann-Whitney U; paired + normal → paired t-test; paired + non-normal → Wilcoxon signed-rank; binary outcome → chi-square or Fisher's exact.
3+ groups — independent + normal → one-way ANOVA; independent + non-normal → Kruskal-Wallis; paired + normal → repeated-measures ANOVA; paired + non-normal → Friedman.
Relationships — two continuous → Pearson (normal) or Spearman (non-normal); continuous outcome + predictors → linear regression; binary outcome + predictors → logistic regression.
Bayesian alternatives exist for all of the above, giving direct probability statements,
Bayes Factors, and the ability to support the null. See references/bayesian_statistics.md.
Assumption Checking
Check assumptions before interpreting results, because a violated assumption can make the reported p-value and CI wrong. Use the bundled
scripts/assumption_checks.py (comprehensive_assumption_check() and targeted functions —
code in references/code_examples.md). It performs outlier detection (IQR + z-score),
normality testing (Shapiro-Wilk + Q-Q), homogeneity of variance (Levene + box plots), and
interpretation.
When violated:
- Normality — mild + n>30/group → proceed (robust); moderate → non-parametric; severe → transform or non-parametric.
- Homogeneity — t-test → Welch's; ANOVA → Welch's or Brown-Forsythe; regression → robust SE or WLS.
- Linearity (regression) — polynomial terms, transform variables, or GAM.
Detail: references/assumptions_and_diagnostics.md.
Running Statistical Tests
Primary libraries: scipy.stats (core tests), statsmodels (regression/diagnostics),
pingouin (tests + effect sizes), pymc + arviz (Bayesian).
Copy-paste examples for t-test, ANOVA + post-hoc, linear regression with full
diagnostics, and a Bayesian t-test: references/code_examples.md.
Effect Sizes
Effect sizes quantify magnitude; p-values only indicate existence. Always report them, with CIs. Benchmarks (guidelines only — context matters):
| Test | Effect Size | Small | Medium | Large |
|---|---|---|---|---|
| T-test | Cohen's d | 0.20 | 0.50 | 0.80 |
| ANOVA | η²_p | 0.01 | 0.06 | 0.14 |
| Correlation | r | 0.10 | 0.30 | 0.50 |
| Regression | R² | 0.02 | 0.13 | 0.26 |
| Chi-square | Cramér's V | 0.07 | 0.21 | 0.35 |
Calculation code and CI computation: references/code_examples.md. Full guidance:
references/effect_sizes_and_power.md.
Power Analysis
Run a priori power analysis to size a study before collecting data, and sensitivity
analysis afterward to report the smallest detectable effect. Avoid post-hoc power.
Code: references/code_examples.md. Guidance: references/effect_sizes_and_power.md.
Reporting Results
Follow APA style (references/reporting_standards.md). Report descriptive statistics
(M, SD, n), test statistics (name, statistic, df, exact p), effect sizes with CIs,
assumption checks, and all planned analyses.
Ready-to-adapt report paragraphs for t-test, ANOVA, multiple regression, and Bayesian
analysis: references/apa_report_templates.md.
Bayesian Statistics
Consider Bayesian methods when you have prior information, want direct probability
statements, have small samples or sequential data, need to quantify evidence for the
null, or have a complex (hierarchical, missing-data) model. Key advantages: intuitive
interpretation, evidence for the null, flexibility, full uncertainty quantification.
Comprehensive guide (priors, Bayes Factors, credible intervals, convergence checks):
references/bayesian_statistics.md.
Best Practices
Pre-register analyses; always check assumptions; report effect sizes with CIs; report all planned analyses including non-significant ones; distinguish statistical from practical significance; visualize before and after; check regression/ANOVA diagnostics; run sensitivity analyses; share data and code; be transparent about violations and decisions.
Common Pitfalls
P-hacking; HARKing; ignoring assumptions; confusing significance with importance; not reporting effect sizes; cherry-picking results; misinterpreting p-values; uncorrected multiple comparisons; ignoring missing-data mechanism (MCAR/MAR/MNAR); overinterpreting non-significant results.
Getting Started Checklist
- Define research question and hypotheses
- Determine the test (
references/test_selection_guide.md) - Power analysis for sample size
- Load and inspect data; check missing data and outliers
- Verify assumptions (
scripts/assumption_checks.py) - Run primary analysis; compute effect sizes with CIs
- Post-hoc tests if needed (with corrections)
- Create visualizations
- Write results (
references/reporting_standards.md) - Sensitivity analyses; share data and code
Index of Bundled Resources
References (references/)
test_selection_guide.md— decision tree for choosing a testassumptions_and_diagnostics.md— checking and handling violationseffect_sizes_and_power.md— effect sizes and power analysisbayesian_statistics.md— complete Bayesian guidereporting_standards.md— APA reporting rulescode_examples.md— worked Python for tests, diagnostics, Bayesian, power, effect sizesapa_report_templates.md— ready-to-adapt APA results paragraphs
Scripts (scripts/)
assumption_checks.py— automated assumption checking with visualizations (comprehensive_assumption_check,check_normality,check_homogeneity_of_variance,check_linearity,detect_outliers)
Further Reading
Key textbooks: Cohen (1988), Field (2013), Gelman & Hill (2006), Kruschke (2014). Online: APA Style Guide (https://apastyle.apa.org/), Cross Validated (stats.stackexchange.com).
Part of the AlterLab Academic Skills suite.
Files (alterlab-academic-skills)
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evals
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evals.json 6.7 KB
{ "skill": "alterlab-statistical-analysis", "evals": [ { "id": "test-selection-two-groups", "prompt": "I'm comparing test scores between two independent groups of students (n=48 and n=52). I want to know which statistical test is appropriate, whether my data meets the assumptions, and how to report it for an APA-style paper.", "expected_output": "Invokes alterlab-statistical-analysis: recommends an independent-samples t-test (Mann-Whitney U if normality is violated), checks assumptions first (Shapiro-Wilk for normality, Levene's test for homogeneity of variance, suggesting Welch's t-test if variances differ), computes Cohen's d with a 95% CI, and produces an APA-formatted results sentence with t(df), exact p, effect size and CI. May use pingouin's pg.ttest.", "assertions": [ { "type": "should_trigger", "value": true }, { "type": "output_contains", "value": "assumption" }, { "type": "behavior", "value": "Selects the right two-group test, checks normality/homogeneity assumptions before running it, reports Cohen's d with CI, and gives APA-formatted output." } ] }, { "id": "power-analysis-sample-size", "prompt": "I'm planning a three-group experiment and need to know how many participants per group I need to detect a medium effect (f = 0.25) with 80% power at alpha = .05 before I start collecting data.", "expected_output": "Invokes alterlab-statistical-analysis for an a priori power analysis: uses statsmodels FTestAnovaPower().solve_power with effect_size=0.25, k_groups=3, alpha=0.05, power=0.80, noting that it returns the TOTAL sample size (about 157), which is divided by the 3 groups and rounded up to about 53 per group. Frames it as study planning (a priori, not post-hoc), and may mention Cohen's f benchmarks for ANOVA effect sizes.", "assertions": [ { "type": "should_trigger", "value": true }, { "type": "output_contains", "value": "power" }, { "type": "behavior", "value": "Runs an a priori power analysis to solve for required sample size given effect size, alpha, and target power, treating it as pre-study planning." } ] }, { "id": "anova-posthoc-effect-size", "prompt": "I ran a one-way design with three treatment conditions and a continuous outcome. Tell me whether the groups differ, which specific conditions differ from each other, and report the effect size properly.", "expected_output": "Invokes alterlab-statistical-analysis: runs a one-way ANOVA (pingouin pg.anova), checks the omnibus p-value, and if significant follows up with post-hoc pairwise comparisons (Tukey HSD via pg.pairwise_tukey) with multiple-comparison correction. Reports partial eta-squared as the effect size and writes an APA-style result with F(df1, df2), p, and eta-squared.", "assertions": [ { "type": "should_trigger", "value": true }, { "type": "output_contains", "value": "post" }, { "type": "behavior", "value": "Runs one-way ANOVA, follows up with corrected post-hoc pairwise tests, and reports partial eta-squared effect size in APA format." } ] }, { "id": "bayes-factor-evidence", "prompt": "My two groups didn't differ significantly with a frequentist t-test, but I want to know whether the data actually support the null hypothesis of no difference, not just fail to reject it. Can I quantify the evidence?", "expected_output": "Invokes alterlab-statistical-analysis and recommends a Bayesian approach: a Bayesian t-test producing a Bayes Factor (BF01 / BF10) that can quantify evidence FOR the null, plus a credible interval on the mean difference. Explains that frequentist non-significance is not evidence of absence, while a Bayes Factor can directly support the null, and mentions checking convergence diagnostics (R-hat, ESS) for the PyMC/MCMC implementation.", "assertions": [ { "type": "should_trigger", "value": true }, { "type": "output_contains", "value": "Bayes" }, { "type": "behavior", "value": "Recommends a Bayesian t-test / Bayes Factor to quantify evidence for the null hypothesis, explaining that non-significance is not evidence of absence." } ] }, { "id": "near-miss-statsmodels", "prompt": "Fit a mixed-effects linear model with random intercepts and slopes for subjects using statsmodels MixedLM, and give me the full model summary with the fitted coefficient table and the variance components.", "expected_output": "Does NOT invoke this skill; defers to alterlab-statsmodels. The user wants to programmatically implement a specific model (a mixed-effects MixedLM) and inspect its fitted summary/coefficients, which the statistical-analysis description explicitly hands off ('For implementing specific models programmatically prefer statsmodels'). This skill is for guided test selection, assumption checking, and APA reporting, not hands-on model fitting of a named estimator.", "assertions": [ { "type": "should_not_trigger", "value": true }, { "type": "output_contains", "value": "alterlab-statsmodels" } ] }, { "id": "near-miss-scikit-learn", "prompt": "I want to train a logistic regression classifier on my features to predict a binary outcome, tune it with cross-validation, and report test-set accuracy and ROC AUC for a predictive model.", "expected_output": "Does NOT invoke this skill; defers to alterlab-scikit-learn. The goal is predictive machine learning (train/test split, cross-validated tuning, classification metrics like accuracy and ROC AUC), not inferential hypothesis testing with assumption checks and APA reporting. The response should point to alterlab-scikit-learn for the predictive modeling workflow.", "assertions": [ { "type": "should_not_trigger", "value": true }, { "type": "output_contains", "value": "alterlab-scikit-learn" } ] }, { "id": "near-miss-alterlab-test-selection-guard", "prompt": "My t-test came out p = 0.08, so I'm thinking of switching to a Mann-Whitney test or dropping a couple of outliers to see if it becomes significant. Is that okay to do?", "expected_output": "Does NOT invoke this skill; defers to alterlab-test-selection-guard. The user is proposing to switch tests or trim data after seeing the p-value (test-shopping), which is the discipline the test-selection guard enforces (no test chosen after seeing the p-value, pre-specified choice, correction or exploratory labelling), rather than a request to run and report a planned analysis.", "assertions": [ { "type": "should_not_trigger", "value": true }, { "type": "output_contains", "value": "alterlab-test-selection-guard" } ] } ] }
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references
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apa_report_templates.md 2.4 KB
# APA Report Templates Ready-to-adapt APA-style results paragraphs, extracted from the skill body. Full reporting rules and additional examples: `reporting_standards.md`. ## Essential Reporting Elements 1. **Descriptive statistics**: M, SD, n for all groups/variables 2. **Test statistics**: test name, statistic, df, exact p-value 3. **Effect sizes**: with confidence intervals 4. **Assumption checks**: which tests were done, results, actions taken 5. **All planned analyses**: including non-significant findings ## Independent T-Test ``` Group A (n = 48, M = 75.2, SD = 8.5) scored significantly higher than Group B (n = 52, M = 68.3, SD = 9.2), t(98) = 3.82, p < .001, d = 0.77, 95% CI [0.36, 1.18], two-tailed. Assumptions of normality (Shapiro-Wilk: Group A W = 0.97, p = .18; Group B W = 0.96, p = .12) and homogeneity of variance (Levene's F(1, 98) = 1.23, p = .27) were satisfied. ``` ## One-Way ANOVA ``` A one-way ANOVA revealed a significant main effect of treatment condition on test scores, F(2, 147) = 8.45, p < .001, η²_p = .10. Post hoc comparisons using Tukey's HSD indicated that Condition A (M = 78.2, SD = 7.3) scored significantly higher than Condition B (M = 71.5, SD = 8.1, p = .002, d = 0.87) and Condition C (M = 70.1, SD = 7.9, p < .001, d = 1.07). Conditions B and C did not differ significantly (p = .52, d = 0.18). ``` ## Multiple Regression ``` Multiple linear regression was conducted to predict exam scores from study hours, prior GPA, and attendance. The overall model was significant, F(3, 146) = 45.2, p < .001, R² = .48, adjusted R² = .47. Study hours (B = 1.80, SE = 0.31, β = .35, t = 5.78, p < .001, 95% CI [1.18, 2.42]) and prior GPA (B = 8.52, SE = 1.95, β = .28, t = 4.37, p < .001, 95% CI [4.66, 12.38]) were significant predictors, while attendance was not (B = 0.15, SE = 0.12, β = .08, t = 1.25, p = .21, 95% CI [-0.09, 0.39]). Multicollinearity was not a concern (all VIF < 1.5). ``` ## Bayesian Analysis ``` A Bayesian independent samples t-test was conducted using weakly informative priors (Normal(0, 1) for mean difference). The posterior distribution indicated that Group A scored higher than Group B (M_diff = 6.8, 95% credible interval [3.2, 10.4]). The Bayes Factor BF₁₀ = 45.3 provided very strong evidence for a difference between groups, with a 99.8% posterior probability that Group A's mean exceeded Group B's mean. Convergence diagnostics were satisfactory (all R̂ < 1.01, ESS > 1000). ``` -
assumptions_and_diagnostics.md 11 KB
