Summary and Practical Guide to Hypothesis Testing › Common Mistakes and How to Avoid Them

Michael BrenndoerferJanuary 10, 20263 min read
Machine Learning from ScratchAll chapters
Part 2 of 9Hypothesis Testing
Chapter 22Summary and Practical Guide to Hypothesis Testing › Common Mistakes and How to Avoid Them
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Mistake 1: P-Hacking

Problem: Running multiple analyses and only reporting significant results.

Solution: Pre-register your analysis plan. Report all tests conducted, not just significant ones. Use appropriate multiple comparison corrections.

Mistake 2: Confusing Statistical and Practical Significance

Problem: Treating p < 0.05 as proof that an effect matters.

Solution: Always report effect sizes. Ask "Is this effect large enough to be meaningful?" even when statistically significant.

Mistake 3: Misinterpreting Non-Significant Results

Problem: Concluding "no effect exists" when p ≥ 0.05.

Solution: Consider statistical power. Report confidence intervals to show the range of plausible effects. Distinguish "evidence of absence" from "absence of evidence."

Mistake 4: Violating Assumptions

Problem: Using parametric tests when assumptions are violated.

Solution: Check assumptions before testing. Use alternatives that relax those assumptions (Welch's t-test, non-parametric tests) when they fail.

Mistake 5: Ignoring Multiple Comparisons

Problem: Running many tests without correction, inflating false positive rate.

Solution: Plan your analyses in advance. Apply appropriate corrections. Report the number of tests conducted.

Out[7]:
Visualization
Diagram showing common hypothesis testing mistakes with visual indicators of their severity.
The five most common hypothesis testing mistakes and their consequences. Each error can lead to misleading conclusions and irreproducible results.