Category Archives: Classic Article

A comparison of The Test of Excessive Significance and the Incredibility Index

A comparison of The Test of Excessive Significance and the Incredibility Index

It has been known for decades that published research articles report too many significant results (Sterling, 1959).  This phenomenon is called publication bias.  Publication bias has many negative effects on scientific progress and undermines the value of meta-analysis as a tool to accumulate evidence from separate original studies.

Not surprisingly, statisticians have tried to develop statistical tests of publication bias.  The most prominent tests are funnel plots (Light & Pillemer, 1984) and Eggert regression (Eggert et al., 1997). Both tests rely on the fact that population effect sizes are statistically independent of sample sizes.  As a result, observed effect sizes in a representative set of studies should also be independent of sample size.  However, publication bias will introduce a negative correlation between observed effect sizes and sample sizes because larger effects are needed in smaller studies to produce a significant result.  The main problem with these bias tests is that other factors may produce heterogeneity in population effect sizes that can also produce variation in observed effect sizes and the variation in population effect sizes may be related to sample sizes.  In fact, one would expect a correlation between population effect sizes and sample sizes if researchers use power analysis to plan their sample sizes.  A power analysis would suggest that researchers use larger samples to study smaller effects and smaller samples to study large effects.  This makes it problematic to draw strong inferences from negative correlations between effect sizes and sample sizes about the presence of publication bias.

Sterling et al. (1995) proposed a test for publication bias that does not have this limitation.  The test is based on the fact that power is defined as the relative frequency of significant results that one would expect from a series of exact replication studies.  If a study has 50% power, the expected frequency of significant results in 100 replication studies is 50 studies.  Publication bias will lead to an inflation in the percentage of significant results. If only significant results are published, the percentage of significant results in journals will be 100%, even if studies had only 50% power to produce significant results.  Sterling et al. (1995) found that several journals reported over 90% of significant results. Based on some conservative estimates of power, he concluded that this high success rate can only be explained with publication bias.  Sterling et al. (1995), however, did not develop a method that would make it possible to estimate power.

Ioannidis and Trikalonis (2007) proposed the first test for publication bias based on power analysis.  They call it “An exploratory test for an excess of significant results.” (ETESR). They do not reference Sterling et al. (1995), suggesting that they independently rediscovered the usefulness of power analysis to examine publication bias.  The main problem for any bias test is to obtain an estimate of (true) power. As power depends on population effect sizes, and population effect sizes are unknown, power can only be estimated.  ETSESR uses a meta-analysis of effect sizes for this purpose.

This approach makes a strong assumption that is clearly stated by Ioannidis and Trikalonis (2007).  The test works well “If it can be safely assumed that the effect is the same in all studies on the same question” (p. 246). In other words, the test may not work well when effect sizes are heterogeneous.  Again, the authors are careful to point out this limitation of ETSER. “In the presence of considerable between-study heterogeneity, efforts should be made first to dissect sources of heterogeneity [33,34]. Applying the test ignoring genuine heterogeneity is ill-advised” (p. 246).

The authors repeat this limitation at the end of the article. “Caution is warranted when there is genuine between-study heterogeneity. Test of publication bias generally yield spurious results in this setting.” (p. 252).   Given these limitations, it would be desirable to develop a test that that does not have to assume that all studies have the same population effect size.

In 2012, I developed the Incredibilty Index (Schimmack, 2012).  The name of the test is based on the observation that it becomes increasingly likely that a set of studies produces a non-significant result as the number of studies increases.  For example, if studies have 50% power (Cohen, 1962), the chance of obtaining a significant result is equivalent to a coin flip.  Most people will immediately recognize that it becomes increasingly unlikely that a fair coin will produce the same outcome again and again and again.  Probability theory shows that this outcome becomes very unlikely even after just a few coin tosses as the cumulative probability decreases exponentially from 50% to 25% to 12.5%, 6.25%, 3.1.25% and so on.  Given standard criteria of improbability (less than 5%), a series of 5 significant results would be incredible and sufficient to be suspicious that the coin is fair, especially if it always falls on the side that benefits the person who is throwing the coin. As Sterling et al. (1995) demonstrated, the coin tends to favor researchers’ hypothesis at least 90% of the time.  Eight studies are sufficient to show that even a success rate of 90% is improbable (p < .05).  It therefore very easy to show that publication bias contributes to the incredible success rate in journals, but it is also possible to do so for smaller sets of studies.

