S.value: S-value

In shipunov: Miscellaneous Functions from Alexey Shipunov

S-value

Description

S.value returns S-values, Shannon information transforms of p-values.

Usage

S.value(x)

Arguments

x	Either numerical vector of p-values, or list where at least one element has the name similar to "p.value".

Details

Greenland (2019) proposes that researchers "think of p-values as measuring the _compatibility_ between hypotheses and datas." S-values should help to understand this concept better.

From Wasserstein et al. (2019): S-values supplement a focal p-value p with its Shannon information transform (s-value or surprisal) s = -log2(p). This measures the amount of information supplied by the test against the tested hypothesis (or model): rounded off, the s-value shows the number of heads in a row one would need to see when tossing a coin to get the same amount of information against the tosses being “fair” (independent with “heads” probability of 1/2) instead of being loaded for heads. For example, if p = 0.03, this represents -log2(0.03) = 5 bits of information against the hypothesis (like getting 5 heads in a trial of “fairness” with 5 coin tosses); and if p = 0.25, this represents only -log2(0.25) = 2 bits of information against the hypothesis (like getting 2 heads in a trial of “fairness” with only 2 coin tosses).

For the convenience, S.value() works directly with output of many statistical tests (see examples). If the output is a list which has more than one component with name similar to "pvalue", only first will be used.

Value

Numerical vector.

Author(s)

Alexey Shipunov

References

Wasserstein R.L., Schirm A.L., Lazar N.A. 2019. Moving to a World Beyond “p < 0.05”. The American Statistician. 73(S1): 1–19.

Greenland S. 2019. Valid P-Values Behave Exactly as They Should: Some Misleading Criticisms of P-Values and Their Resolution With S-Values. The American Statistician. 73(S1): 106–114.

Examples

S.value(0.05)

S.value(0.01)
S.value(0.1)
S.value(0.00000000001)

S.value(t.test(extra ~ group, data = sleep))
S.value(list(pvalues=c(0.01, 0.002)))

shipunov documentation built on Feb. 16, 2023, 9:05 p.m.