# Statistical Assumptions and Diagnostic Procedures This document provides comprehensive guidance on checking and validating statistical assumptions for various analyses. ## General Principles 1. **Always check assumptions before interpreting test results** 2. **Use multiple diagnostic methods** (visual + formal tests) 3. **Consider robustness**: Some tests are robust to violations under certain conditions 4. **Document all assumption checks** in analysis reports 5. **Report violations and remedial actions taken** ## Common Assumptions Across Tests ### 1. Independence of Observations **What it means**: Each observation is independent; measurements on one subject do not influence measurements on another. **How to check**: - Review study design and data collection procedures - For time series: Check autocorrelation (ACF/PACF plots, Durbin-Watson test) - For clustered data: Consider intraclass correlation (ICC) **What to do if violated**: - Use mixed-effects models for clustered/hierarchical data - Use time series methods for temporally dependent data - Use generalized estimating equations (GEE) for correlated data **Critical severity**: HIGH - violations can severely inflate Type I error --- ### 2. Normality **What it means**: Data or residuals follow a normal (Gaussian) distribution. **When required**: - t-tests (for small samples; robust for n > 30 per group) - ANOVA (for small samples; robust for n > 30 per group) - Linear regression (for residuals) - Some correlation tests (Pearson) **How to check**: **Visual methods** (primary): - Q-Q (quantile-quantile) plot: Points should fall on diagonal line - Histogram with normal curve overlay - Kernel density plot **Formal tests** (secondary): - Shapiro-Wilk test (recommended for n < 50) - Kolmogorov-Smirnov test - Anderson-Darling test **Python implementation**: ```python from scipy import stats import matplotlib.pyplot as plt # Shapiro-Wilk test statistic, p_value = stats.shapiro(data) # Q-Q plot stats.probplot(data, dist="norm", plot=plt) ``` **Interpretation guidance**: - For n < 30: Both visual and formal tests important - For 30 ≤ n < 100: Visual inspection primary, formal tests secondary - For n ≥ 100: Formal tests overly sensitive; rely on visual inspection - Look for severe skewness, outliers, or bimodality **What to do if violated**: - **Mild violations** (slight skewness): Proceed if n > 30 per group - **Moderate violations**: Use non-parametric alternatives (Mann-Whitney, Kruskal-Wallis, Wilcoxon) - **Severe violations**: - Transform data (log, square root, Box-Cox) - Use non-parametric methods - Use robust regression methods - Consider bootstrapping **Critical severity**: MEDIUM - parametric tests are often robust to mild violations with adequate sample size --- ### 3. Homogeneity of Variance (Homoscedasticity) **What it means**: Variances are equal across groups or across the range of predictors. **When required**: - Independent samples t-test - ANOVA - Linear regression (constant variance of residuals) **How to check**: **Visual methods** (primary): - Box plots by group (for t-test/ANOVA) - Residuals vs. fitted values plot (for regression) - should show random scatter - Scale-location plot (square root of standardized residuals vs. fitted) **Formal tests** (secondary): - Levene's test (robust to non-normality) - Bartlett's test (sensitive to non-normality, not recommended) - Brown-Forsythe test (median-based version of Levene's) - Breusch-Pagan test (for regression) **Python implementation**: ```python from scipy import stats import pingouin as pg # Levene's test statistic, p_value = stats.levene(group1, group2, group3) # For regression # Breusch-Pagan test from statsmodels.stats.diagnostic import het_breuschpagan _, p_value, _, _ = het_breuschpagan(residuals, exog) ``` **Interpretation guidance**: - Variance ratio (max/min) < 2-3: Generally acceptable - For ANOVA: Test is robust if groups have equal sizes - For regression: Look for funnel patterns in residual plots **What to do if violated**: - **t-test**: Use Welch's t-test (does not assume equal variances) - **ANOVA**: Use Welch's ANOVA or Brown-Forsythe ANOVA - **Regression**: - Transform dependent variable (log, square root) - Use weighted least squares (WLS) - Use robust standard errors (HC3) - Use generalized linear models (GLM) with appropriate variance function **Critical severity**: MEDIUM - tests can be robust with equal sample sizes --- ## Test-Specific Assumptions ### T-Tests **Assumptions**: 1. Independence of observations 2. Normality (each group for independent t-test; differences for paired t-test) 3. Homogeneity of variance (independent t-test only) **Diagnostic workflow**: ```python import scipy.stats as stats import pingouin as pg # Check normality for each group stats.shapiro(group1) stats.shapiro(group2) # Check homogeneity of variance stats.levene(group1, group2) # If assumptions violated: # Option 1: Welch's t-test (unequal variances) pg.ttest(group1, group2, correction=False) # Welch's # Option 2: Non-parametric alternative pg.mwu(group1, group2) # Mann-Whitney U ``` --- ### ANOVA **Assumptions**: 1. Independence of observations within and between groups 2. Normality in each group 3. Homogeneity of variance across groups **Additional considerations**: - For repeated measures ANOVA: Sphericity assumption (Mauchly's test) **Diagnostic workflow**: ```python import pingouin as pg # Check normality per group for group in df['group'].unique(): data = df[df['group'] == group]['value'] stats.shapiro(data) # Check homogeneity of variance pg.homoscedasticity(df, dv='value', group='group') # For repeated measures: Check sphericity # Automatically tested in pingouin's rm_anova ``` **What to do if sphericity violated** (repeated measures): - Greenhouse-Geisser correction (ε < 0.75) - Huynh-Feldt correction (ε > 0.75) - Use multivariate approach (MANOVA) --- ### Linear Regression **Assumptions**: 1. **Linearity**: Relationship between X and Y is linear 2. **Independence**: Residuals are independent 3. **Homoscedasticity**: Constant variance of residuals 4. **Normality**: Residuals are normally distributed 5. **No multicollinearity**: Predictors are not highly correlated (multiple regression) **Diagnostic workflow**: **1. Linearity**: ```python import matplotlib.pyplot as plt import seaborn as sns # Scatter plots of Y vs each X # Residuals vs. fitted values (should be randomly scattered) plt.scatter(fitted_values, residuals) plt.axhline(y=0, color='r', linestyle='--') ``` **2. Independence**: ```python from statsmodels.stats.stattools import durbin_watson # Durbin-Watson test (for time series) dw_statistic = durbin_watson(residuals) # Values between 1.5-2.5 suggest independence ``` **3. Homoscedasticity**: ```python # Breusch-Pagan test from statsmodels.stats.diagnostic import het_breuschpagan _, p_value, _, _ = het_breuschpagan(residuals, exog) # Visual: Scale-location plot plt.scatter(fitted_values, np.sqrt(np.abs(std_residuals))) ``` **4. Normality of residuals**: ```python # Q-Q plot of residuals stats.probplot(residuals, dist="norm", plot=plt) # Shapiro-Wilk test stats.shapiro(residuals) ``` **5. Multicollinearity**: ```python from statsmodels.stats.outliers_influence import variance_inflation_factor # Calculate VIF for each predictor vif_data = pd.DataFrame() vif_data["feature"] = X.columns vif_data["VIF"] = [variance_inflation_factor(X.values, i) for i in range(len(X.columns))] # VIF > 10 indicates severe multicollinearity # VIF > 5 indicates moderate multicollinearity ``` **What to do if violated**: - **Non-linearity**: Add polynomial terms, use GAM, or transform variables - **Heteroscedasticity**: Transform Y, use WLS, use robust SE - **Non-normal residuals**: Transform Y, use robust methods, check for outliers - **Multicollinearity**: Remove correlated predictors, use PCA, ridge regression --- ### Logistic Regression **Assumptions**: 1. **Independence**: Observations are independent 2. **Linearity**: Linear relationship between log-odds and continuous predictors 3. **No perfect multicollinearity**: Predictors not perfectly correlated 4. **Large sample size**: At least 10-20 events per predictor **Diagnostic workflow**: **1. Linearity of logit**: ```python # Box-Tidwell test: Add interaction with log of continuous predictor # If interaction is significant, linearity violated ``` **2. Multicollinearity**: ```python # Use VIF as in linear regression ``` **3. Influential observations**: ```python # Cook's distance, DFBetas, leverage # For a fitted Logit/GLM model, use get_influence() (returns GLMInfluence); # do NOT use OLSInfluence, which is for OLS results only. influence = model.get_influence() # model = sm.Logit(y, X).fit() cooks_d = influence.cooks_distance[0] # cooks_distance is a (stat, p) tuple ``` **4. Model fit**: ```python # Hosmer-Lemeshow test # Pseudo R-squared # Classification metrics (accuracy, AUC-ROC) ``` --- ## Outlier Detection **Methods**: 1. **Visual**: Box plots, scatter plots 2. **Statistical**: - Z-scores: |z| > 3 suggests outlier - IQR method: Values < Q1 - 1.5×IQR or > Q3 + 1.5×IQR - Modified Z-score using median absolute deviation (robust to outliers) **For regression**: - **Leverage**: High leverage points (hat values) - **Influence**: Cook's distance > 4/n suggests influential point - **Outliers**: Studentized residuals > ±3 **What to do**: 1. Investigate data entry errors 2. Consider if outliers are valid observations 3. Report sensitivity analysis (results with and without outliers) 4. Use robust methods if outliers are legitimate --- ## Sample Size Considerations ### Minimum Sample Sizes (Rules of Thumb) - **T-test**: n ≥ 30 per group for robustness to non-normality - **ANOVA**: n ≥ 30 per group - **Correlation**: n ≥ 30 for adequate power - **Simple regression**: n ≥ 50 - **Multiple regression**: n ≥ 10-20 per predictor (minimum 10 + k predictors) - **Logistic regression**: n ≥ 10-20 events per predictor ### Small Sample Considerations For small samples: - Assumptions become more critical - Use exact tests when available (Fisher's exact, exact logistic regression) - Consider non-parametric alternatives - Use permutation tests or bootstrap methods - Be conservative with interpretation --- ## Reporting Assumption Checks When reporting analyses, include: 1. **Statement of assumptions checked**: List all assumptions tested 2. **Methods used**: Describe visual and formal tests employed 3. **Results of diagnostic tests**: Report test statistics and p-values 4. **Assessment**: State whether assumptions were met or violated 5. **Actions taken**: If violated, describe remedial actions (transformations, alternative tests, robust methods) **Example reporting statement**: > "Normality was assessed using Shapiro-Wilk tests and Q-Q plots. Data for Group A (W = 0.97, p = .18) and Group B (W = 0.96, p = .12) showed no significant departure from normality. Homogeneity of variance was assessed using Levene's test, which was non-significant (F(1, 58) = 1.23, p = .27), indicating equal variances across groups. Therefore, assumptions for the independent samples t-test were satisfied." -
bayesian_statistics.md 17.1 KB
