COMMENTARY

P7BMVFTBOE4UBUJTUJDBM1SBDUJDFAndrew GelmanS

ander Greenland and Charles Poole1 accept that P values are here to stay but recognizethat some of their most common interpretations have problems. The casual view of the
P value as posterior probability of the truth of the null hypothesis is false and not even close
to valid under any reasonable model, yet this misunderstanding persists even in high-stakes
settings (as discussed, for example, by Greenland in 2011).2 The formal view of the P value
as a probability conditional on the null is mathematically correct but typically irrelevant toresearch goals (hence, the popularity of alternative—if wrong—interpretations). A Bayesian interpretation based on a spike-and-slab model makes little sense in applied contexts inepidemiology, political science, and other fields in which true effects are typically nonzero
and bounded (thus violating both the “spike” and the “slab” parts of the model).
I find Greenland and Poole’s1 perspective to be valuable: it is important to go beyond
criticism and to understand what information is actually contained in a P value. Theseauthors discuss some connections between P values and Bayesian posterior probabilities.
I am not so optimistic about the practical value of these connections. Conditional on thecontinuing omnipresence of P values in applications, however, these are important resultsthat should be generally understood.
Greenland and Poole1 make two points. First, they describe how P values approximate posterior probabilities under prior distributions that contain little information relative
to the data:
This misuse [of P values] may be lessened by recognizing correct Bayesian interpretations. For example, under weak priors, 95% confidence intervals approximate 95%
posterior probability intervals, one-sided P values approximate directional posterior
probabilities, and point estimates approximate posterior medians.

I used to think this way, too (see many examples in our books), but in recent years
have moved to the position that I do not trust such direct posterior probabilities. Unfortunately, I think we cannot avoid informative priors if we wish to make reasonable unconditional probability statements. To put it another way, I agree with the mathematical truth of
the quotation above, but I think it can mislead in practice because of serious problems withapparently noninformative or weak priors.
Second, the main proposal made by Greenland and Poole is to interpret P values asbounds on posterior probabilities:[U]nder certain conditions, a one-sided P value for a prior median provides an approximate lower bound on the posterior probability that the point estimate is on the wrong
side of that median.

This is fine, but when sample sizes are moderate or small (as is common in epidemiology and social science), posterior probabilities will depend strongly on the prior distribution. Although I do not see much direct value in a lower bound, I am intrigued by Greenlandand Poole’s1 point that “if one uses an informative prior to derive the posterior probability ofPartially supported by the Institute for Education Sciences (grant ED-GRANTS-032309-005) and the U.S. National Science Foundation (grant SES-1023189).
From the Departments of Statistics and Political Science, Columbia University, New York, NY.
Editors’ note: Related articles appear on pages 62 and 73.
Correspondence: Andrew Gelman, Departments of Statistics and Political Science, Columbia University, New York, NY 10027. E-mail: gelman@stat.columbia.edu.
Copyright © 2012 by Lippincott William and Wilkins
ISSN: 1044-3983/13/2401-0069
DOI: 10.1097/EDE.0b013e31827886f7

Epidemiology t 7PMVNF /VNCFS +BOVBSZ

XXXFQJEFNDPN ] 69

Epidemiology t 7PMVNF /VNCFS +BOVBSZ

Gelmanthe point estimate being in the wrong direction, P0/2 provides
a reference point indicating how much the prior informationinfluenced that posterior probability.” This connection could
be useful to researchers working in an environment in which
P values are central to communication of statistical results.
In presenting my view of the limitations of Greenlandand Poole’s1 points, I am leaning heavily on their own work,in particular on their emphasis that, in real problems, priorinformation is always available and is often strong enough tohave an appreciable impact on inferences.
Before explaining my position, I will briefly summarize
how I view classical P values and my experiences. For morebackground, I recommend the discussion by Krantz3 of null
hypothesis testing in psychology research.