To avoid the requirement of a fixed effect size, the incredibility index computes observed power for individual studies. This approach avoids the need to aggregate effect sizes across studies. The problem with this approach is that observed power of a single study is a very unreliable measure of power (Yuan & Maxwell, 2006).  However, as always, the estimate of power becomes more precise when power estimates of individual studies are combined.  The original incredibility indices used the mean to estimate averaged power, but Yuan and Maxwell (2006) demonstrated that the mean of observed power is a biased estimate of average (true) power.  In further developments of my method, I changed the method and I am now using median observed power (Schimmack, 2016).  The median of observed power is an unbiased estimator of power (Schimmack, 2015).

In conclusion, the Incredibility Index and the Exploratory Test for an Excess of Significant Results are similar tests, but they differ in one important aspect.  ETESR is designed for meta-analysis of highly similar studies with a fixed population effect size.  When this condition is met, ETESR can be used to examine publication bias.  However, when this condition is violated and effect sizes are heterogeneous, the incredibility index is a superior method to examine publication bias. At present, the Incredibility Index is the only test for publication bias that does not assume a fixed population effect size, which makes it the ideal test for publication bias in heterogeneous sets of studies.

References

Light, J., Pillemer, D. B.  (1984). Summing up: The Science of Reviewing Research. Cambridge, Massachusetts.: Harvard University Press.

Egger, M., Smith, G. D., Schneider, M., & Minder, C. (1997). Bias in meta-analysis detected by a simple, graphical test”. BMJ 315 (7109): 629–634. doi:10.1136/bmj.315.7109.629.

Ioannidis and Trikalinos (2007).  An exploratory test for an excess of significant findings. Clinical Trials, 4 245-253.

Schimmack (2012). The Ironic effect of significant results on the credibility of multiple study articles. Psychological Methods, 17, 551-566.

Schimmack, U. (2016). A revised introduction o the R-Index.

Schimmack, U. (2015). Meta-analysis of observed power.

Sterling, T. D. (1959). Publication decisions and their possible effects on inferences drawn from tests of significance: Or vice versa. Journal of the American Statistical Association, 54(285), 30-34. doi: 10.2307/2282137

Stering, T. D., Rosenbaum, W. L., & Weinkam, J. J. (1995). Publication Decisions Revisited: The Effect of the Outcome of Statistical Tests on the Decision to Publish and Vice Versa, The American Statistician, 49, 108-112.

Yuan, K.-H., & Maxwell, S. (2005). On the Post Hoc Power in Testing Mean Differences. Journal of Educational and Behavioral Statistics, 141–167

“Do Studies of Statistical Power Have an Effect on the Power of Studies?” by Peter Sedlmeier and Gerg Giegerenzer

The article with the witty title “Do Studies of Statistical Power Have an Effect on the Power of Studies?” builds on Cohen’s (1962) seminal power analysis of psychological research.

The main point of the article can be summarized in one word: No. Statistical power has not increased after Cohen published his finding that statistical power is low.

One important contribution of the article was a meta-analysis of power analyses that applied Cohen’s method to a variety of different journals. The table below shows that power estimates vary by journal assuming that the effect size was medium according to Cohen’s criteria of small, medium, and large effect sizes. The studies are sorted by power estimates from the highest to the lowest value, which provides a power ranking of journals based on Cohen’s method. I also included the results of Sedlmeier and Giegerenzer’s power analysis of the 1984 volume of the Journal of Abnormal Psychology (the Journal of Social and Abnormal Psychology was split into Journal of Abnormal Psychology and Journal of Personality and Social Psychology). I used the mean power (50%) rather than median power (44%) because the mean power is consistent with the predicted success rate in the limit. In contrast, the median will underestimate the success rate in a set of studies with heterogeneous effect sizes.

JOURNAL TITLE YEAR Power%
Journal of Marketing Research 1981 89
American Sociological Review 1974 84
Journalism Quarterly, The Journal of Broadcasting 1976 76
American Journal of Educational Psychology 1972 72
Journal of Research in Teaching 1972 71
Journal of Applied Psychology 1976 67
Journal of Communication 1973 56
The Research Quarterly 1972 52
Journal of Abnormal Psychology 1984 50
Journal of Abnormal and Social Psychology 1962 48
American Speech and Hearing Research & Journal of Communication Disorders 1975 44
Counseler Education and Supervision 1973 37

 

The table shows that there is tremendous variability in power estimates for different journals ranging from as high as 89% (9 out of 10 studies will produce a significant result when an effect is present) to the lowest estimate of  37% power (only 1 out of 3 studies will produce a significant result when an effect is present).

The table also shows that the Journal of Abnormal and Social Psychology and its successor the Journal of Abnormal Psychology yielded nearly identical power estimates. This finding is the key finding that provides empirical support for the claim that power in the Journal of Abnormal Psychology has not increased over time.