# Bayesian Statistical Analysis This document provides guidance on conducting and interpreting Bayesian statistical analyses, which offer an alternative framework to frequentist (classical) statistics. ## Bayesian vs. Frequentist Philosophy ### Fundamental Differences | Aspect | Frequentist | Bayesian | |--------|-------------|----------| | **Probability interpretation** | Long-run frequency of events | Degree of belief/uncertainty | | **Parameters** | Fixed but unknown | Random variables with distributions | | **Inference** | Based on sampling distributions | Based on posterior distributions | | **Primary output** | p-values, confidence intervals | Posterior probabilities, credible intervals | | **Prior information** | Not formally incorporated | Explicitly incorporated via priors | | **Hypothesis testing** | Reject/fail to reject null | Probability of hypotheses given data | | **Sample size** | Often requires minimum | Can work with any sample size | | **Interpretation** | Indirect (probability of data given H₀) | Direct (probability of hypothesis given data) | ### Key Question Difference **Frequentist**: "If the null hypothesis is true, what is the probability of observing data this extreme or more extreme?" **Bayesian**: "Given the observed data, what is the probability that the hypothesis is true?" The Bayesian question is more intuitive and directly addresses what researchers want to know. --- ## Bayes' Theorem **Formula**: ``` P(θ|D) = P(D|θ) × P(θ) / P(D) ``` **In words**: ``` Posterior = Likelihood × Prior / Evidence ``` Where: - **θ (theta)**: Parameter of interest (e.g., mean difference, correlation) - **D**: Observed data - **P(θ|D)**: Posterior distribution (belief about θ after seeing data) - **P(D|θ)**: Likelihood (probability of data given θ) - **P(θ)**: Prior distribution (belief about θ before seeing data) - **P(D)**: Marginal likelihood/evidence (normalizing constant) --- ## Prior Distributions ### Types of Priors #### 1. Informative Priors **When to use**: When you have substantial prior knowledge from: - Previous studies - Expert knowledge - Theory - Pilot data **Example**: Meta-analysis shows effect size d ≈ 0.40, SD = 0.15 - Prior: Normal(0.40, 0.15) **Advantages**: - Incorporates existing knowledge - More efficient (smaller samples needed) - Can stabilize estimates with small data **Disadvantages**: - Subjective (but subjectivity can be strength) - Must be justified and transparent - May be controversial if strong prior conflicts with data --- #### 2. Weakly Informative Priors **When to use**: Default choice for most applications **Characteristics**: - Regularizes estimates (prevents extreme values) - Has minimal influence on posterior with moderate data - Prevents computational issues **Example priors**: - Effect size: Normal(0, 1) or Cauchy(0, 0.707) - Variance: Half-Cauchy(0, 1) - Correlation: Uniform(-1, 1) or Beta(2, 2) **Advantages**: - Balances objectivity and regularization - Computationally stable - Broadly acceptable --- #### 3. Non-Informative (Flat/Uniform) Priors **When to use**: When attempting to be "objective" **Example**: Uniform(-∞, ∞) for any value **⚠️ Caution**: - Can lead to improper posteriors - May produce non-sensible results - Not truly "non-informative" (still makes assumptions) - Often not recommended in modern Bayesian practice **Better alternative**: Use weakly informative priors --- ### Prior Sensitivity Analysis **Always conduct**: Test how results change with different priors **Process**: 1. Fit model with default/planned prior 2. Fit model with more diffuse prior 3. Fit model with more concentrated prior 4. Compare posterior distributions **Reporting**: - If results are similar: Evidence is robust - If results differ substantially: Data are not strong enough to overwhelm prior **Python example**: ```python import pymc as pm # Model with different priors priors = [ ('weakly_informative', pm.Normal.dist(0, 1)), ('diffuse', pm.Normal.dist(0, 10)), ('informative', pm.Normal.dist(0.5, 0.3)) ] results = {} for name, prior in priors: with pm.Model(): effect = pm.Normal('effect', mu=prior.mu, sigma=prior.sigma) # ... rest of model trace = pm.sample() results[name] = trace ``` --- ## Bayesian Hypothesis Testing ### Bayes Factor (BF) **What it is**: Ratio of evidence for two competing hypotheses **Formula**: ``` BF₁₀ = P(D|H₁) / P(D|H₀) ``` **Interpretation**: | BF₁₀ | Evidence | |------|----------| | >100 | Decisive for H₁ | | 30-100 | Very strong for H₁ | | 10-30 | Strong for H₁ | | 3-10 | Moderate for H₁ | | 1-3 | Anecdotal for H₁ | | 1 | No evidence | | 1/3-1 | Anecdotal for H₀ | | 1/10-1/3 | Moderate for H₀ | | 1/30-1/10 | Strong for H₀ | | 1/100-1/30 | Very strong for H₀ | | <1/100 | Decisive for H₀ | **Advantages over p-values**: 1. Can provide evidence for null hypothesis 2. Not dependent on sampling intentions (no "peeking" problem) 3. Directly quantifies evidence 4. Can be updated with more data **Python calculation**: ```python import pingouin as pg # Note: Limited BF support in Python # Better options: R packages (BayesFactor), JASP software # Approximate BF from t-statistic # Using Jeffreys-Zellner-Siow prior from scipy import stats def bf_from_t(t, n1, n2, r_scale=0.707): """ Approximate Bayes Factor from t-statistic r_scale: Cauchy prior scale (default 0.707 for medium effect) """ # This is simplified; use dedicated packages for accurate calculation df = n1 + n2 - 2 # Implementation requires numerical integration pass ``` --- ### Region of Practical Equivalence (ROPE) **Purpose**: Define range of negligible effect sizes **Process**: 1. Define ROPE (e.g., d ∈ [-0.1, 0.1] for negligible effects) 2. Calculate % of posterior inside ROPE 3. Make decision: - >95% in ROPE: Accept practical equivalence - >95% outside ROPE: Reject equivalence - Otherwise: Inconclusive **Advantage**: Directly tests for practical significance **Python example**: ```python # Define ROPE rope_lower, rope_upper = -0.1, 0.1 # Calculate % of posterior in ROPE in_rope = np.mean((posterior_samples > rope_lower) & (posterior_samples < rope_upper)) print(f"{in_rope*100:.1f}% of posterior in ROPE") ``` --- ## Bayesian Estimation ### Credible Intervals **What it is**: Interval containing parameter with X% probability **95% Credible Interval interpretation**: > "There is a 95% probability that the true parameter lies in this interval." **This is what people THINK confidence intervals mean** (but don't in frequentist framework) **Types**: #### Equal-Tailed Interval (ETI) - 2.5th to 97.5th percentile - Simple to calculate - May not include mode for skewed distributions #### Highest Density Interval (HDI) - Narrowest interval containing 95% of distribution - Always includes mode - Better for skewed distributions **Python calculation**: ```python import arviz as az # Equal-tailed interval eti = np.percentile(posterior_samples, [2.5, 97.5]) # HDI hdi = az.hdi(posterior_samples, hdi_prob=0.95) ``` --- ### Posterior Distributions **Interpreting posterior distributions**: 1. **Central tendency**: - Mean: Average posterior value - Median: 50th percentile - Mode: Most probable value (MAP - Maximum A Posteriori) 2. **Uncertainty**: - SD: Spread of posterior - Credible intervals: Quantify uncertainty 3. **Shape**: - Symmetric: Similar to normal - Skewed: Asymmetric uncertainty - Multimodal: Multiple plausible values **Visualization**: ```python import matplotlib.pyplot as plt import arviz as az # Posterior plot with HDI az.plot_posterior(trace, hdi_prob=0.95) # Trace plot (check convergence) az.plot_trace(trace) # Forest plot (multiple parameters) az.plot_forest(trace) ``` --- ## Common Bayesian Analyses ### Bayesian T-Test **Purpose**: Compare two groups (Bayesian alternative to t-test) **Outputs**: 1. Posterior distribution of mean difference 2. 95% credible interval 3. Bayes Factor (BF₁₀) 4. Probability of directional hypothesis (e.g., P(μ₁ > μ₂)) **Python implementation**: ```python import pymc as pm import arviz as az # Bayesian independent samples t-test with pm.Model() as model: # Priors for group means mu1 = pm.Normal('mu1', mu=0, sigma=10) mu2 = pm.Normal('mu2', mu=0, sigma=10) # Prior for pooled standard deviation sigma = pm.HalfNormal('sigma', sigma=10) # Likelihood y1 = pm.Normal('y1', mu=mu1, sigma=sigma, observed=group1) y2 = pm.Normal('y2', mu=mu2, sigma=sigma, observed=group2) # Derived quantity: mean difference diff = pm.Deterministic('diff', mu1 - mu2) # Sample posterior trace = pm.sample(2000, tune=1000, return_inferencedata=True) # Analyze results print(az.summary(trace, var_names=['mu1', 'mu2', 'diff'])) # Probability that group1 > group2 prob_greater = np.mean(trace.posterior['diff'].values > 0) print(f"P(μ₁ > μ₂) = {prob_greater:.3f}") # Plot posterior az.plot_posterior(trace, var_names=['diff'], ref_val=0) ``` --- ### Bayesian ANOVA **Purpose**: Compare three or more groups **Model**: ```python import pymc as pm with pm.Model() as anova_model: # Hyperpriors mu_global = pm.Normal('mu_global', mu=0, sigma=10) sigma_between = pm.HalfNormal('sigma_between', sigma=5) sigma_within = pm.HalfNormal('sigma_within', sigma=5) # Group means (hierarchical) group_means = pm.Normal('group_means', mu=mu_global, sigma=sigma_between, shape=n_groups) # Likelihood y = pm.Normal('y', mu=group_means[group_idx], sigma=sigma_within, observed=data) trace = pm.sample(2000, tune=1000, return_inferencedata=True) # Posterior contrasts contrast_1_2 = trace.posterior['group_means'][:,:,0] - trace.posterior['group_means'][:,:,1] ``` --- ### Bayesian Correlation **Purpose**: Estimate correlation between two variables **Advantage**: Provides distribution of correlation values **Python implementation**: ```python import pymc as pm with pm.Model() as corr_model: # Prior on correlation rho = pm.Uniform('rho', lower=-1, upper=1) # Convert to covariance matrix cov_matrix = pm.math.stack([[1, rho], [rho, 1]]) # Likelihood (bivariate normal) obs = pm.MvNormal('obs', mu=[0, 0], cov=cov_matrix, observed=np.column_stack([x, y])) trace = pm.sample(2000, tune=1000, return_inferencedata=True) # Summarize correlation print(az.summary(trace, var_names=['rho'])) # Probability that correlation is positive prob_positive = np.mean(trace.posterior['rho'].values > 0) ``` --- ### Bayesian Linear Regression **Purpose**: Model relationship between predictors and outcome **Advantages**: - Uncertainty in all parameters - Natural regularization (via priors) - Can incorporate prior knowledge - Credible intervals for predictions **Python implementation**: ```python import pymc as pm with pm.Model() as regression_model: # Priors for coefficients alpha = pm.Normal('alpha', mu=0, sigma=10) # Intercept beta = pm.Normal('beta', mu=0, sigma=10, shape=n_predictors) sigma = pm.HalfNormal('sigma', sigma=10) # Expected value mu = alpha + pm.math.dot(X, beta) # Likelihood y_obs = pm.Normal('y_obs', mu=mu, sigma=sigma, observed=y) trace = pm.sample(2000, tune=1000, return_inferencedata=True) # Posterior predictive checks with regression_model: ppc = pm.sample_posterior_predictive(trace) az.plot_ppc(ppc) # Predictions with uncertainty with regression_model: pm.set_data({'X': X_new}) posterior_pred = pm.sample_posterior_predictive(trace) ``` --- ## Hierarchical (Multilevel) Models **When to use**: - Nested/clustered data (students within schools) - Repeated measures - Meta-analysis - Varying effects across groups **Key concept**: Partial pooling - Complete pooling: Ignore groups (biased) - No pooling: Analyze groups separately (high variance) - Partial pooling: Borrow strength across groups (Bayesian) **Example: Varying intercepts**: ```python with pm.Model() as hierarchical_model: # Hyperpriors mu_global = pm.Normal('mu_global', mu=0, sigma=10) sigma_between = pm.HalfNormal('sigma_between', sigma=5) sigma_within = pm.HalfNormal('sigma_within', sigma=5) # Group-level intercepts alpha = pm.Normal('alpha', mu=mu_global, sigma=sigma_between, shape=n_groups) # Likelihood y_obs = pm.Normal('y_obs', mu=alpha[group_idx], sigma=sigma_within, observed=y) trace = pm.sample() ``` --- ## Model Comparison ### Methods #### 1. Bayes Factor - Directly compares model evidence - Sensitive to prior specification - Can be computationally intensive #### 2. Information Criteria **WAIC (Widely Applicable Information Criterion)**: - Bayesian analog of AIC - Lower is better - Accounts for effective number of parameters **LOO (Leave-One-Out Cross-Validation)**: - Estimates out-of-sample prediction error - Lower is better - More robust than WAIC **Python calculation**: ```python import arviz as az # Calculate WAIC and LOO waic = az.waic(trace) loo = az.loo(trace) print(f"WAIC: {waic.elpd_waic:.2f}") print(f"LOO: {loo.elpd_loo:.2f}") # Compare multiple models comparison = az.compare({ 'model1': trace1, 'model2': trace2, 'model3': trace3 }) print(comparison) ``` --- ## Checking Bayesian Models ### 1. Convergence Diagnostics **R-hat (Gelman-Rubin statistic)**: - Compares within-chain and between-chain variance - Values close to 1.0 indicate convergence - R-hat < 1.01: Good - R-hat > 1.05: Poor convergence **Effective Sample Size (ESS)**: - Number of independent samples - Higher is better - ESS > 400 per chain recommended **Trace plots**: - Should look like "fuzzy caterpillar" - No trends, no stuck chains **Python checking**: ```python # Automatic summary with diagnostics print(az.summary(trace, var_names=['parameter'])) # Visual diagnostics az.plot_trace(trace) az.plot_rank(trace) # Rank plots ``` --- ### 2. Posterior Predictive Checks **Purpose**: Does model generate data similar to observed data? **Process**: 1. Generate predictions from posterior 2. Compare to actual data 3. Look for systematic discrepancies **Python implementation**: ```python with model: ppc = pm.sample_posterior_predictive(trace) # Visual check az.plot_ppc(ppc, num_pp_samples=100) # Quantitative checks obs_mean = np.mean(observed_data) pred_means = [np.mean(sample) for sample in ppc.posterior_predictive['y_obs']] p_value = np.mean(pred_means >= obs_mean) # Bayesian p-value ``` --- ## Reporting Bayesian Results ### Example T-Test Report > "A Bayesian independent samples t-test was conducted to compare groups A and B. Weakly informative priors were used: Normal(0, 1) for the mean difference and Half-Cauchy(0, 1) for the pooled standard deviation. The posterior distribution of the mean difference had a mean of 5.2 (95% CI [2.3, 8.1]), indicating that Group A scored higher than Group B. The Bayes Factor BF₁₀ = 23.5 provided strong evidence for a difference between groups, and there was a 99.7% probability that Group A's mean exceeded Group B's mean." ### Example Regression Report > "A Bayesian linear regression was fitted with weakly informative priors (Normal(0, 10) for coefficients, Half-Cauchy(0, 5) for residual SD). The model explained substantial variance (R² = 0.47, 95% CI [0.38, 0.55]). Study hours (β = 0.52, 95% CI [0.38, 0.66]) and prior GPA (β = 0.31, 95% CI [0.17, 0.45]) were credible predictors (95% CIs excluded zero). Posterior predictive checks showed good model fit. Convergence diagnostics were satisfactory (all R-hat < 1.01, ESS > 1000)." --- ## Advantages and Limitations ### Advantages 1. **Intuitive interpretation**: Direct probability statements about parameters 2. **Incorporates prior knowledge**: Uses all available information 3. **Flexible**: Handles complex models easily 4. **No p-hacking**: Can look at data as it arrives 5. **Quantifies uncertainty**: Full posterior distribution 6. **Small samples**: Works with any sample size ### Limitations 1. **Computational**: Requires MCMC sampling (can be slow) 2. **Prior specification**: Requires thought and justification 3. **Complexity**: Steeper learning curve 4. **Software**: Fewer tools than frequentist methods 5. **Communication**: May need to educate reviewers/readers --- ## Key Python Packages - **PyMC**: Full Bayesian modeling framework - **ArviZ**: Visualization and diagnostics - **Bambi**: High-level interface for regression models - **PyStan**: Python interface to Stan - **TensorFlow Probability**: Bayesian inference with TensorFlow --- ## When to Use Bayesian Methods **Use Bayesian when**: - You have prior information to incorporate - You want direct probability statements - Sample size is small - Model is complex (hierarchical, missing data, etc.) - You want to update analysis as data arrives **Frequentist may be sufficient when**: - Standard analysis with large sample - No prior information - Computational resources limited - Reviewers unfamiliar with Bayesian methods -
code_examples.md 7 KB