WHAT IS A P VALUE IN PRACTICE?
The P value is a measure of discrepancy of the fit of amodel or “null hypothesis” H to data y. Mathematically, it isdefined as Pr(T(yrep)>T(y)|H), where yrep represents a hypothetical replication under the null hypothesis and T is a test statistic (ie, a summary of the data, perhaps tailored to be sensitive
to departures of interest from the model). In a model with freeparameters (a “composite null hypothesis”), the P value candepend on these parameters, and there are various ways to getaround this, by plugging in point estimates, averaging over aposterior distribution, or adjusting for the estimation process.
I do not go into these complexities further, bringing them up
here only to make the point that the construction of P values
is not always a simple or direct process. (Even something as
simple as the classical chi-square test has complexities to bediscovered; see the article by Perkins et al4).
In theory, the P value is a continuous measure of evidence, but in practice it is typically trichotomized approximately into strong evidence, weak evidence, and no evidence(these can also be labeled highly significant, marginally significant, and not statistically significant at conventional levels), with cutoffs roughly at P = 0.01 and 0.10.
One big practical problem with P values is that theycannot easily be compared. The difference between a highly
significant P value and a clearly nonsignificant P value isitself not necessarily statistically significant. (Here, I am using“significant” to refer to the 5% level that is standard in statistical practice in much of biostatistics, epidemiology, social
science, and many other areas of application.) Consider a simple example of two independent experiments with estimates(standard error) of 25 (10) and 10 (10). The first experiment ishighly statistically significant (two and a half standard errors
away from zero, corresponding to a normal-theory P valueof about 0.01) while the second is not significant at all. Most
disturbingly here, the difference is 15 (14), which is not close
to significant. The naive (and common) approach of summarizing an experiment by a P value and then contrasting results
based on significance levels, fails here, in implicitly giving
the imprimatur of statistical significance on a comparison that70 ] XXXFQJEFNDPN

could easily be explained by chance alone. As discussed byGelman and Stern,5 this is not simply the well-known problem of arbitrary thresholds, the idea that a sharp cutoff at a
5% level, for example, misleadingly separates the P = 0.051
cases from P = 0.049. This is a more serious problem: evenan apparently huge difference between clearly significant andclearly nonsignificant is not itself statistically significant.
In short, the P value is itself a statistic and can be anoisy measure of evidence. This is a problem not just with
P values but with any mathematically equivalent procedure,such as summarizing results by whether the 95% confidence
interval includes zero.

GOOD, MEDIOCRE, AND BAD P VALUES
For all their problems, P values sometimes “work” toconvey an important aspect of the relation of data to model.
Other times, a P value sends a reasonable message but does
not add anything beyond a simple confidence interval. In yetother situations, a P value can actively mislead. Before goingon, I will give examples of each of these three scenarios.

A P Value that Worked
Several years ago, I was contacted by a person who
suspected fraud in a local election.6 Partial counts had beenreleased throughout the voting process and he thought the
proportions for the various candidates looked suspiciously
stable, as if they had been rigged to aim for a particular result.
Excited to possibly be at the center of an explosive news story,
I took a look at the data right away. After some preliminary
graphs—which indeed showed stability of the vote proportions as they evolved during election day—I set up a hypothesis test comparing the variation in the data to what would be
expected from independent binomial sampling. When applied
to the entire data set (27 candidates running for six offices),the result was not statistically significant: there was no less(and, in fact, no more) variance than would be expected bychance alone. In addition, an analysis of the 27 separate chisquare statistics revealed no particular patterns. I was left toconclude that the election results were consistent with random voting (even though, in reality, voting was certainly not
random—for example, married couples are likely to vote at
the same time, and the sorts of people who vote in the middleof the day will differ from those who cast their ballots in theearly morning or evening). I regretfully told my correspondentthat he had no case.
In this example, we cannot interpret a nonsignificant
result as a claim that the null hypothesis was true or even as aclaimed probability of its truth. Rather, nonsignificance revealed
the data to be compatible with the null hypothesis; thus, my correspondent could not argue that the data indicated fraud.

A P Value that Was Reasonable but
Unnecessary
It is common for a research project to culminate in theestimation of one or two parameters, with publication turning© 2012 Lippincott Williams & Wilkins

Epidemiology t 7PMVNF /VNCFS +BOVBSZ

on a P value being less than a conventional level of significance.
For example, in our study of the effects of redistricting instate legislatures (Gelman and King),7 the key parameters
were interactions in regression models for partisan bias andelectoral responsiveness. Although we did not actually report
P values, we could have: what made our article complete
was that our findings of interest were more than two standard
errors from zero, thus reaching the P < 0.05 level. Had oursignificance level been much greater (eg, estimates that werefour or more standard errors from zero), we would doubtlesshave broken up our analysis (eg, studying Democrats andRepublicans separately) to broaden the set of claims that we
could confidently assert. Conversely, had our regressions notreached statistical significance at the conventional level, we
would have performed some sort of pooling or constraining of
our model to arrive at some weaker assertion that reached the
5% level. (Just to be clear: we are not saying that we would
have performed data dredging, fishing for significance; rather,
we accept that sample size dictates how much we can learn
with confidence; when data are weaker, it can be possible tofind reliable patterns by averaging.)
In any case, my point is that in this example it would
have been just fine to summarize our results in this example via P values even though we did not happen to use that
formulation.