The average power estimate for all journals in the table is 62% (median 61%).  The list of journals is not a representative set of journals and few journals are core psychology journals. Thus, the average power may be different if a representative set of journals had been used.

The average for the three core psychology journals (JASP & JAbnPsy,  JAP, AJEduPsy) is 67% (median = 63%) is slightly higher. The latter estimate is likely to be closer to the typical power in psychology in general rather than the prominently featured estimates based on the Journal of Abnormal Psychology. Power could be lower in this journal because it is more difficult to recruit patients with a specific disorder than participants from undergraduate classes. However, only more rigorous studies of power for a broader range of journals and more years can provide more conclusive answers about the typical power of a single statistical test in a psychology journal.

The article also contains some important theoretical discussions about the importance of power in psychological research. One important issue concerns the treatment of multiple comparisons. For example, a multi-factorial design produces an exponential number of statistical comparisons. With two conditions, there is only one comparison. With three conditions, there are three comparisons (C1 vs. C2, C1 vs. C3, and C2 vs. C3). With 5 conditions, there are 10 comparisons. Standard statistical methods often correct for these multiple comparisons. One consequence of this correction for multiple comparisons is that the power of each statistical test decreases. An effect that would be significant in a simple comparison of two conditions would not be significant if this test is part of a series of tests.

Sedlmeier and Giegerenzer used the standard criterion of p < .05 (two-tailed) for their main power analysis and for the comparison with Cohen’s results. However, many articles presented results using a more stringent criterion of significance. If the criterion used by authors would have been used for the power analysis, power decreased further. About 50% of all articles used an adjusted criterion value and if the adjusted criterion value was used power was only 37%.

Sedlmeier and Giegerenzer also found another remarkable difference between articles in 1960 and in 1984. Most articles in 1960 reported the results of a single study. In 1984 many articles reported results from two or more studies. Sedlmeier and Giegerenzer do not discuss the statistical implications of this change in publication practices. Schimmack (2012) introduced the concept of total power to highlight the problem of publishing articles that contain multiple studies with modest power. If studies are used to provide empirical support for an effect, studies have to show a significant effect. For example, Study 1 shows an effect with female participants. Study 2 examines whether the effect can also be demonstrated with male participants. If Study 2 produces a non-significant result, it is not clear how this finding should be interpreted. It may show that the effect does not exist for men. It may show that the first result was just a fluke finding due to sampling error. Or it may show that the effect exists equally for men and women but studies had only 50% power to produce a significant result. In this case, it is expected that one study will produce a significant result and one will produce a non-significant result, but in the long-run significant results are equally likely with male or female participants. Given the difficulty of interpreting a non-significant result, it would be important to conduct a more powerful study that examines gender differences in a more powerful study with more female and male participants. However, this is not what researchers do. Rather, multiple study articles contain only the studies that produced significant results. The rate of successful studies in psychology journals is over 90% (Sterling et al., 1995). However, this outcome is extremely likely in multiple studies where studies have only 50% power to get a significant result in a single attempt. For each additional attempt, the probability to obtain only significant results decreases exponentially (1 Study, 50%, 2 Studies 25%, 3 Studies 12.5%, 4 Studies 6.75%).

The fact that researchers only publish studies that worked is well-known in the research community. Many researchers believe that this is an acceptable scientific practice. However, consumers of scientific research may have a different opinion about this practice. Publishing only studies that produced the desired outcome is akin to a fund manager that only publishes the return rate of funds that gained money and excludes funds with losses. Would you trust this manager to take care of your retirement? It is also akin to a gambler that only remembers winnings. Would you marry a gambler who believes that gambling is ok because you can earn money that way?

I personally do not trust obviously biased information. So, when researchers present 5 studies with significant results, I wonder whether they really had the statistical power to produce these results or whether they simply did not publish results that failed to confirm their claims. To answer this question it is essential to estimate the actual power of individual studies to produce significant results; that is, it is necessary to estimate the typical power in this field, of this researcher, or in the journal that published the results.

In conclusion, Sedlmeier and Gigerenzer made an important contribution to the literature by providing the first power-ranking of scientific journals and the first temporal analyses of time trends in power. Although they probably hoped that their scientific study of power would lead to an increase in statistical power, the general consensus is that their article failed to change scientific practices in psychology. In fact, some journals required more and more studies as evidence for an effect (some articles contain 9 studies) without any indication that researchers increased power to ensure that their studies could actually provide significant results for their hypotheses. Moreover, the topic of statistical power remained neglected in the training of future psychologists.

I recommend Sedlmeier and Gigerenzer’s article as essential reading for anybody interested in improving the credibility of psychology as a rigorous empirical science.

As always, comments (positive or negative) are always welcome.