# Worked Code Examples Copy-paste Python for the common analyses, extracted from the skill body. Primary libraries: `scipy.stats`, `statsmodels`, `pingouin>=0.6`, `pymc`, `arviz`. > **pingouin 0.6 column names**: output columns were renamed from hyphenated to clean > snake_case — `p-val`→`p_val`, `p-unc`→`p_unc`, `cohen-d`→`cohen_d`, `CI95%`→`CI95`, > `p-tukey`→`p_tukey`. The examples below use the 0.6 names. Also note `pg.ttest`'s > `CI95` is the CI on the **mean difference**, not on Cohen's d — get the effect-size CI > from `pg.compute_esci`. ## T-Test with Complete Reporting ```python import pingouin as pg # Run independent t-test (correction='auto' applies Welch's if variances differ) result = pg.ttest(group_a, group_b, correction='auto') # Extract results (pingouin >= 0.6 column names) t_stat = result['T'].values[0] df = result['dof'].values[0] p_value = result['p_val'].values[0] cohens_d = result['cohen_d'].values[0] md_lo, md_hi = result['CI95'].values[0] # CI on the MEAN DIFFERENCE # CI on Cohen's d (separate call) d_lo, d_hi = pg.compute_esci(stat=cohens_d, nx=len(group_a), ny=len(group_b), eftype='cohen') # Report print(f"t({df:.0f}) = {t_stat:.2f}, p = {p_value:.3f}") print(f"Cohen's d = {cohens_d:.2f}, 95% CI [{d_lo:.2f}, {d_hi:.2f}]") ``` ## ANOVA with Post-Hoc Tests ```python import pingouin as pg # One-way ANOVA aov = pg.anova(dv='score', between='group', data=df, detailed=True) print(aov) # If significant, conduct post-hoc tests if aov['p_unc'].values[0] < 0.05: posthoc = pg.pairwise_tukey(dv='score', between='group', data=df) print(posthoc) # adjusted p-values are in the 'p_tukey' column # Effect size eta_squared = aov['np2'].values[0] # Partial eta-squared print(f"Partial η² = {eta_squared:.3f}") ``` ## Linear Regression with Diagnostics ```python import statsmodels.api as sm from statsmodels.stats.outliers_influence import variance_inflation_factor # Fit model X = sm.add_constant(X_predictors) # Add intercept model = sm.OLS(y, X).fit() # Summary print(model.summary()) # Check multicollinearity (VIF) vif_data = pd.DataFrame() vif_data["Variable"] = X.columns vif_data["VIF"] = [variance_inflation_factor(X.values, i) for i in range(X.shape[1])] print(vif_data) # Check assumptions residuals = model.resid fitted = model.fittedvalues # Residual plots import matplotlib.pyplot as plt fig, axes = plt.subplots(2, 2, figsize=(12, 10)) # Residuals vs fitted axes[0, 0].scatter(fitted, residuals, alpha=0.6) axes[0, 0].axhline(y=0, color='r', linestyle='--') axes[0, 0].set_xlabel('Fitted values') axes[0, 0].set_ylabel('Residuals') axes[0, 0].set_title('Residuals vs Fitted') # Q-Q plot from scipy import stats stats.probplot(residuals, dist="norm", plot=axes[0, 1]) axes[0, 1].set_title('Normal Q-Q') # Scale-Location axes[1, 0].scatter(fitted, np.sqrt(np.abs(residuals / residuals.std())), alpha=0.6) axes[1, 0].set_xlabel('Fitted values') axes[1, 0].set_ylabel('√|Standardized residuals|') axes[1, 0].set_title('Scale-Location') # Residuals histogram axes[1, 1].hist(residuals, bins=20, edgecolor='black', alpha=0.7) axes[1, 1].set_xlabel('Residuals') axes[1, 1].set_ylabel('Frequency') axes[1, 1].set_title('Histogram of Residuals') plt.tight_layout() plt.show() ``` ## Bayesian T-Test ```python import pymc as pm import arviz as az import numpy as np with pm.Model() as model: # Priors mu1 = pm.Normal('mu_group1', mu=0, sigma=10) mu2 = pm.Normal('mu_group2', mu=0, sigma=10) sigma = pm.HalfNormal('sigma', sigma=10) # Likelihood y1 = pm.Normal('y1', mu=mu1, sigma=sigma, observed=group_a) y2 = pm.Normal('y2', mu=mu2, sigma=sigma, observed=group_b) # Derived quantity diff = pm.Deterministic('difference', mu1 - mu2) # Sample trace = pm.sample(2000, tune=1000, return_inferencedata=True) # Summarize print(az.summary(trace, var_names=['difference'])) # Probability that group1 > group2 prob_greater = np.mean(trace.posterior['difference'].values > 0) print(f"P(μ₁ > μ₂ | data) = {prob_greater:.3f}") # Plot posterior az.plot_posterior(trace, var_names=['difference'], ref_val=0) ``` ## Calculating Effect Sizes Most effect sizes are automatically computed by pingouin: ```python # T-test returns Cohen's d result = pg.ttest(x, y) d = result['cohen_d'].values[0] # ANOVA returns partial eta-squared aov = pg.anova(dv='score', between='group', data=df, detailed=True) eta_p2 = aov['np2'].values[0] # Correlation: r is already an effect size corr = pg.corr(x, y) r = corr['r'].values[0] ``` Confidence intervals for effect sizes (always report to show precision): ```python import pingouin as pg # CI for Cohen's d from the effect size and group sizes ci = pg.compute_esci(stat=d, nx=len(group1), ny=len(group2), eftype='cohen') print(f"d = {d:.2f}, 95% CI [{ci[0]:.2f}, {ci[1]:.2f}]") # Or derive d directly from a t-statistic (returns a scalar in pingouin >= 0.6) d_from_t = pg.compute_effsize_from_t(t_statistic, nx=len(group1), ny=len(group2), eftype='cohen') ``` ## Power Analysis A priori (study planning) — determine required sample size before data collection: ```python from statsmodels.stats.power import ( tt_ind_solve_power, FTestAnovaPower ) # T-test: What n is needed to detect d = 0.5? n_required = tt_ind_solve_power( effect_size=0.5, alpha=0.05, power=0.80, ratio=1.0, alternative='two-sided' ) print(f"Required n per group: {n_required:.0f}") # ANOVA: What n is needed to detect f = 0.25 with 3 groups? # FTestAnovaPower works with the TOTAL sample size (nobs) and takes k_groups import math anova_power = FTestAnovaPower() n_total = anova_power.solve_power( effect_size=0.25, k_groups=3, alpha=0.05, power=0.80 ) print(f"Required N total: {math.ceil(n_total)}; per group: {math.ceil(n_total / 3)}") ``` Sensitivity analysis (post-study) — determine the smallest detectable effect: ```python # With n=50 per group, what effect could we detect? detectable_d = tt_ind_solve_power( effect_size=None, # Solve for this nobs1=50, alpha=0.05, power=0.80, ratio=1.0, alternative='two-sided' ) print(f"Study could detect d ≥ {detectable_d:.2f}") ``` **Note**: Post-hoc power analysis (calculating power after a study) is generally not recommended. Use sensitivity analysis instead. ## Assumption Checks (bundled script) ```python from scripts.assumption_checks import comprehensive_assumption_check # Comprehensive check with visualizations results = comprehensive_assumption_check( data=df, value_col='score', group_col='group', # Optional: for group comparisons alpha=0.05 ) ``` Targeted, individual checks: ```python from scripts.assumption_checks import ( check_normality, check_normality_per_group, check_homogeneity_of_variance, check_linearity, detect_outliers ) # Example: Check normality with visualization result = check_normality( data=df['score'], name='Test Score', alpha=0.05, plot=True ) print(result['interpretation']) print(result['recommendation']) ``` -
effect_sizes_and_power.md 15.1 KB
# Effect Sizes and Power Analysis This document provides guidance on calculating, interpreting, and reporting effect sizes, as well as conducting power analyses for study planning. ## Why Effect Sizes Matter 1. **Statistical significance ≠ practical significance**: p-values only tell if an effect exists, not how large it is 2. **Sample size dependent**: With large samples, trivial effects become "significant" 3. **Interpretation**: Effect sizes provide magnitude and practical importance 4. **Meta-analysis**: Effect sizes enable combining results across studies 5. **Power analysis**: Required for sample size determination **Golden rule**: ALWAYS report effect sizes alongside p-values. --- ## Effect Sizes by Analysis Type ### T-Tests and Mean Differences #### Cohen's d (Standardized Mean Difference) **Formula**: - Independent groups: d = (M₁ - M₂) / SD_pooled - Paired groups: d = M_diff / SD_diff **Interpretation** (Cohen, 1988): - Small: |d| = 0.20 - Medium: |d| = 0.50 - Large: |d| = 0.80 **Context-dependent interpretation**: - In education: d = 0.40 is typical for successful interventions - In psychology: d = 0.40 is considered meaningful - In medicine: Small effect sizes can be clinically important **Python calculation** (pingouin >= 0.6 column names): ```python import pingouin as pg import numpy as np # Independent t-test with effect size result = pg.ttest(group1, group2, correction=False) cohens_d = result['cohen_d'].values[0] # Manual calculation mean_diff = np.mean(group1) - np.mean(group2) pooled_std = np.sqrt((np.var(group1, ddof=1) + np.var(group2, ddof=1)) / 2) cohens_d = mean_diff / pooled_std # Paired t-test result = pg.ttest(pre, post, paired=True) cohens_d = result['cohen_d'].values[0] ``` **Confidence intervals for d**: ```python # From the effect size + group sizes (returns [lo, hi]) ci = pg.compute_esci(stat=cohens_d, nx=n1, ny=n2, eftype='cohen') # Or derive d from a t-statistic (scalar in pingouin >= 0.6) d = pg.compute_effsize_from_t(t_statistic, nx=n1, ny=n2, eftype='cohen') ``` --- #### Hedges' g (Bias-Corrected d) **Why use it**: Cohen's d has slight upward bias with small samples (n < 20) **Formula**: g = d × correction_factor, where correction_factor = 1 - 3/(4df - 1) **Python calculation**: ```python # pingouin >= 0.6 does not return a 'hedges' column from pg.ttest; # compute it directly with compute_effsize hedges_g = pg.compute_effsize(group1, group2, eftype='hedges') ``` **Use Hedges' g when**: - Sample sizes are small (n < 20 per group) - Conducting meta-analyses (standard in meta-analysis) --- #### Glass's Δ (Delta) **When to use**: When one group is a control with known variability **Formula**: Δ = (M₁ - M₂) / SD_control **Use cases**: - Clinical trials (use control group SD) - When treatment affects variability --- ### ANOVA #### Eta-squared (η²) **What it measures**: Proportion of total variance explained by factor **Formula**: η² = SS_effect / SS_total **Interpretation**: - Small: η² = 0.01 (1% of variance) - Medium: η² = 0.06 (6% of variance) - Large: η² = 0.14 (14% of variance) **Limitation**: Biased with multiple factors (sums to > 1.0) **Python calculation**: ```python import pingouin as pg # One-way ANOVA (detailed=True is required for the SS columns) aov = pg.anova(dv='value', between='group', data=df, detailed=True) eta_squared = aov['SS'][0] / aov['SS'].sum() # pingouin also reports partial eta-squared directly as 'np2' # (identical to eta-squared for a one-way design) partial_eta_squared = aov['np2'][0] ``` --- #### Partial Eta-squared (η²_p) **What it measures**: Proportion of variance explained by factor, excluding other factors **Formula**: η²_p = SS_effect / (SS_effect + SS_error) **Interpretation**: Same benchmarks as η² **When to use**: Multi-factor ANOVA (standard in factorial designs) **Python calculation**: ```python aov = pg.anova(dv='value', between=['factor1', 'factor2'], data=df) # pingouin reports partial eta-squared by default partial_eta_sq = aov['np2'] ``` --- #### Omega-squared (ω²) **What it measures**: Less biased estimate of population variance explained **Why use it**: η² overestimates effect size; ω² provides better population estimate **Formula**: ω² = (SS_effect - df_effect × MS_error) / (SS_total + MS_error) **Interpretation**: Same benchmarks as η², but typically smaller values **Python calculation**: ```python def omega_squared(aov_table): ss_effect = aov_table.loc[0, 'SS'] ss_total = aov_table['SS'].sum() ms_error = aov_table.loc[aov_table.index[-1], 'MS'] # Residual MS df_effect = aov_table.loc[0, 'DF'] omega_sq = (ss_effect - df_effect * ms_error) / (ss_total + ms_error) return omega_sq ``` --- #### Cohen's f **What it measures**: Effect size for ANOVA (analogous to Cohen's d) **Formula**: f = √(η² / (1 - η²)) **Interpretation**: - Small: f = 0.10 - Medium: f = 0.25 - Large: f = 0.40 **Python calculation**: ```python eta_squared = 0.06 # From ANOVA cohens_f = np.sqrt(eta_squared / (1 - eta_squared)) ``` **Use in power analysis**: Required for ANOVA power calculations --- ### Correlation #### Pearson's r / Spearman's ρ **Interpretation**: - Small: |r| = 0.10 - Medium: |r| = 0.30 - Large: |r| = 0.50 **Important notes**: - r² = coefficient of determination (proportion of variance explained) - r = 0.30 means 9% shared variance (0.30² = 0.09) - Consider direction (positive/negative) and context **Python calculation**: ```python import pingouin as pg # Pearson correlation with CI (pingouin >= 0.6: column is 'CI95', not 'CI95%') result = pg.corr(x, y, method='pearson') r = result['r'].values[0] ci = result['CI95'].values[0] # array([lo, hi]) # Spearman correlation result = pg.corr(x, y, method='spearman') rho = result['r'].values[0] ``` --- ### Regression #### R² (Coefficient of Determination) **What it measures**: Proportion of variance in Y explained by model **Interpretation**: - Small: R² = 0.02 - Medium: R² = 0.13 - Large: R² = 0.26 **Context-dependent**: - Physical sciences: R² > 0.90 expected - Social sciences: R² > 0.30 considered good - Behavior prediction: R² > 0.10 may be meaningful **Python calculation**: ```python from sklearn.metrics import r2_score from statsmodels.api import OLS # Using