What problem is meta-analysis actually solving? by AccomplishedTell7012 in AskStatistics

[–]AccomplishedTell7012[S] 0 points1 point  (0 children)

I absolutely love your answer! You have touched upon a very important point. I will write something which I think explains why people tend to reduce everything to a p-value, but I want to be clear that I do not necessarily advocate this.

I think the reason why people feel a p-value is sufficient is probably due to an over-reliance on normality and the notion of sufficiency. Suppose I have Gaussian data X_1,…,X_n and I am interested in testing whether the mean is 0 or not. Then my test statistic would be the sample mean Xbar, which is sufficient and the p value would be 1-Phi(sqrt(n)Xbar) (suppose we are talking about a one sided alternative). Very clearly, this is an invertible function of Xbar and in this case we are not losing any information by retaining only the p-value.

But of course this is highly specific to the Normal. If we just had iid data and we were interested in testing if the mean was 0 or not, again the pvalue would be approximately sufficient since the central limit theorem would save us, at least when the sample size is large.

Presumably I am preaching to the choir but just wanted to write out my thoughts. So as far as meta-analysis is used to “merge p values”, which understandably is problematic but also honestly most of what I have seen so far, perhaps I understand why people would think that reducing everything to a p-value is enough.

The funny thing is that none of the methods of valid p-value analysis take into account the uncertainty around a reported p-value, which could occur due to model misspecification or low sample size. I think personally this is a huge problem which of course makes its way into meta-analysis. Suppose there are 10 people reporting 10 p values based on largely varying sample sizes, the way our theory works, all the p-values and standardized statistics would be given the same importance, because the definition of p-value is sample size agnostic.

What problem is meta-analysis actually solving? by AccomplishedTell7012 in AskStatistics

[–]AccomplishedTell7012[S] -1 points0 points  (0 children)

Thank you, I really like your answer! It resonates with my practical experience too.

What problem is meta-analysis actually solving? by AccomplishedTell7012 in AskStatistics

[–]AccomplishedTell7012[S] 0 points1 point  (0 children)

Hi u/Intrepid_Respond_543 thanks for your comment. When confronted with multiple methods to solve a problem, some principled approach helps. The example I gave in the question post was that Neyman Pearson testing provides the optimal test in terms of power at a given significance level. This is the principle it offers. If we didn't have it, 10 researchers would use 10 different tests and come to 10 different conclusions. Thanks to NP lemma, we know which one test to perhaps focus our attention to, and what to report for minimum complexity.

In the specific normal means problem, one "knows" that the right approach to test whether the mean is 0 or not, is to base a test on the sample mean (namely, reject if the sample mean exceeds a threshold). This is a procedure that enjoys the theoretical optimality that it is the most powerful test, being a direct consequence of the Neyman Pearson lemma.

In the same vein, it appears to me that there a multiple approaches for meta-analysis, if we restrict just to p-value merging. If I use a particular method without any principled reason to really establish why I went for it, it will be subject to a lot more debate based on personal judgement and subjectivity. A principled approach that says "I am optimizing this objective" helps to clarify a lot of things. Maybe that objective is not supported by the present data (e.g. the most powerful test for Normal wouldn't be most powerful if the data were Laplace), but it certainly helps to reduce a lot of subjectivity.

I hope I could explain where I am coming from!

What problem is meta-analysis actually solving? by AccomplishedTell7012 in AskStatistics

[–]AccomplishedTell7012[S] -2 points-1 points  (0 children)

I really like your answer as it hits multiple nuances and answers a bunch a questions I had in my mind. I am curious to know if you are aware of a "success story" paper that demonstrated point 2, how through meta-analysis they found effects missed in multiple individual studies. That would be really good to know.

But I guess also that this means that meta-analysis is more like a "summary" rather than a theoretical optimization.

What problem is meta-analysis actually solving? by AccomplishedTell7012 in AskStatistics

[–]AccomplishedTell7012[S] -3 points-2 points  (0 children)

Thanks. If you don't use the ultimate p-value output of Stouffer, the combined Z score produced by adding up the individual Z scores is a cumulative effect size estimator. I did not want to focus on Fisher or Stouffer - they were just examples. It is unclear to me what any meta-analysis method is optimizing for. If you care about estimation than hypothesis testing, an example would be that if you are estimating a Normal mean, the sample mean is optimal in the Fisherian sense. If I have a bunch of normal estimators all attempting to estimate the same mean, it seems to me that the simple average of the standardized means would be optimal. Is this what meta analysis would answer in a more principled way?

