Jordan Anaya pointed me to this post, in which Casper Albers shared this snippet from a recently-published paper from an article in Nature Communications:

The subsequent twitter discussion is all about “false discovery rate” and statistical significance, which I think completely misses the point.

The problems

Before I get to why I think the quoted statement is not so bad, let me review various things that these researchers seem to be doing wrong:

1. “Until statistical significance was reached”: This is a mistake. Statistical significance does not make sense as an inferential or decision rule.

2. “To support our conclusions”: This is a mistake. The point of an experiment should be to learn, not to support a conclusion. Or, to put it another way, if they want support for their conclusion, that’s fine, but that has nothing to do with statistical significance.

3. “Based on [a preliminary data set] we predicted that about 20 unites are sufficient to statistically support our conclusions”: This is a mistake. The purpose of a pilot study is to demonstrate the feasibility of an experiment, not to estimate the treatment effect.

OK, so, yes, based on the evidence of the above snippet, I think this paper has serious problems.

Sequential data collection is ok

That all said, I don’t have a problem, in principle, with the general strategy of continuing data collection until the data look good.

I’ve thought a lot about this one. Let me try to explain here.

First, the Bayesian argument, discussed for example in chapter 8 of BDA3 (chapter 7 in earlier editions). As long as your model includes the factors that predict data inclusion are also included in the model, you should be ok. In this case, the relevant variable is time: If there’s any possibility of time trends in your underlying process, you want to allow for that in your model. A sequential design can yield a dataset that is less robust to model assumptions, and a sequential design changes how you’ll do model checking (see chapter 6 of BDA), but from a Bayesian standpoint, you can handle these issues. Gathering data until they look good is not, from a Bayesian perspective, a “questionable research practice.”

Next, the frequentist argument, which can be summarized as, “What sorts of things might happen (more formally, what is the probability distribution of your results) if you as a researcher follow a sequential data collection rule?

Here’s what will happen. If you collect data until you attain statistical significance, then you will attain statistical significance, unless you have to give up first because you run out of time or resources. But . . . so what? Statistical significance by itself doesn’t tell you anything at all. For one thing, your result might be statistically significant in the unexpected direction, so it won’t actually confirm your scientific hypothesis. For another thing, we already know the null hypothesis of zero effect and zero systematic error is false, so we know that with enough data you’ll find significance.

Now, suppose you run your experiment a really long time and you end up with an estimated effect size of 0.002 with a standard error of 0.001 (on some scale in which an effect of 0.1 is reasonably large). Then (a) you’d have to say whatever you’ve discovered is trivial, (b) it could easily be explained by some sort of measurement bias that’s crept into the experiment, and (c) in any case, if it’s 0.002 on this group of people, it could well be -0.001 or -0.003 on another group. So in that case you’ve learned nothing useful, except that the effect almost certainly isn’t large—and that thing you’ve learned has nothing to do with the statistical significance you’ve obtained.

Or, suppose you run an experiment a short time (which seems to be what happened here) and get an estimate of 0.4 with a standard error of 0.2. Big news, right! No. Enter the statistical significance filter and type M errors (see for example section 2.1 here). That’s a concern. But, again, it has nothing to do with sequential data collection. The problem would still be there with a fixed sample size (as we’ve seen in zillions of published papers).

Summary

Based on the snippet we’ve seen, there are lots of reasons to be skeptical of the paper under discussion. But I think the criticism based on sequential data collection misses the point. Yes, sequential data collection gives the researchers one more forking path. But I think the proposal to correct for this with some sort of type 1 or false discovery adjustment rule is essentially impossible and would be pointless even if it could be done, as such corrections are all about the uninteresting null hypothesis of zero effect and zero systematic error. Better to just report and analyze the data and go from there—and recognize that, in a world of noise, you need some combination of good theory and good measurement. Statistical significance isn’t gonna save your ass, no matter how it’s computed.

P.S. Clicking through, I found this amusing article by Casper Albers, “Valid Reasons not to participate in open science practices.” As they say on the internet: Read the whole thing.

P.P.S. Next open slot is 6 Nov but I thought I’d post this right away since the discussion is happening online right now.