statsmodels model = OLS(y, X).fit() r_squared = model.rsquared adjusted_r_squared = model.rsquared_adj # Manual r_squared = 1 - (SS_residual / SS_total) ``` --- #### Adjusted R² **Why use it**: R² artificially increases when adding predictors; adjusted R² penalizes model complexity **Formula**: R²_adj = 1 - (1 - R²) × (n - 1) / (n - k - 1) **When to use**: Always report alongside R² for multiple regression --- #### Standardized Regression Coefficients (β) **What it measures**: Effect of one-SD change in predictor on outcome (in SD units) **Interpretation**: Similar to Cohen's d - Small: |β| = 0.10 - Medium: |β| = 0.30 - Large: |β| = 0.50 **Python calculation**: ```python from scipy import stats # Standardize variables first X_std = (X - X.mean()) / X.std() y_std = (y - y.mean()) / y.std() model = OLS(y_std, X_std).fit() beta = model.params ``` --- #### f² (Cohen's f-squared for Regression) **What it measures**: Effect size for individual predictors or model comparison **Formula**: f² = (R²_AB - R²_A) / (1 - R²_AB) Where: - R²_AB = R² for full model with predictor - R²_A = R² for reduced model without predictor **Interpretation**: - Small: f² = 0.02 - Medium: f² = 0.15 - Large: f² = 0.35 **Python calculation**: ```python # Compare two nested models model_full = OLS(y, X_full).fit() model_reduced = OLS(y, X_reduced).fit() r2_full = model_full.rsquared r2_reduced = model_reduced.rsquared f_squared = (r2_full - r2_reduced) / (1 - r2_full) ``` --- ### Categorical Data Analysis #### Cramér's V **What it measures**: Association strength for χ² test (works for any table size) **Formula**: V = √(χ² / (n × (k - 1))) Where k = min(rows, columns) **Interpretation** (for k > 2): - Small: V = 0.07 - Medium: V = 0.21 - Large: V = 0.35 **For 2×2 tables**: Use phi coefficient (φ) **Python calculation**: ```python from scipy.stats.contingency import association # Cramér's V cramers_v = association(contingency_table, method='cramer') # Phi coefficient (for 2x2) phi = association(contingency_table, method='pearson') ``` --- #### Odds Ratio (OR) and Risk Ratio (RR) **For 2×2 contingency tables**: | | Outcome + | Outcome - | |-----------|-----------|-----------| | Exposed | a | b | | Unexposed | c | d | **Odds Ratio**: OR = (a/b) / (c/d) = ad / bc **Interpretation**: - OR = 1: No association - OR > 1: Positive association (increased odds) - OR < 1: Negative association (decreased odds) - OR = 2: Twice the odds - OR = 0.5: Half the odds **Risk Ratio**: RR = (a/(a+b)) / (c/(c+d)) **When to use**: - Cohort studies: Use RR (more interpretable) - Case-control studies: Use OR (RR not available) - Logistic regression: OR is natural output **Python calculation**: ```python import statsmodels.api as sm # From contingency table odds_ratio = (a * d) / (b * c) # Confidence interval table = np.array([[a, b], [c, d]]) oddsratio, pvalue = stats.fisher_exact(table) # From logistic regression model = sm.Logit(y, X).fit() odds_ratios = np.exp(model.params) # Exponentiate coefficients ci = np.exp(model.conf_int()) # Exponentiate CIs ``` --- ### Bayesian Effect Sizes #### Bayes Factor (BF) **What it measures**: Ratio of evidence for alternative vs. null hypothesis **Interpretation**: - BF₁₀ = 1: Equal evidence for H₁ and H₀ - BF₁₀ = 3: H₁ is 3× more likely than H₀ (moderate evidence) - BF₁₀ = 10: H₁ is 10× more likely than H₀ (strong evidence) - BF₁₀ = 100: H₁ is 100× more likely than H₀ (decisive evidence) - BF₁₀ = 0.33: H₀ is 3× more likely than H₁ - BF₁₀ = 0.10: H₀ is 10× more likely than H₁ **Classification** (Jeffreys, 1961): - 1-3: Anecdotal evidence - 3-10: Moderate evidence - 10-30: Strong evidence - 30-100: Very strong evidence - >100: Decisive evidence **Python calculation**: ```python import pingouin as pg # Bayesian t-test result = pg.ttest(group1, group2, correction=False) # Note: pingouin doesn't include BF; use other packages # Using JASP or BayesFactor (R) via rpy2 # Or implement using numerical integration ``` --- ## Power Analysis ### Concepts **Statistical power**: Probability of detecting an effect if it exists (1 - β) **Conventional standards**: - Power = 0.80 (80% chance of detecting effect) - α = 0.05 (5% Type I error rate) **Four interconnected parameters** (given 3, can solve for 4th): 1. Sample size (n) 2. Effect size (d, f, etc.) 3. Significance level (α) 4. Power (1 - β) --- ### A Priori Power Analysis (Planning) **Purpose**: Determine required sample size before study **Steps**: 1. Specify expected effect size (from literature, pilot data, or minimum meaningful effect) 2. Set α level (typically 0.05) 3. Set desired power (typically 0.80) 4. Calculate required n **Python implementation**: ```python import math from statsmodels.stats.power import ( tt_ind_solve_power, zt_ind_solve_power, FTestAnovaPower, NormalIndPower ) # T-test power analysis n_required = tt_ind_solve_power( effect_size=0.5, # Cohen's d alpha=0.05, power=0.80, ratio=1.0, # Equal group sizes alternative='two-sided' ) # ANOVA power analysis — solve_power returns the TOTAL N (nobs) across k_groups anova_power = FTestAnovaPower() n_total = anova_power.solve_power( effect_size=0.25, # Cohen's f k_groups=3, alpha=0.05, power=0.80 ) n_per_group = math.ceil(n_total / 3) # n_total ≈ 157.2 → 53 per group # Correlation power analysis from pingouin import power_corr n_required = power_corr(r=0.30, power=0.80, alpha=0.05) ``` --- ### Post Hoc Power Analysis (After Study) **⚠️ CAUTION**: Post hoc power is controversial and often not recommended **Why it's problematic**: - Observed power is a direct function of p-value - If p > 0.05, power is always low - Provides no additional information beyond p-value - Can be misleading **When it might be acceptable**: - Study planning for future research - Using effect size from multiple studies (not just your own) - Explicit goal is sample size for replication **Better alternatives**: - Report confidence intervals for effect sizes - Conduct sensitivity analysis - Report minimum detectable effect size --- ### Sensitivity Analysis **Purpose**: Determine minimum detectable effect size given study parameters **When to use**: After study is complete, to understand study's capability **Python implementation**: ```python # What effect size could we detect with n=50 per group? detectable_effect = tt_ind_solve_power( effect_size=None, # Solve for this nobs1=50, alpha=0.05, power=0.80, ratio=1.0, alternative='two-sided' ) print(f"With n=50 per group, we could detect d ≥ {detectable_effect:.2f}") ``` --- ## Reporting Effect Sizes ### APA Style Guidelines **T-test example**: > "Group A (M = 75.2, SD = 8.5) scored significantly higher than Group B (M = 68.3, SD = 9.2), t(98) = 3.82, p < .001, d = 0.77, 95% CI [0.36, 1.18]." **ANOVA example**: > "There was a significant main effect of treatment condition on test scores, F(2, 87) = 8.45, p < .001, η²p = .16. Post hoc comparisons using Tukey's HSD revealed..." **Correlation example**: > "There was a moderate positive correlation between study time and exam scores, r(148) = .42, p < .001, 95% CI [.27, .55]." **Regression example**: > "The regression model significantly predicted exam scores, F(3, 146) = 45.2, p < .001, R² = .48. Study hours (β = .52, p < .001) and prior GPA (β = .31, p < .001) were significant predictors." **Bayesian example**: > "A Bayesian independent samples t-test provided strong evidence for a difference between groups, BF₁₀ = 23.5, indicating the data are 23.5 times more likely under H₁ than H₀." --- ## Effect Size Pitfalls 1. **Don't only rely on benchmarks**: Context matters; small effects can be meaningful 2. **Report confidence intervals**: CIs show precision of effect size estimate 3. **Distinguish statistical vs. practical significance**: Large n can make trivial effects "significant" 4. **Consider cost-benefit**: Even small effects may be valuable if intervention is low-cost 5. **Multiple outcomes**: Effect sizes vary across outcomes; report all 6. **Don't cherry-pick**: Report effects for all planned analyses 7. **Publication bias**: Published effects are often overestimated --- ## Quick Reference Table | Analysis | Effect Size | Small | Medium | Large | |----------|-------------|-------|--------|-------| | T-test | Cohen's d | 0.20 | 0.50 | 0.80 | | ANOVA | η², ω² | 0.01 | 0.06 | 0.14 | | ANOVA | Cohen's f | 0.10 | 0.25 | 0.40 | | Correlation | r, ρ | 0.10 | 0.30 | 0.50 | | Regression | R² | 0.02 | 0.13 | 0.26 | | Regression | f² | 0.02 | 0.15 | 0.35 | | Chi-square | Cramér's V | 0.07 | 0.21 | 0.35 | | Chi-square (2×2) | φ | 0.10 | 0.30 | 0.50 | --- ## Resources - Cohen, J. (1988). *Statistical Power Analysis for the Behavioral Sciences* (2nd ed.) - Lakens, D. (2013). Calculating and reporting effect sizes - Ellis, P. D. (2010). *The Essential Guide to Effect Sizes* -
reporting_standards.md 19 KB
# Statistical Reporting Standards This document provides guidelines for reporting statistical analyses according to APA (American Psychological Association) style and general best practices for academic publications. ## General Principles 1. **Transparency**: Report enough detail for replication 2. **Completeness**: Include all planned analyses and outcomes 3. **Honesty**: Report non-significant findings and violations 4. **Clarity**: Write for your audience, define technical terms 5. **Reproducibility**: Provide code, data, or supplements when possible --- ## Pre-Registration and Planning ### What to Report (Ideally Before Data Collection) 1. **Hypotheses**: Clearly stated, directional when appropriate 2. **Sample size justification**: Power analysis or other rationale 3. **Data collection stopping rule**: When will you stop collecting data? 4. **Variables**: All variables collected (not just those analyzed) 5. **Exclusion criteria**: Rules for excluding participants/data points 6. **Statistical analyses**: Planned tests, including: - Primary analysis - Secondary analyses - Exploratory analyses (labeled as such) - Handling of missing data - Multiple comparison corrections - Assumption checks **Why pre-register?** - Prevents HARKing (Hypothesizing After Results are Known) - Distinguishes confirmatory from exploratory analyses - Increases credibility and reproducibility **Platforms**: OSF, AsPredicted, ClinicalTrials.gov --- ## Methods Section ### Participants **What to report**: - Total N, including excluded participants - Relevant demographics (age, gender, etc.) - Recruitment method - Inclusion/exclusion criteria - Attrition/dropout with reasons **Example**: > "Participants were 150 undergraduate students (98 female, 52 male; M_age = 19.4 years, SD = 1.2, range 18-24) recruited from psychology courses in exchange for course credit. Five participants were excluded due to incomplete data (n = 3) or failing attention checks (n = 2), resulting in a final sample of 145." ### Design **What to report**: - Study design (between-subjects, within-subjects, mixed) - Independent variables and levels - Dependent variables - Control variables/covariates - Randomization procedure - Blinding (single-blind, double-blind) **Example**: > "A 2 (feedback: positive vs. negative) × 2 (timing: immediate vs. delayed) between-subjects factorial design was used. Participants were randomly assigned to conditions using a computer-generated randomization sequence. The primary outcome was task performance measured as number of correct responses (0-20 scale)." ### Measures **What to report**: - Full name of measure/instrument - Number of items - Scale/response format - Scoring method - Reliability (Cronbach's α, ICC, etc.) - Validity evidence (if applicable) **Example**: > "Depression was assessed using the Beck Depression Inventory-II (BDI-II; Beck et al., 1996), a 21-item self-report measure rated on a 4-point scale (0-3). Total scores range from 0 to 63, with higher scores indicating greater depression severity. The BDI-II demonstrated excellent internal consistency in this sample (α = .91)." ### Procedure **What to report**: - Step-by-step description of what participants did - Timing and duration - Instructions given - Any manipulations or interventions **Example**: > "Participants completed the study online via Qualtrics. After providing informed consent, they completed demographic questions, were randomly assigned to one of four conditions, completed the experimental task (approximately 15 minutes), and finished with the outcome measures and debriefing. The entire session lasted approximately 30 minutes." ### Data Analysis **What to report**: - Software used (with version) - Significance level (α) - Tail(s) of tests (one-tailed or two-tailed) - Assumption checks conducted - Missing data handling - Outlier treatment - Multiple comparison corrections - Effect size measures used **Example**: > "All analyses were conducted using Python 3.10 with scipy 1.11 and statsmodels 0.14. An alpha level of .05 was used for all significance tests. Assumptions of normality and homogeneity of variance were assessed using Shapiro-Wilk and Levene's tests, respectively. Missing data (< 2% for all variables) were handled using listwise deletion. Outliers beyond 3 SD from the mean were winsorized. For the primary ANOVA, partial eta-squared (η²_p) is reported as the effect size measure. Post hoc comparisons used Tukey's HSD to control family-wise error rate." --- ## Results Section ### Descriptive Statistics **What to report**: - Sample size (for each group if applicable) - Measures of central tendency (M, Mdn) - Measures of variability (SD, IQR, range) - Confidence intervals (when appropriate) **Example (continuous outcome)**: > "Group A (n = 48) had a mean score of 75.2 (SD = 8.5, 95% CI [72.7, 77.7]), while Group B (n = 52) scored 68.3 (SD = 9.2, 95% CI [65.7, 70.9])." **Example (categorical outcome)**: > "Of the 145 participants, 89 (61.4%) chose Option A, 42 (29.0%) chose Option B, and 14 (9.7%) chose Option C." **Tables