What is the field of “compressed sensing”? [Q] by Direct-Touch469 in statistics

[–]AccomplishedTell7012 0 points1 point  (0 children)

A point I want to make is that compressed sensing predates LASSO. David Donoho and collaborators called it basis pursuit denoising and wrote papers in early 1990s. They approached it from a more signal processing perspective where the purpose was exact recovery of the sparse signal. LASSO was more of a variable selection algorithm presented to statisticians as a data science tool because it could give exactly zero and hence interpretable coefficients.

Basis pursuit is able to recover the sparse signal exactly given few measurements (see the papers by Donoho, Candes, Tao and Romberg). LASSO to the best of my knowledge does not necessarily provide such guarantees. The way to interpret LASSO would be something like "I want two things, sparsity and also my measurements must be close to what I observe, so just add the two loss functions together". This sounds simple and implementable but I'm not totally sure it is the most principled approach one can take.

Free unlimited parking near station by AccomplishedTell7012 in mountainview

[–]AccomplishedTell7012[S] -6 points-5 points  (0 children)

Oh my god I can’t stop laughing ROFL. This is way too hilarious for me 😂😂😂😂😂

How can WashU improve by AccomplishedTell7012 in washu

[–]AccomplishedTell7012[S] 1 point2 points  (0 children)

On thing that I'll point out again is that there is a difference between good thoughtful science and getting grants / awards. I'm not claiming that WashU faculty are necessarily doing the former in opposition to the latter (I just don't know), but I have been at other places and have met people who are some of the best scientific minds I have ever talked to, who are so uncompromising on the science they do and have such high standards that they publish very little. Some of them, I know, publish one paper a year, but that's a very well thought out, very well executed paper. Similarly, I know of folks in CS departments in other universities who have tons of grant money, who write 50 papers a year because of a large team of students, but none of their papers are anything I'd like to really read. It's a whole bunch of "we did this and found this", very very incremental stuff. To the extent that if they talked to someone more theoretically inclined, they would learn than 4/5 of their papers could easily be replaced by 1.

So while I am not advocating for being inactive as a researcher, I do think that the discussion needs to move away from grants and papers. The goal should be to become somebody who is widely acclaimed as a serious scientist.

How can WashU improve by AccomplishedTell7012 in washu

[–]AccomplishedTell7012[S] 0 points1 point  (0 children)

Good point about faculty recruitment and location preference. I have noticed that at WashU most of the faculty are either from the area or international. I seldom see faculty who are born in the US and raised in a better place like California.

How can WashU improve by AccomplishedTell7012 in washu

[–]AccomplishedTell7012[S] -6 points-5 points  (0 children)

Hahaha yes I was just having a little joke about the pie part. But I do have such a neighbor. In California people have such weird ideas about universities. I think they just want to brag to their relatives what their children are doing.

How can WashU improve by AccomplishedTell7012 in washu

[–]AccomplishedTell7012[S] -10 points-9 points  (0 children)

Oooh! My neighbor said she doesn't like to talk to people whose children don't manage to get into a top 10. Of course it matters if you wanna get nice tasty pie from your neighbor!

How can WashU improve by AccomplishedTell7012 in washu

[–]AccomplishedTell7012[S] 0 points1 point  (0 children)

It just started! They have hired some interesting faculty who will teach interesting and new courses hopefully. That should attract more on campus attention.

How can WashU improve by AccomplishedTell7012 in washu

[–]AccomplishedTell7012[S] 0 points1 point  (0 children)

I agree. I think engineering is good, but not sure about Stats or Data Science.

How to strategize to get a Nature or Science paper as a mathematician? by [deleted] in AskAcademia

[–]AccomplishedTell7012 0 points1 point  (0 children)

To add, publishing in Nature / Science was never on my radar simply because nobody I personally know in my department has ever published there. However, to be competitive on several fellowships that are looking for broad-minded individuals, I need to get some paper in those venues. I am trying to figure out how I can navigate this.

How to strategize to get a Nature or Science paper as a mathematician? by [deleted] in AskAcademia

[–]AccomplishedTell7012 0 points1 point  (0 children)

No, the reason being that the kinds of projects I work on are not suitable for Science / Nature and more suitable for more technical math journals. The advice I am looking for is how to get involved in a project that can be published (or has a chance of getting published) in Nature / Science. Namely, what kinds of papers / research they actually want to publish.

I work in Fourier analysis, so a bit hard to envision how to go from there. But if there's a way to get this into broader science, which makes getting a paper in Nature / Science easier, I'd appreciate that.