A Misleading P Value
Finally, in many scenarios P values can distract or evenmislead, either a nonsignificant result wrongly interpreted asa confidence statement in support of the null hypothesis or asignificant P value that is taken as proof of an effect. A notorious example of the latter is the recent article by Bem,8 which
reported statistically significant results from several experiments on extrasensory perception (ESP). At brief glance, it
seems impressive to see multiple independent findings thatare statistically significant (and combining the P values usingclassical rules would yield an even stronger result), but withenough effort it is possible to find statistical significance anywhere (see the report by Simmons et al9).
The focus on P values seems to have both weakened
that study (by encouraging the researcher to present only someof his data so as to draw attention away from nonsignificant
results) and to have led reviewers to inappropriately view a
low P value (indicating a misfit of the null hypothesis to data)
as strong evidence in favor of a specific alternative hypothesis(ESP) rather than other, perhaps more scientifically plausible,
alternatives such as measurement error and selection bias.

PRIORS, POSTERIORS, AND P VALUES
Now that I have established my credentials as a pragmatist who finds P values useful in some settings but not others, I want to discuss Greenland and Poole’s proposal to either
interpret one-sided P values as probability statements underuniform priors (an idea they trace back to Gossett)10 or else to© 2012 Lippincott Williams & Wilkins

P Values and Statistical Practiceuse one-sided P values as bounds on posterior probabilities (aresult they trace back to Casella and Berger).11
The general problem I have with noninformatively
derived Bayesian probabilities is that they tend to be toostrong. At first, this may sound paradoxical, that a noninformative or weakly informative prior yields posteriors that are
too forceful—and let me deepen the paradox by stating thata stronger, more informative prior will tend to yield weaker,
more plausible posterior statements.
How can it be that adding prior information weakens theposterior? It has to do with the sort of probability statements
we are often interested in making. Here is an example from
Gelman and Weakliem.12 A sociologist examining a publicly
available survey discovered a pattern relating attractiveness ofparents to the sexes of their children. He found that 56% of
the children of the most attractive parents were girls, whencompared with 48% of the children of the other parents, andthe difference was statistically significant at P < 0.02. The
assessments of attractiveness had been performed many years
before these people had children, so the researcher felt he had
support for a claim of an underlying biological connection
between attractiveness and sex ratio.
The original analysis by Kanazawa13 had multiplecomparisons issues, and after performing a regression analysis rather than selecting the most significant comparison, we
get a P value closer to 0.2 rather than the stated 0.02. For the
purposes of our present discussion, though, in which we are
evaluating the connection between P values and posterior
probabilities, it will not matter much which number we use.
We shall go with P = 0.2 because it seems like a more reasonable analysis given the data.
Let θ be the true (population) difference in sex ratios
of attractive and less attractive parents. Then the data underdiscussion (with a two-sided P value of 0.2), combined with auniform prior on θ, yield a 90% posterior probability that θ ispositive. Do I believe this? No. Do I even consider this a reasonable data summary? No again. We can derive these “No”
responses in three different ways: first, by looking directly atthe evidence; second, by considering the prior; and third, byconsidering the implications for statistical practice if this sortof probability statement were computed routinely.
First, a claimed 90% probability that θ > 0 seems toostrong. Given that the P value (adjusted for multiple comparisons) was only 0.2—that is, a result that strong would occur
a full 20% of the time just by chance alone, even with no true
difference—it seems absurd to assign a 90% belief to the conclusion. I am not prepared to offer 9-to-1 odds on the basis ofa pattern someone happened to see that could plausibly haveoccurred by chance alone, nor for that matter would I offer
99-to-1 odds based on the original claim of the 2% significance level.
Second, the prior uniform distribution on θ seems
much too weak. There is a large literature on sex ratios, withfactors such as ethnicity, maternal age, and season of birth
XXXFQJEFNDPN ] 71