for descriptive statistics**: - Use tables for multiple variables or groups - Include M, SD, and n (minimum) - Can include range, skewness, kurtosis if relevant --- ### Assumption Checks **What to report**: - Which assumptions were tested - Results of diagnostic tests - Whether assumptions were met - Actions taken if violated **Example**: > "Normality was assessed using Shapiro-Wilk tests. Data for Group A (W = 0.97, p = .18) and Group B (W = 0.96, p = .12) did not significantly deviate from normality. Levene's test indicated homogeneity of variance, F(1, 98) = 1.23, p = .27. Therefore, assumptions for the independent samples t-test were satisfied." **Example (violated)**: > "Shapiro-Wilk tests indicated significant departure from normality for Group C (W = 0.89, p = .003). Therefore, the non-parametric Mann-Whitney U test was used instead of the independent samples t-test." --- ### Inferential Statistics #### T-Tests **What to report**: - Test statistic (t) - Degrees of freedom - p-value (exact if p > .001, otherwise p < .001) - Effect size (Cohen's d or Hedges' g) with CI - Direction of effect - Whether test was one- or two-tailed **Format**: t(df) = value, p = value, d = value, 95% CI [lower, upper] **Example (independent t-test)**: > "Group A (M = 75.2, SD = 8.5) scored significantly higher than Group B (M = 68.3, SD = 9.2), t(98) = 3.82, p < .001, d = 0.77, 95% CI [0.36, 1.18], two-tailed." **Example (paired t-test)**: > "Scores increased significantly from pretest (M = 65.4, SD = 10.2) to posttest (M = 71.8, SD = 9.7), t(49) = 4.21, p < .001, d = 0.64, 95% CI [0.33, 0.95]." **Example (Welch's t-test)**: > "Due to unequal variances, Welch's t-test was used. Group A scored significantly higher than Group B, t(94.3) = 3.65, p < .001, d = 0.74." **Example (non-significant)**: > "There was no significant difference between Group A (M = 72.1, SD = 8.3) and Group B (M = 70.5, SD = 8.9), t(98) = 0.91, p = .36, d = 0.18, 95% CI [-0.21, 0.57]." --- #### ANOVA **What to report**: - F statistic - Degrees of freedom (effect, error) - p-value - Effect size (η², η²_p, or ω²) - Means and SDs for all groups - Post hoc test results (if significant) **Format**: F(df_effect, df_error) = value, p = value, η²_p = value **Example (one-way ANOVA)**: > "There was a significant main effect of treatment condition on test scores, F(2, 147) = 8.45, p < .001, η²_p = .10. Post hoc comparisons using Tukey's HSD revealed that Condition A (M = 78.2, SD = 7.3) scored significantly higher than Condition B (M = 71.5, SD = 8.1, p = .002, d = 0.87) and Condition C (M = 70.1, SD = 7.9, p < .001, d = 1.07). Conditions B and C did not differ significantly (p = .52, d = 0.18)." **Example (factorial ANOVA)**: > "A 2 (feedback: positive vs. negative) × 2 (timing: immediate vs. delayed) between-subjects ANOVA revealed a significant main effect of feedback, F(1, 146) = 12.34, p < .001, η²_p = .08, but no significant main effect of timing, F(1, 146) = 2.10, p = .15, η²_p = .01. Critically, the interaction was significant, F(1, 146) = 6.78, p = .01, η²_p = .04. Simple effects analysis showed that positive feedback improved performance for immediate timing (M_diff = 8.2, p < .001) but not for delayed timing (M_diff = 1.3, p = .42)." **Example (repeated measures ANOVA)**: > "A one-way repeated measures ANOVA revealed a significant effect of time point on anxiety scores, F(2, 98) = 15.67, p < .001, η²_p = .24. Mauchly's test indicated that the assumption of sphericity was violated, χ²(2) = 8.45, p = .01, therefore Greenhouse-Geisser corrected values are reported (ε = 0.87). Pairwise comparisons with Bonferroni correction showed..." --- #### Correlation **What to report**: - Correlation coefficient (r or ρ) - Sample size - p-value - Direction and strength - Confidence interval - Coefficient of determination (r²) if relevant **Format**: r(df) = value, p = value, 95% CI [lower, upper] **Example (Pearson)**: > "There was a moderate positive correlation between study time and exam score, r(148) = .42, p < .001, 95% CI [.27, .55], indicating that 18% of the variance in exam scores was shared with study time (r² = .18)." **Example (Spearman)**: > "A Spearman rank-order correlation revealed a significant positive association between class rank and motivation, ρ(118) = .38, p < .001, 95% CI [.21, .52]." **Example (non-significant)**: > "There was no significant correlation between age and reaction time, r(98) = -.12, p = .23, 95% CI [-.31, .08]." --- #### Regression **What to report**: - Overall model fit (R², adjusted R², F-test) - Coefficients (B, SE, β, t, p) for each predictor - Effect sizes - Confidence intervals for coefficients - Variance inflation factors (if multicollinearity assessed) **Format**: B = value, SE = value, β = value, t = value, p = value, 95% CI [lower, upper] **Example (simple regression)**: > "Simple linear regression showed that study hours significantly predicted exam scores, F(1, 148) = 42.5, p < .001, R² = .22. Specifically, each additional hour of study was associated with a 2.4-point increase in exam score (B = 2.40, SE = 0.37, β = .47, t = 6.52, p < .001, 95% CI [1.67, 3.13])." **Example (multiple regression)**: > "Multiple linear regression was conducted to predict exam scores from study hours, prior GPA, and attendance. The overall model was significant, F(3, 146) = 45.2, p < .001, R² = .48, adjusted R² = .47. Study hours (B = 1.80, SE = 0.31, β = .35, t = 5.78, p < .001, 95% CI [1.18, 2.42]) and prior GPA (B = 8.52, SE = 1.95, β = .28, t = 4.37, p < .001, 95% CI [4.66, 12.38]) were significant predictors, but attendance was not (B = 0.15, SE = 0.12, β = .08, t = 1.25, p = .21, 95% CI [-0.09, 0.39]). Multicollinearity was not a concern, as all VIF values were below 1.5." **Example (logistic regression)**: > "Logistic regression was conducted to predict pass/fail status from study hours. The overall model was significant, χ²(1) = 28.7, p < .001, Nagelkerke R² = .31. Each additional study hour increased the odds of passing by 1.35 times (OR = 1.35, 95% CI [1.18, 1.54], p < .001). The model correctly classified 76% of cases (sensitivity = 81%, specificity = 68%)." --- #### Chi-Square Tests **What to report**: - χ² statistic - Degrees of freedom - p-value - Effect size (Cramér's V or φ) - Observed and expected frequencies (or percentages) **Format**: χ²(df, N = total) = value, p = value, Cramér's V = value **Example (2×2)**: > "A chi-square test of independence revealed a significant association between treatment group and outcome, χ²(1, N = 150) = 8.45, p = .004, φ = .24. Specifically, 72% of participants in the treatment group improved compared to 48% in the control group." **Example (larger table)**: > "A chi-square test examined the relationship between education level (high school, bachelor's, graduate) and political affiliation (liberal, moderate, conservative). The association was significant, χ²(4, N = 300) = 18.7, p = .001, Cramér's V = .18, indicating a small to moderate association." **Example (Fisher's exact)**: > "Due to expected cell counts below 5, Fisher's exact test was used. The association between treatment and outcome was significant, p = .018 (two-tailed), OR = 3.42, 95% CI [1.21, 9.64]." --- #### Non-Parametric Tests **Mann-Whitney U**: > "A Mann-Whitney U test indicated that Group A (Mdn = 75, IQR = 10) had significantly higher scores than Group B (Mdn = 68, IQR = 12), U = 845, z = 3.21, p = .001, r = .32." **Wilcoxon signed-rank**: > "A Wilcoxon signed-rank test showed that scores increased significantly from pretest (Mdn = 65, IQR = 15) to posttest (Mdn = 72, IQR = 14), z = 3.89, p < .001, r = .39." **Kruskal-Wallis**: > "A Kruskal-Wallis test revealed significant differences among the three conditions, H(2) = 15.7, p < .001, η² = .09. Follow-up pairwise comparisons with Bonferroni correction showed..." --- #### Bayesian Statistics **What to report**: - Prior distributions used - Posterior estimates (mean/median, credible intervals) - Bayes Factor (if hypothesis testing) - Convergence diagnostics (R-hat, ESS) - Posterior predictive checks **Example (Bayesian t-test)**: > "A Bayesian independent samples t-test was conducted using weakly informative priors (Normal(0, 1) for mean difference). The posterior distribution of the mean difference had a mean of 6.8 (95% credible interval [3.2, 10.4]), indicating that Group A scored higher than Group B. The Bayes Factor BF₁₀ = 45.3 provided very strong evidence for a difference between groups. There was a 99.8% posterior probability that Group A's mean exceeded Group B's mean." **Example (Bayesian regression)**: > "A Bayesian linear regression was fitted with weakly informative priors (Normal(0, 10) for coefficients, Half-Cauchy(0, 5) for residual SD). The model showed that study hours credibly predicted exam scores (β = 0.52, 95% CI [0.38, 0.66]; 0 not included in interval). All convergence diagnostics were satisfactory (R-hat < 1.01, ESS > 1000 for all parameters). Posterior predictive checks indicated adequate model fit." --- ## Effect Sizes ### Always Report **Why**: - p-values don't indicate magnitude - Required by APA and most journals - Essential for meta-analysis - Informs practical significance **Which effect size?** - T-tests: Cohen's d or Hedges' g - ANOVA: η², η²_p, or ω² - Correlation: r (already is an effect size) - Regression: β (standardized), R², f² - Chi-square: Cramér's V or φ **With confidence intervals**: - Always report CIs for effect sizes when possible - Shows precision of estimate - More informative than point estimate alone --- ## Figures and Tables ### When to Use Tables vs. Figures **Tables**: - Exact values needed - Many variables/conditions - Descriptive statistics - Regression coefficients - Correlation matrices **Figures**: - Patterns and trends - Distributions - Interactions - Comparisons across groups - Time series ### Figure Guidelines **General**: - Clear, readable labels - Sufficient font size (≥ 10pt) - High resolution (≥ 300 dpi for publications) - Monochrome-friendly (colorblind-accessible) - Error bars (SE or 95% CI; specify which!) - Legend when needed **Common figure types**: - Bar charts: Group comparisons (include error bars) - Box plots: Distributions, outliers - Scatter plots: Correlations, relationships - Line graphs: Change over time, interactions - Violin plots: Distributions (better than box plots) **Example figure caption**: > "Figure 1. Mean exam scores by study condition. Error bars represent 95% confidence intervals. * p < .05, ** p < .01, *** p < .001." ### Table Guidelines **General**: - Clear column and row labels - Consistent decimal places (usually 2) - Horizontal lines only (not vertical) - Notes below table for clarifications - Statistical symbols in italics (p, M, SD, F, t, r) **Example table**: **Table 1** *Descriptive Statistics and Intercorrelations* | Variable | M | SD | 1 | 2 | 3 | |----------|---|----|----|----|----| | 1. Study hours | 5.2 | 2.1 | — | | | | 2. Prior GPA | 3.1 | 0.5 | .42** | — | | | 3. Exam score | 75.3 | 10.2 | .47*** | .52*** | — | *Note*. N = 150. ** p < .01. *** p < .001. --- ## Common Mistakes to Avoid 1. **Reporting p = .000**: Report p < .001 instead 2. **Omitting effect sizes**: Always include them 3. **Not reporting assumption checks**: Describe tests and outcomes 4. **Confusing statistical and practical significance**: Discuss both 5. **Only reporting significant results**: Report all planned analyses 6. **Using "prove" or "confirm"**: Use "support" or "consistent with" 7. **Saying "marginally significant" for .05 < p < .10**: Either significant or not 8. **Reporting only one decimal for p-values**: Use two (p = .03, not p = .0) 9. **Not specifying one- vs. two-tailed**: Always clarify 10. **Inconsistent rounding**: Be consistent throughout --- ## Null Results ### How to Report Non-Significant Findings **Don't say**: - "There was no effect" - "X and Y are unrelated" - "Groups are equivalent" **Do say**: - "There was no significant difference" - "The effect was not statistically significant" - "We did not find evidence for a relationship" **Include**: - Exact p-value (not just "ns" or "p > .05") - Effect size (shows magnitude even if not significant) - Confidence interval (may include meaningful values) - Power analysis (was study adequately powered?) **Example**: > "Contrary to our hypothesis, there was no significant difference in creativity scores between the music (M = 72.1, SD = 8.3) and silence (M = 70.5, SD = 8.9) conditions, t(98) = 0.91, p = .36, d = 0.18, 95% CI [-0.21, 0.57]. A post hoc sensitivity analysis revealed that the study had 80% power to detect an effect of d = 0.57 or larger, suggesting the null finding may reflect insufficient power to detect small effects." --- ## Reproducibility ### Materials to Share 1. **Data**: De-identified raw data (or aggregate if sensitive) 2. **Code**: Analysis scripts 3. **Materials**: Stimuli, measures, protocols 4. **Supplements**: Additional analyses, tables **Where to share**: - Open Science Framework (OSF) - GitHub (for code) - Journal supplements - Institutional repository **In paper**: > "Data, analysis code, and materials are available at https://osf.io/xxxxx/" --- ## Checklist for Statistical Reporting - [ ] Sample size and demographics - [ ] Study design clearly described - [ ] All measures described with reliability - [ ] Procedure detailed - [ ] Software and versions specified - [ ] Alpha level stated - [ ] Assumption checks reported - [ ] Descriptive statistics (M, SD, n) - [ ] Test statistics with df and p-values - [ ] Effect sizes with confidence intervals - [ ] All planned analyses reported (including non-significant) - [ ] Figures/tables properly formatted and labeled - [ ] Multiple comparisons corrections described - [ ] Missing data handling explained - [ ] Limitations discussed - [ ] Data/code availability statement --- ## Additional Resources - APA Publication Manual (7th edition) - CONSORT guidelines (for RCTs) - STROBE guidelines (for observational studies) - PRISMA guidelines (for systematic reviews/meta-analyses) - Wilkinson & Task Force on Statistical Inference (1999). 