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update docs
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strengejacke committed Oct 1, 2024
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42 changes: 25 additions & 17 deletions R/p_function.R
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#' We here presented the discussion of p-values and confidence intervals from the
#' perspective of two paradigms, one saying that probability statements can be
#' made, one saying that interpretation is guided in terms of "compatibility".
#' Cox and Hinkle say, "interval estimates cannot be taken as probability
#' Cox and Hinkley say, "interval estimates cannot be taken as probability
#' statements" (_Cox and Hinkley 1979: 208_), which conflicts with the Schweder
#' and Hjort confidence distribution school. However, if you view interval
#' estimates as being intervals of values being consistent with the data,
#' this comes close to the idea to epistemic probability. We do not see these
#' two paradigms as contradictions, it is maybe more a preference for the one
#' or the other way of interpretation.
#'
#' ## Compatibility intervals - is their interpretation conditional or not?
#'
#' The fact that the term "conditional" is used in different meanings, is
#' confusing and unfortunate. Thus, we would summarize the probabilistic
#' interpretation of compatibility intervals as follows: The intervals are built
#' from the data _and_ our modeling assumptions. The accuracy of the intervals
#' depends on our model assumptions. If a value is outside the interval, that
#' might be because (1) that parameter value isn't supported by the data, or
#' (2) the modeling assumptions are a poor fit for the situation. When we make
#' bad assumptions, the compatibility interval might be too wide or (more
#' commonly and seriously) too narrow, making us think we know more about the
#' parameter than is warranted.
#' this comes close to the idea of (epistemic) probability. We do not believe that
#' these two pardigms contradict or exclude each other. Rather, the aim is to
#' emphasise one point of view or the other, i.e. to place the linguistic
#' nuances either on 'compatibility' or 'probability'.
#'
#' The main take-away is *not* to interpret p-values as dichotomous decisions
#' that distinguish between "we found an effect" (statistically significant)" vs.
#' "we found no effect" (statistically not significant) (_Altman and Bland 1995_).
#'
#' ## Compatibility intervals - is their interpretation "conditional" or not?
#'
#' The fact that the term "conditional" is used in different meanings in
#' statistics, is confusing and unfortunate. Thus, we would summarize the
#' (probabilistic) interpretation of compatibility intervals as follows: The
#' intervals are built from the data _and_ our modeling assumptions. The
#' accuracy of the intervals depends on our model assumptions. If a value is
#' outside the interval, that might be because (1) that parameter value isn't
#' supported by the data, or (2) the modeling assumptions are a poor fit for the
#' situation. When we make bad assumptions, the compatibility interval might be
#' too wide or (more commonly and seriously) too narrow, making us think we know
#' more about the parameter than is warranted.
#'
#' When we say "there is a 95% chance the true value is in the interval", that is
#' a statement of _epistemic probability_ (i.e. description of uncertainty related
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#' @return A data frame with p-values and compatibility intervals.
#'
#' @references
#' - Altman DG, Bland JM. Absence of evidence is not evidence of absence. BMJ.
#' 1995;311(7003):485. \doi{10.1136/bmj.311.7003.485}
#'
#' - Amrhein V, Greenland S. Discuss practical importance of results based on
#' interval estimates and p-value functions, not only on point estimates and
#' null p-values. Journal of Information Technology 2022;37:316–20.
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37 changes: 22 additions & 15 deletions man/p_function.Rd

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