Re: p-value / type I error

Posted by Bruce Weaver on Apr 11, 2011; 8:57pm
URL: http://spssx-discussion.165.s1.nabble.com/p-value-type-I-error-tp4296382p4296846.html

A Type I error is an error--specifically, it is rejection of H0 when H0 is true.  A p-value is not an error (except when you compute it incorrectly, I suppose).*  So I do not understand your question.  That is why I asked if you really want to know the difference between p and alpha.


* You can also find critics of the whole hypothesis testing approach who say that it is complete lunacy to ever compute a p-value...so they might also say it's an error.  But that's not the same thing.  ;-)

drfg2008 wrote

Thanks Paul, thanks Bruce, thanks Rich


Quote:
Fisher and Neyman-Pearson refer to two arguments concerning  testing, which most people do not bother to learn about.  Instead, we follow our journal's guidelines.

Well, the guidelines are suggested to be changed (Eid, Gollwitzer, Schmitt [1]). That’s why I’m asking.


Quote:
P is the probability of committing a type 1 error (…).

Well, to “commit an error” implies a decision. Then p would be exactly the same as a type 1 error.


Quote:
As Paul said, p = the probability of getting a result at least as extreme (i.e., at least as favorable to the alternative hypothesis) as the observed result IF the null hypothesis is true.  

Well, Paul’s definition refers to “committing a type 1 error”. Your definition is like the Wiki definition [1], which DOES NOT include a decision. It’s a result. So, you actually provided a different definition.


But my problem, and my question is, what is the DIFFERENCE of  p-value and type 1 error.


Thank you

[1] http://www.amazon.de/gp/product/362127524X/ref=s9_simh_gw_p14_d2_i1?pf_rd_m=A3JWKAKR8XB7XF&pf_rd_s=center-4&pf_rd_r=0RT36HX7Z27Q750V6PPC&pf_rd_t=101&pf_rd_p=463375133&pf_rd_i=301128

[2] http://en.wikipedia.org/wiki/P-value