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test_selection_guide.md 5 KB
# Statistical Test Selection Guide This guide provides a decision tree for selecting appropriate statistical tests based on research questions, data types, and study designs. ## Decision Tree for Test Selection ### 1. Comparing Groups #### Two Independent Groups - **Continuous outcome, normally distributed**: Independent samples t-test - **Continuous outcome, non-normal**: Mann-Whitney U test (Wilcoxon rank-sum test) - **Binary outcome**: Chi-square test or Fisher's exact test (if expected counts < 5) - **Ordinal outcome**: Mann-Whitney U test #### Two Paired/Dependent Groups - **Continuous outcome, normally distributed**: Paired t-test - **Continuous outcome, non-normal**: Wilcoxon signed-rank test - **Binary outcome**: McNemar's test - **Ordinal outcome**: Wilcoxon signed-rank test #### Three or More Independent Groups - **Continuous outcome, normally distributed, equal variances**: One-way ANOVA - **Continuous outcome, normally distributed, unequal variances**: Welch's ANOVA - **Continuous outcome, non-normal**: Kruskal-Wallis H test - **Binary/categorical outcome**: Chi-square test - **Ordinal outcome**: Kruskal-Wallis H test #### Three or More Paired/Dependent Groups - **Continuous outcome, normally distributed**: Repeated measures ANOVA - **Continuous outcome, non-normal**: Friedman test - **Binary outcome**: Cochran's Q test #### Multiple Factors (Factorial Designs) - **Continuous outcome**: Two-way ANOVA (or higher-way ANOVA) - **With covariates**: ANCOVA - **Mixed within and between factors**: Mixed ANOVA ### 2. Relationships Between Variables #### Two Continuous Variables - **Linear relationship, bivariate normal**: Pearson correlation - **Monotonic relationship or non-normal**: Spearman rank correlation - **Rank-based data**: Spearman or Kendall's tau #### One Continuous Outcome, One or More Predictors - **Single continuous predictor**: Simple linear regression - **Multiple continuous/categorical predictors**: Multiple linear regression - **Categorical predictors**: ANOVA/ANCOVA framework - **Non-linear relationships**: Polynomial regression or generalized additive models (GAM) #### Binary Outcome - **Single predictor**: Logistic regression - **Multiple predictors**: Multiple logistic regression - **Rare events**: Exact logistic regression or Firth's method #### Count Outcome - **Poisson-distributed**: Poisson regression - **Overdispersed counts**: Negative binomial regression - **Zero-inflated**: Zero-inflated Poisson/negative binomial #### Time-to-Event Outcome - **Comparing survival curves**: Log-rank test - **Modeling with covariates**: Cox proportional hazards regression - **Parametric survival models**: Weibull, exponential, log-normal ### 3. Agreement and Reliability #### Inter-Rater Reliability - **Categorical ratings, 2 raters**: Cohen's kappa - **Categorical ratings, >2 raters**: Fleiss' kappa or Krippendorff's alpha - **Continuous ratings**: Intraclass correlation coefficient (ICC) #### Test-Retest Reliability - **Continuous measurements**: ICC or Pearson correlation - **Internal consistency**: Cronbach's alpha #### Agreement Between Methods - **Continuous measurements**: Bland-Altman analysis - **Categorical classifications**: Cohen's kappa ### 4. Categorical Data Analysis #### Contingency Tables - **2x2 table**: Chi-square test or Fisher's exact test - **Larger than 2x2**: Chi-square test - **Ordered categories**: Cochran-Armitage trend test - **Paired categories**: McNemar's test (2x2) or McNemar-Bowker test (larger) ### 5. Bayesian Alternatives Any of the above tests can be performed using Bayesian methods: - **Group comparisons**: Bayesian t-test, Bayesian ANOVA - **Correlations**: Bayesian correlation - **Regression**: Bayesian linear/logistic regression **Advantages of Bayesian approaches:** - Provides probability of hypotheses given data - Naturally incorporates prior information - Provides credible intervals instead of confidence intervals - No p-value interpretation issues ## Key Considerations ### Sample Size - Small samples (n < 30): Consider non-parametric tests or exact methods - Very large samples: Even small effects may be statistically significant; focus on effect sizes ### Multiple Comparisons - When conducting multiple tests, adjust for multiple comparisons using: - Bonferroni correction (conservative) - Holm-Bonferroni (less conservative) - False Discovery Rate (FDR) control (Benjamini-Hochberg) - Tukey HSD for post-hoc ANOVA comparisons ### Missing Data - Complete case analysis (listwise deletion) - Multiple imputation - Maximum likelihood methods - Ensure missing data mechanism is understood (MCAR, MAR, MNAR) ### Effect Sizes - Always report effect sizes alongside p-values - See `effect_sizes_and_power.md` for guidance ### Study Design Considerations - Randomized controlled trials: Standard parametric/non-parametric tests - Observational studies: Consider confounding and use regression/matching - Clustered/nested data: Use mixed-effects models or GEE - Time series: Use time series methods (ARIMA, etc.)
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assumption_checks.py 15.4 KB
""" Comprehensive statistical assumption checking utilities. This module provides functions to check common statistical assumptions: - Normality - Homogeneity of variance - Independence - Linearity - Outliers """ import numpy as np import pandas as pd from scipy import stats import matplotlib.pyplot as plt from typing import Dict, List, Optional, Union def check_normality( data: Union[np.ndarray, pd.Series, List], name: str = "data", alpha: float = 0.05, plot: bool = True ) -> Dict: """ Check normality assumption using Shapiro-Wilk test and visualizations. Parameters ---------- data : array-like Data to check for normality name : str Name of the variable (for labeling) alpha : float Significance level for Shapiro-Wilk test plot : bool Whether to create Q-Q plot and histogram Returns ------- dict Results including test statistic, p-value, and interpretation """ data = np.asarray(data) data_clean = data[~np.isnan(data)] # Shapiro-Wilk test statistic, p_value = stats.shapiro(data_clean) # Interpretation is_normal = p_value > alpha interpretation = ( f"Data {'appear' if is_normal else 'do not appear'} normally distributed " f"(W = {statistic:.3f}, p = {p_value:.3f})" ) # Visual checks if plot: fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 4)) # Q-Q plot stats.probplot(data_clean, dist="norm", plot=ax1) ax1.set_title(f"Q-Q Plot: {name}") ax1.grid(alpha=0.3) # Histogram with normal curve ax2.hist(data_clean, bins='auto', density=True, alpha=0.7, color='steelblue', edgecolor='black') mu, sigma = data_clean.mean(), data_clean.std() x = np.linspace(data_clean.min(), data_clean.max(), 100) ax2.plot(x, stats.norm.pdf(x, mu, sigma), 'r-', linewidth=2, label='Normal curve') ax2.set_xlabel('Value') ax2.set_ylabel('Density') ax2.set_title(f'Histogram: {name}') ax2.legend() ax2.grid(alpha=0.3) plt.tight_layout() plt.show() return { 'test': 'Shapiro-Wilk', 'statistic': statistic, 'p_value': p_value, 'is_normal': is_normal, 'interpretation': interpretation, 'n': len(data_clean), 'recommendation': ( "Proceed with parametric test" if is_normal else "Consider non-parametric alternative or transformation" ) } def check_normality_per_group( data: pd.DataFrame, value_col: str, group_col: str, alpha: float = 0.05, plot: bool = True ) -> pd.DataFrame: """ Check normality assumption for each group separately. Parameters ---------- data : pd.DataFrame Data containing values and group labels value_col : str Column name for values to check group_col : str Column name for group labels alpha : float Significance level plot : bool Whether to create Q-Q plots for each group Returns ------- pd.DataFrame Results for each group """ groups = data[group_col].unique() results = [] if plot: n_groups = len(groups) fig, axes = plt.subplots(1, n_groups, figsize=(5 * n_groups, 4)) if n_groups == 1: axes = [axes] for idx, group in enumerate(groups): group_data = data[data[group_col] == group][value_col].dropna() stat, p = stats.shapiro(group_data) results.append({ 'Group': group, 'N': len(group_data), 'W': stat, 'p-value': p, 'Normal': 'Yes' if p > alpha else 'No' }) if plot: stats.probplot(group_data, dist="norm", plot=axes[idx]) axes[idx].set_title(f"Q-Q Plot: {group}") axes[idx].grid(alpha=0.3) if plot: plt.tight_layout() plt.show() return pd.DataFrame(results) def check_homogeneity_of_variance( data: pd.DataFrame, value_col: str, group_col: str, alpha: float = 0.05, plot: bool = True ) -> Dict: """ Check homogeneity of variance using Levene's test. Parameters ---------- data : pd.DataFrame Data containing values and group labels value_col : str Column name for values group_col : str Column name for group labels alpha : float Significance level plot : bool Whether to create box plots Returns ------- dict Results including test statistic, p-value, and interpretation """ groups = [group[value_col].values for name, group in data.groupby(group_col)] # Levene's test (robust to non-normality) statistic, p_value = stats.levene(*groups) # Variance ratio (max/min) variances = [np.var(g, ddof=1) for g in groups] var_ratio = max(variances) / min(variances) is_homogeneous = p_value > alpha interpretation = ( f"Variances {'appear' if is_homogeneous else 'do not appear'} homogeneous " f"(F = {statistic:.3f}, p = {p_value:.3f}, variance ratio = {var_ratio:.2f})" ) if plot: fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 4)) # Box plot data.boxplot(column=value_col, by=group_col, ax=ax1) ax1.set_title('Box Plots by Group') ax1.set_xlabel(group_col) ax1.set_ylabel(value_col) plt.sca(ax1) plt.xticks(rotation=45) # Variance plot group_names = data[group_col].unique() ax2.bar(range(len(variances)), variances, color='steelblue', edgecolor='black') ax2.set_xticks(range(len(variances))) ax2.set_xticklabels(group_names, rotation=45) ax2.set_ylabel('Variance') ax2.set_title('Variance by Group') ax2.grid(alpha=0.3, axis='y') plt.tight_layout() plt.show() return { 'test': 'Levene', 'statistic': statistic, 'p_value': p_value, 'is_homogeneous': is_homogeneous, 'variance_ratio': var_ratio, 'interpretation': interpretation, 'recommendation': ( "Proceed with standard test" if is_homogeneous else "Consider Welch's correction or transformation" ) } def check_linearity( x: Union[np.ndarray, pd.Series], y: Union[np.ndarray, pd.Series], x_name: str = "X", y_name: str = "Y" ) -> Dict: """ Check linearity assumption for regression. Parameters ---------- x : array-like Predictor variable y : array-like Outcome variable x_name : str Name of predictor y_name : str Name of outcome Returns ------- dict Visualization and recommendations """ x = np.asarray(x) y = np.asarray(y) # Fit linear regression slope, intercept, r_value, p_value, std_err = stats.linregress(x, y) y_pred = intercept + slope * x # Calculate residuals residuals = y - y_pred # Visualization fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 4)) # Scatter plot with regression line ax1.scatter(x, y, alpha=0.6, s=50, edgecolors='black', linewidths=0.5) ax1.plot(x, y_pred, 'r-', linewidth=2, label=f'y = {intercept:.2f} + {slope:.2f}x') ax1.set_xlabel(x_name) ax1.set_ylabel(y_name) ax1.set_title('Scatter Plot with Regression Line') ax1.legend() ax1.grid(alpha=0.3) # Residuals vs fitted ax2.scatter(y_pred, residuals, alpha=0.6, s=50, edgecolors='black', linewidths=0.5) ax2.axhline(y=0, color='r', linestyle='--', linewidth=2) ax2.set_xlabel('Fitted values') ax2.set_ylabel('Residuals') ax2.set_title('Residuals vs Fitted Values') ax2.grid(alpha=0.3) plt.tight_layout() plt.show() return { 'r': r_value, 'r_squared': r_value ** 2, 'interpretation': ( "Examine residual plot. Points should be randomly scattered around zero. " "Patterns (curves, funnels) suggest non-linearity or heteroscedasticity." ), 'recommendation': ( "If non-linear pattern detected: Consider polynomial terms, " "transformations, or non-linear models" ) } def detect_outliers( data: Union[np.ndarray, pd.Series, List], name: str = "data", method: str = "iqr", threshold: float = 1.5, plot: bool = True ) -> Dict: """ Detect outliers using IQR method or z-score method. Parameters ---------- data : array-like Data to check for outliers name : str Name of variable method : str Method to use: 'iqr' or 'zscore' threshold : float Threshold for outlier detection For IQR: typically 1.5 (mild) or 3 (extreme) For z-score: typically 3 plot : bool Whether to create visualizations Returns ------- dict Outlier indices, values, and visualizations """ data = np.asarray(data) data_clean = data[~np.isnan(data)] if method == "iqr": q1 = np.percentile(data_clean, 25) q3 = np.percentile(data_clean, 75) iqr = q3 - q1 lower_bound = q1 - threshold * iqr upper_bound = q3 + threshold * iqr outlier_mask = (data_clean < lower_bound) | (data_clean > upper_bound) elif method == "zscore": z_scores = np.abs(stats.zscore(data_clean)) outlier_mask = z_scores > threshold lower_bound = data_clean.mean() - threshold * data_clean.std() upper_bound = data_clean.mean() + threshold * data_clean.std() else: raise ValueError("method must be 'iqr' or 'zscore'") outlier_indices = np.where(outlier_mask)[0] outlier_values = data_clean[outlier_mask] n_outliers = len(outlier_indices) pct_outliers = (n_outliers / len(data_clean)) * 100 if plot: fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 4)) # Box plot bp = ax1.boxplot(data_clean, patch_artist=True) bp['boxes'][0].set_facecolor('steelblue') ax1.set_ylabel('Value') ax1.set_title(f'Box