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Toward Replicability With Confidence Intervals for the Exceedance Probability

Brian D. Segal

The American Statistician, 2021, vol. 75, issue 2, 128-138

Abstract: Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this article we describe a complement that is geared toward replication. In particular, we focus on confidence intervals for the probability that a parameter estimate will exceed a specified value in an exact replication study. These intervals convey uncertainty in a way that p-values and standard confidence intervals do not, and can help researchers to draw sounder scientific conclusions. After briefly reviewing background on p-values and a few alternatives, we describe our approach and provide examples with simulated and real data. For linear models, we also describe how confidence intervals for the exceedance probability are related to p-values and confidence intervals for parameters.

Date: 2021
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DOI: 10.1080/00031305.2019.1678521

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