In the 1950s, the boundaries of statistics began to blur. This period is known as the "statistical revolution" because a group of statisticians such as John Tukey and Francesco Scheffé began to explore how to understand data more effectively, especially in the context of multiple variables. In the challenge of comparison. Their research not only makes us rethink the way we analyze data, but also has a profound impact on subsequent scientific research methods.
"When we perform data analysis, how can we ensure that our conclusions will not be erroneous due to too many comparisons?"
The so-called multiple comparison problem refers to the fact that when multiple statistical tests are performed at the same time, "discoveries" may occur in each test, thereby increasing the chance of misjudgment. This means that in a set of significance test results, many times the seemingly "meaningful" results may just be errors caused by random sampling, rather than real phenomena.
Tukey proposed several important concepts in multiple comparisons, one of which is the "range test", which makes the test results more accurate when considering multiple groups at the same time. Scheffé, on the other hand, introduced a method of comparison based on variation between groups, increasing confidence in the findings. Thus, the research of these two statisticians shaped the foundation of modern statistical analysis.
In order to solve the problem of false positives caused by multiple comparisons, many techniques have been developed. Among them, the most well-known adjustment method is the Bonferroni rule. This method requires setting more stringent significance standards for each test so that the overall significance level remains unchanged when multiple tests are performed. In addition, the Holm-Bonferroni method also provides a more flexible method that can increase the power of the test.
“As the number of comparisons increases, we become more and more likely to mistakenly reject the null hypothesis due to chance, which is the core of the multiple comparison problem.”
In the study of teaching effects, if the effects of multiple teaching methods are compared at the same time, even if the two methods are actually the same, the test results of a certain time may show significant differences due to random variation. For drug research, when analyzing the effectiveness of treatments for multiple conditions, the same high false-positive rate can make a drug appear to be effective in multiple studies, but fail to replicate the findings in subsequent experiments.
Today's scientific research often faces the "large-scale multiple detection problem", which is especially obvious in fields such as genomics and psychology. The rapid growth of data allows researchers to easily conduct a large number of tests, but it also raises reproducibility problems. Many seemingly significant results often do not find the same support when independently retested.
"Do we truly understand the meaning behind the data, or are we just doing too much exploration and testing?"
As computing technology and measurement technology continue to advance, the application scope of statistics continues to expand. Future research needs to consider not only the data themselves, but also how to correctly interpret the data in order to draw more meaningful conclusions. And in this context, can we find a reasonable balance between sound destruction and discovery?