Plot: {name}') ax1.grid(alpha=0.3, axis='y') # Scatter plot highlighting outliers x_coords = np.arange(len(data_clean)) ax2.scatter(x_coords[~outlier_mask], data_clean[~outlier_mask], alpha=0.6, s=50, color='steelblue', label='Normal', edgecolors='black', linewidths=0.5) if n_outliers > 0: ax2.scatter(x_coords[outlier_mask], data_clean[outlier_mask], alpha=0.8, s=100, color='red', label='Outliers', marker='D', edgecolors='black', linewidths=0.5) ax2.axhline(y=lower_bound, color='orange', linestyle='--', linewidth=1.5, label='Bounds') ax2.axhline(y=upper_bound, color='orange', linestyle='--', linewidth=1.5) ax2.set_xlabel('Index') ax2.set_ylabel('Value') ax2.set_title(f'Outlier Detection: {name}') ax2.legend() ax2.grid(alpha=0.3) plt.tight_layout() plt.show() return { 'method': method, 'threshold': threshold, 'n_outliers': n_outliers, 'pct_outliers': pct_outliers, 'outlier_indices': outlier_indices, 'outlier_values': outlier_values, 'lower_bound': lower_bound, 'upper_bound': upper_bound, 'interpretation': f"Found {n_outliers} outliers ({pct_outliers:.1f}% of data)", 'recommendation': ( "Investigate outliers for data entry errors. " "Consider: (1) removing if errors, (2) winsorizing, " "(3) keeping if legitimate, (4) using robust methods" ) } def comprehensive_assumption_check( data: pd.DataFrame, value_col: str, group_col: Optional[str] = None, alpha: float = 0.05 ) -> Dict: """ Perform comprehensive assumption checking for common statistical tests. Parameters ---------- data : pd.DataFrame Data to check value_col : str Column name for dependent variable group_col : str, optional Column name for grouping variable (if applicable) alpha : float Significance level Returns ------- dict Summary of all assumption checks """ print("=" * 70) print("COMPREHENSIVE ASSUMPTION CHECK") print("=" * 70) results = {} # Outlier detection print("\n1. OUTLIER DETECTION") print("-" * 70) outlier_results = detect_outliers( data[value_col].dropna(), name=value_col, method='iqr', plot=True ) results['outliers'] = outlier_results print(f" {outlier_results['interpretation']}") print(f" {outlier_results['recommendation']}") # Check if grouped data if group_col is not None: # Normality per group print(f"\n2. NORMALITY CHECK (by {group_col})") print("-" * 70) normality_results = check_normality_per_group( data, value_col, group_col, alpha=alpha, plot=True ) results['normality_per_group'] = normality_results print(normality_results.to_string(index=False)) all_normal = normality_results['Normal'].eq('Yes').all() print(f"\n All groups normal: {'Yes' if all_normal else 'No'}") if not all_normal: print(" → Consider non-parametric alternative (Mann-Whitney, Kruskal-Wallis)") # Homogeneity of variance print(f"\n3. HOMOGENEITY OF VARIANCE") print("-" * 70) homogeneity_results = check_homogeneity_of_variance( data, value_col, group_col, alpha=alpha, plot=True ) results['homogeneity'] = homogeneity_results print(f" {homogeneity_results['interpretation']}") print(f" {homogeneity_results['recommendation']}") else: # Overall normality print(f"\n2. NORMALITY CHECK") print("-" * 70) normality_results = check_normality( data[value_col].dropna(), name=value_col, alpha=alpha, plot=True ) results['normality'] = normality_results print(f" {normality_results['interpretation']}") print(f" {normality_results['recommendation']}") # Summary print("\n" + "=" * 70) print("SUMMARY") print("=" * 70) if group_col is not None: all_normal = results.get('normality_per_group', pd.DataFrame()).get('Normal', pd.Series()).eq('Yes').all() is_homogeneous = results.get('homogeneity', {}).get('is_homogeneous', False) if all_normal and is_homogeneous: print("✓ All assumptions met. Proceed with parametric test (t-test, ANOVA).") elif not all_normal: print("✗ Normality violated. Use non-parametric alternative.") elif not is_homogeneous: print("✗ Homogeneity violated. Use Welch's correction or transformation.") else: is_normal = results.get('normality', {}).get('is_normal', False) if is_normal: print("✓ Normality assumption met.") else: print("✗ Normality violated. Consider transformation or non-parametric method.") print("=" * 70) return results if __name__ == "__main__": # Example usage np.random.seed(42) # Simulate data group_a = np.random.normal(75, 8, 50) group_b = np.random.normal(68, 10, 50) df = pd.DataFrame({ 'score': np.concatenate([group_a, group_b]), 'group': ['A'] * 50 + ['B'] * 50 }) # Run comprehensive check results = comprehensive_assumption_check( df, value_col='score', group_col='group', alpha=0.05 )
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SKILL.md 9.2 KB
--- name: alterlab-statistical-analysis description: Guided statistical analysis with hypothesis-test selection, assumption checking, effect sizes, power analysis, and APA-formatted reporting using scipy.stats, statsmodels, and pingouin (Bayesian alternatives with PyMC). Use when choosing and running the appropriate statistical test for data, verifying test assumptions, computing power/sample size, or producing APA-style results for academic research. For implementing specific models programmatically prefer alterlab-statsmodels. Part of the AlterLab Academic Skills suite. license: MIT allowed-tools: Read Write Edit Bash(python:*) Bash(uv:*) compatibility: No API key required. Runs locally via `uv run python`. Core deps are scipy, statsmodels (>= 0.14; current 0.15), and pingouin>=0.6 (current 0.6.1; 0.6 renamed output columns, e.g. p-val to p_val, CI95% to CI95, cohen-d to cohen_d); Bayesian examples additionally need pymc and arviz. metadata: skill-author: AlterLab version: "1.0.1" last_updated: "2026-09-23" --- # Statistical Analysis ## Overview A systematic process for testing hypotheses and quantifying relationships. Conduct hypothesis tests (t-test, ANOVA, chi-square), regression, correlation, and Bayesian analyses with assumption checks and APA reporting. For academic research. ## When to Use This Skill Use when: - Conducting hypothesis tests (t-tests, ANOVA, chi-square) - Performing regression or correlation analyses - Running Bayesian statistical analyses - Checking statistical assumptions and diagnostics - Calculating effect sizes and conducting power analyses - Reporting statistical results in APA format ### Does NOT Trigger | Scenario | Use Instead | |----------|-------------| | Fitting a specific model class (OLS/GLM/mixed/ARIMA) with coefficient tables and residual diagnostics | `alterlab-statsmodels` | | Policing test choice: switching tests after seeing p-values, test-shopping, uncorrected families of tests | `alterlab-test-selection-guard` | | Full Bayesian or hierarchical modelling workflows (custom priors, NUTS diagnostics, LOO model comparison) | `alterlab-pymc` | | Pooling effect sizes across studies (random-effects meta-analysis, heterogeneity, funnel plots) | `alterlab-meta-analysis` | | Complex-sample survey data needing weights, strata, and design-based standard errors | `alterlab-survey-analysis` | ## Core Capabilities 1. **Test selection & planning** — choose tests by research question and data type; a priori power analysis; multiple-comparison strategy. 2. **Assumption checking** — verify normality, homogeneity, linearity; diagnostic plots; remediation when violated. 3. **Statistical testing** — parametric and non-parametric tests; regression; correlation; Bayesian alternatives with Bayes Factors. 4. **Effect sizes & interpretation** — appropriate effect sizes with CIs; statistical vs. practical significance. 5. **Professional reporting** — APA-style reports, publication-ready figures and tables. ## Workflow ``` SELECT a test? → Test Selection Guide CHECK assumptions? → Assumption Checking RUN analysis? → Running Statistical Tests + references/code_examples.md REPORT results? → Reporting Results + references/apa_report_templates.md ``` Worked code for every step is in `references/code_examples.md`. ## Test Selection Guide Quick reference (full decision tree: `references/test_selection_guide.md`): **Two groups** — independent + normal → independent t-test; independent + non-normal → Mann-Whitney U; paired + normal → paired t-test; paired + non-normal → Wilcoxon signed-rank; binary outcome → chi-square or Fisher's exact. **3+ groups** — independent + normal → one-way ANOVA; independent + non-normal → Kruskal-Wallis; paired + normal → repeated-measures ANOVA; paired + non-normal → Friedman. **Relationships** — two continuous → Pearson (normal) or Spearman (non-normal); continuous outcome + predictors → linear regression; binary outcome + predictors → logistic regression. **Bayesian alternatives** exist for all of the above, giving direct probability statements, Bayes Factors, and the ability to support the null. See `references/bayesian_statistics.md`. ## Assumption Checking Check assumptions before interpreting results, because a violated assumption can make the reported p-value and CI wrong. Use the bundled `scripts/assumption_checks.py` (`comprehensive_assumption_check()` and targeted functions — code in `references/code_examples.md`). It performs outlier detection (IQR + z-score), normality testing (Shapiro-Wilk + Q-Q), homogeneity of variance (Levene + box plots), and interpretation. **When violated:** - *Normality* — mild + n>30/group → proceed (robust); moderate → non-parametric; severe → transform or non-parametric. - *Homogeneity* — t-test → Welch's; ANOVA → Welch's or Brown-Forsythe; regression → robust SE or WLS. - *Linearity (regression)* — polynomial terms, transform variables, or GAM. Detail: `references/assumptions_and_diagnostics.md`. ## Running Statistical Tests Primary libraries: `scipy.stats` (core tests), `statsmodels` (regression/diagnostics), `pingouin` (tests + effect sizes), `pymc` + `arviz` (Bayesian). Copy-paste examples for t-test, ANOVA + post-hoc, linear regression with full diagnostics, and a Bayesian t-test: `references/code_examples.md`. ## Effect Sizes **Effect sizes quantify magnitude; p-values only indicate existence.** Always report them, with CIs. Benchmarks (guidelines only — context matters): | Test | Effect Size | Small | Medium | Large | |------|-------------|-------|--------|-------| | T-test | Cohen's d | 0.20 | 0.50 | 0.80 | | ANOVA | η²_p | 0.01 | 0.06 | 0.14 | | Correlation | r | 0.10 | 0.30 | 0.50 | | Regression | R² | 0.02 | 0.13 | 0.26 | | Chi-square | Cramér's V | 0.07 | 0.21 | 0.35 | Calculation code and CI computation: `references/code_examples.md`. Full guidance: `references/effect_sizes_and_power.md`. ## Power Analysis Run **a priori** power analysis to size a study before collecting data, and **sensitivity analysis** afterward to report the smallest detectable effect. Avoid post-hoc power. Code: `references/code_examples.md`. Guidance: `references/effect_sizes_and_power.md`. ## Reporting Results Follow APA style (`references/reporting_standards.md`). Report descriptive statistics (M, SD, n), test statistics (name, statistic, df, exact p), effect sizes with CIs, assumption checks, and all planned analyses. Ready-to-adapt report paragraphs for t-test, ANOVA, multiple regression, and Bayesian analysis: `references/apa_report_templates.md`. ## Bayesian Statistics Consider Bayesian methods when you have prior information, want direct probability statements, have small samples or sequential data, need to quantify evidence for the null, or have a complex (hierarchical, missing-data) model. Key advantages: intuitive interpretation, evidence for the null, flexibility, full uncertainty quantification. Comprehensive guide (priors, Bayes Factors, credible intervals, convergence checks): `references/bayesian_statistics.md`. ## Best Practices Pre-register analyses; always check assumptions; report effect sizes with CIs; report all planned analyses including non-significant ones; distinguish statistical from practical significance; visualize before and after; check regression/ANOVA diagnostics; run sensitivity analyses; share data and code; be transparent about violations and decisions. ## Common Pitfalls P-hacking; HARKing; ignoring assumptions; confusing significance with importance; not reporting effect sizes; cherry-picking results; misinterpreting p-values; uncorrected multiple comparisons; ignoring missing-data mechanism (MCAR/MAR/MNAR); overinterpreting non-significant results. ## Getting Started Checklist - [ ] Define research question and hypotheses - [ ] Determine the test (`references/test_selection_guide.md`) - [ ] Power analysis for sample size - [ ] Load and inspect data; check missing data and outliers - [ ] Verify assumptions (`scripts/assumption_checks.py`) - [ ] Run primary analysis; compute effect sizes with CIs - [ ] Post-hoc tests if needed (with corrections) - [ ] Create visualizations - [ ] Write results (`references/reporting_standards.md`) - [ ] Sensitivity analyses; share data and code ## Index of Bundled Resources ### References (`references/`) - `test_selection_guide.md` — decision tree for choosing a test - `assumptions_and_diagnostics.md` — checking and handling violations - `effect_sizes_and_power.md` — effect sizes and power analysis - `bayesian_statistics.md` — complete Bayesian guide - `reporting_standards.md` — APA reporting rules - `code_examples.md` — worked Python for tests, diagnostics, Bayesian, power, effect sizes - `apa_report_templates.md` — ready-to-adapt APA results paragraphs ### Scripts (`scripts/`) - `assumption_checks.py` — automated assumption checking with visualizations (`comprehensive_assumption_check`, `check_normality`, `check_homogeneity_of_variance`, `check_linearity`, `detect_outliers`) ## Further Reading Key textbooks: Cohen (1988), Field (2013), Gelman & Hill (2006), Kruschke (2014). Online: APA Style Guide (https://apastyle.apa.org/), Cross Validated (stats.stackexchange.com). Part of the AlterLab Academic Skills suite.
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