Epidemiology t 7PMVNF /VNCFS +BOVBSZ

Gelmancorresponding to difference in probability of girl birth of<0.5 percentage points. It is a priori implausible that sex-ratio
differences corresponding to attractiveness are larger than forthese other factors. Assigning an informative prior centeredon zero shrinks the posterior toward zero, and the resulting
posterior probability that θ > 0 moves to a more plausible
value in the range of 60%, corresponding to the idea that theresult is suggestive but not close to convincing.
Third, consider what would happen if we routinely
interpreted one-sided P values as posterior probabilities. In
that case, an experimental result that is 1 standard error fromzero—that is, exactly what one might expect from chancealone—would imply an 83% posterior probability that thetrue effect in the population has the same direction as theobserved pattern in the data at hand. It does not make sense
to me to claim 83% certainty—5-to-1 odds—based on datathat not only could occur by chance alone but in fact represent
an expected level of discrepancy. This system-level analysis
accords with my criticism of the flat prior: as Greenland andPoole1 note in their article, the effects being studied in epidemiology are typically range from −1 to 1 on the logit scale;hence, analyses assuming broader priors will systematicallyoverstate the probabilities of very large effects and will overstate the probability that an estimate from a small sample willagree in sign with the corresponding population quantity.
Rather than relying on noninformative priors, I prefer
the suggestion of Greenland and Poole1 to bound posterior
probabilities using real prior information. I would prefer toperform my Bayesian inferences directly without using P values as in intermediate step, but given the ubiquity of P values in much applied work, I can see that it can be helpful for
researchers to understand their connection to posterior probabilities under informative priors.

SUMMARY
Like many Bayesians, I have often represented classical confidence intervals as posterior probability intervals andinterpreted one-sided P values as the posterior probability ofa positive effect. These are valid conditional on the assumed
noninformative prior but typically do not make sense as
unconditional probability statements. As Sander Greenland
has discussed in much of his work over the years, epidemiologists and applied scientists in general have knowledge of72 ] XXXFQJEFNDPN

the sizes of plausible effects and biases. I believe that a directinterpretation of P values as posterior probabilities can be auseful start—if we recognize that such summaries systematically overestimate the strength of claims from any particular
dataset. In this way, I am in agreement with Greenland andPoole’s interpretation of the one-sided P value as a lower
bound of a posterior probability, although I am less convincedof the practical utility of this bound, given that the closenessof the bound depends on a combination of sample size andprior distribution.
The default conclusion from a noninformative prioranalysis will almost invariably put too much probability on
extreme values. A vague prior distribution assigns much of its
probability on values that are never going to be plausible, andthis disturbs the posterior probabilities more than we tend to
expect—something that we probably do not think about enoughin our routine applications of standard statistical methods.
Greenland and Poole1 perform a valuable service by opening
up these calculations and placing them in an applied context.
REFERENCES
1. Greenland S, Poole C. Living with P-values: resurrecting a Bayesian perspective on frequentist statistics. Epidemiology. 2013;24:62–68.
2. Greenland S. Null misinterpretation in statistical testing and its impact on
health risk assessment. Prev Med. 2011;53:225–228.
3. Krantz DH. The null hypothesis testing controversy in psychology. J Am
Stat Assoc. 1999;94:1372–1381.
4. Perkins W, Tygert M, Ward R. Computing the confidence levels for aroot-mean- square test of goodness-of-fit. Appl Math Comput. 2011;217:
9072–9084.
5. Gelman A, Stern HS. The difference between “significant” and “not significant” is not itself statistically significant. Am Stat. 2006;60:328–331.
6. Gelman A. 55,000 residents desperately need your help! Chance.
2004;17:28–31.
7. Gelman A, King G. Enhancing democracy through legislative redistricting. Am Polit Sci Rev. 1994;88:541–559.
8. Bem DJ. Feeling the future: experimental evidence for anomalous
retroactive influences on cognition and affect. J Pers Soc Psychol.
2011;100:407–425.
9. Simmons JP, Nelson LD, Simonsohn U. False-positive psychology: undisclosed flexibility in data collection and analysis allows presenting anything as significant. Psychol Sci. 2011;22:1359–1366.
10. Gossett, WS. The probable error of the man. Biometrika. 1908;6:1–25.
11. Casella G, Berger RL. Reconciling Bayesian and frequentist evidence inthe one-sided testing problem. J Am Stat Assoc. 1987;82:106–111.
12. Gelman A, Weakliem D. Of beauty, sex, and power: statistical challenges
in estimating small effects. Am Sci. 2009;97:310–316.
13. Kanazawa S. Beautiful parents have more daughters: a further implication of the generalized Trivers-Willard hypothesis (gTWH). J Theor Biol.
2007;244:133–140.

© 2012 Lippincott Williams & Wilkins