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Main Authors: Zhang, Xuekui, Xing, Li, Zhang, Jing, Kim, Soojeong
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.05647
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author Zhang, Xuekui
Xing, Li
Zhang, Jing
Kim, Soojeong
author_facet Zhang, Xuekui
Xing, Li
Zhang, Jing
Kim, Soojeong
contents In the big data era, the need to reevaluate traditional statistical methods is paramount due to the challenges posed by vast datasets. While larger samples theoretically enhance accuracy and hypothesis testing power without increasing false positives, practical concerns about inflated Type-I errors persist. The prevalent belief is that larger samples can uncover subtle effects, necessitating dual consideration of p-value and effect size. Yet, the reliability of p-values from large samples remains debated. This paper warns that larger samples can exacerbate minor issues into significant errors, leading to false conclusions. Through our simulation study, we demonstrate how growing sample sizes amplify issues arising from two commonly encountered violations of model assumptions in real-world data and lead to incorrect decisions. This underscores the need for vigilant analytical approaches in the era of big data. In response, we introduce a permutation-based test to counterbalance the effects of sample size and assumption discrepancies by neutralizing them between actual and permuted data. We demonstrate that this approach effectively stabilizes nominal Type I error rates across various sample sizes, thereby ensuring robust statistical inferences even amidst breached conventional assumptions in big data. For reproducibility, our R codes are publicly available at: \url{https://github.com/ubcxzhang/bigDataIssue}.
format Preprint
id arxiv_https___arxiv_org_abs_2403_05647
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Minor Issues Escalated to Critical Levels in Large Samples: A Permutation-Based Fix
Zhang, Xuekui
Xing, Li
Zhang, Jing
Kim, Soojeong
Methodology
Computation
In the big data era, the need to reevaluate traditional statistical methods is paramount due to the challenges posed by vast datasets. While larger samples theoretically enhance accuracy and hypothesis testing power without increasing false positives, practical concerns about inflated Type-I errors persist. The prevalent belief is that larger samples can uncover subtle effects, necessitating dual consideration of p-value and effect size. Yet, the reliability of p-values from large samples remains debated. This paper warns that larger samples can exacerbate minor issues into significant errors, leading to false conclusions. Through our simulation study, we demonstrate how growing sample sizes amplify issues arising from two commonly encountered violations of model assumptions in real-world data and lead to incorrect decisions. This underscores the need for vigilant analytical approaches in the era of big data. In response, we introduce a permutation-based test to counterbalance the effects of sample size and assumption discrepancies by neutralizing them between actual and permuted data. We demonstrate that this approach effectively stabilizes nominal Type I error rates across various sample sizes, thereby ensuring robust statistical inferences even amidst breached conventional assumptions in big data. For reproducibility, our R codes are publicly available at: \url{https://github.com/ubcxzhang/bigDataIssue}.
title Minor Issues Escalated to Critical Levels in Large Samples: A Permutation-Based Fix
topic Methodology
Computation
url https://arxiv.org/abs/2403.05647