shipunov (version 1.13)

S.value: 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".

Value

Numerical vector.

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.

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

Run this code
# NOT RUN {
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)))
# }

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