[6] Samples Can’t Be Too Large

Reviewers, and even associate editors, sometimes criticize studies for being “overpowered” – that is, for having sample sizes that are too large. (Recently, the between-subjects sample sizes under attack were about 50-60 per cell, just a little larger than you need to have an 80% chance to detect that men weigh more than women).

This criticism never makes sense.

The rationale for it is something like this: “With such large sample sizes, even trivial effect sizes will be significant. Thus, the effect must be trivial (and we don’t care about trivial effect sizes).”

But if this is the rationale, then the criticism is ultimately targeting the effect size rather than the sample size.  A person concerned that an effect “might” be trivial because it is significant with a large sample can simply compute the effect size, and then judge whether it is trivial.

(As an aside: Assume you want an 80% chance to detect a between-subjects effect. You need about 6,000 per cell for a “trivial” effect, say d=.05, and still about 250 per cell for a meaningful “small” effect, say d=.25. We don’t need to worry that studies with 60 per cell will make trivial effects be significant).

It is OK to criticize a study for having a small effect size. But it is not OK to criticize a study for having a large sample size. This is because sample sizes do not change effect sizes. If I were to study the effect of gender on weight with 40 people or with 400 people, I would, on average, estimate the same effect size (d ~= .59). Collecting 360 additional observations does not decrease my effect size (though, happily, it does increase the precision of my effect size estimate, and that increased precision better enables me to tell whether an effect size is in fact trivial).

Our field suffers from a problem of underpowering. When we underpower our studies, we either suffer the consequences of a large file drawer of failed studies (bad for us) or we are motivated to p-hack in order to find something to be significant (bad for the field). Those who criticize studies for being overpowered are using a nonsensical argument to reinforce exactly the wrong methodological norms.

If someone wants to criticize trivial effect sizes, they can compute them and, if they are trivial, criticize them. But they should never criticize samples for being too large.

We are an empirical science. We collect data, and use those data to learn about the world. For an empirical science, large samples are good. It is never worse to have more data.


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[5] The Consistency of Random Numbers

What’s your favorite number between 1 and 100? Now, think of a random number between 1 and 100. My goal for this post is to compare those two responses.

Number preferences feel random. They aren’t. “Random” numbers also feel random. Those aren’t random either. I collected some data, found a pair of austere academic papers, and one outstanding blog post. I will tell you about all of them.

First, the data I collected. I (along with Hannah Perfecto, one of my excellent doctoral students) asked one group of people to generate a random number between 1 and 100. Another group reported their favorite number between 1 and 100. That’s it.

We know a little about preferences. People like their birthday numbers, for example. They pursue round numbers. In preparing this post, I learned of a simmering literature on single-digit number preferences, suggesting that in both 1971 and in 1988 people liked the number 7. (Aside: Someone should write the number preference equivalent of the Princeton Trilogy. In fact, why not move beyond preferences to other attributes? For example, are even numbers more warm or more competent?*). As far as I can tell, less is known about how people generate random numbers. Do people choose the same numbers at random as they choose as their favorites?

The figures tell the whole story, but words are useful. Consider four notable numbers. Consistent with past research, people like the number 7. Inconsistent with horror movie titlers and hotel floor number assigners, people also like the number 13. The number 42 has an entirely wonderful Wikipedia entry, suggesting that its consequence goes beyond Jackie Robinson and Douglas Adams. Perhaps the Data Colada can add a small footnote to its mystique? Finally, the number 69 also has a Wikipedia entry, though it is far less vivid than you’re anticipating. On the random side there are fewer obvious winners (three way tie between 5, 67, and 69). numbers frequencies

How about some other patterns? First of all, the two sets are highly, but imperfectly, correlated at r = .48. Random numbers are larger than favorite numbers (Ms = 46.9 vs. 30.7), t(565) = 7.01, p

numbers correlation

These tendencies are partially reflected in the numeric codes people choose for debit cards and their ilk. PIN numbers are a mix of preference and random, and consistent with the data we collected, a brilliant analysis of leaked PIN numbers reveals birthday liking (numbers below 32) and repeated numbers (like multiples of 11). Figure 3 reproduces a chart of 4-digit PIN codes. It will take 30 seconds to orient yourself, but then you will spend five minutes savoring it. numbers PIN

My favorite number is just about the most arbitrary preference possible. My “random” number is more arbitrary. But neither is arbitrary at all.

* Hypothesis: More warm. Odd numbers are wicked competent.


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[4] The Folly of Powering Replications Based on Observed Effect Size

It is common for researchers running replications to set their sample size assuming the effect size the original researchers got is correct. So if the original study found an effect-size of d=.73, the replicator assumes the true effect is d=.73, and sets sample size so as to have 90% chance, say, of getting a significant result.

This apparently sensible way to power replications is actually deeply misleading.

Why Misleading?
Because of publication bias. Given that (original) research is only publishable if it is significant, published research systematically overestimates effect size (Lane & Dunlap, 1978). For example, if sample size is n=20 per cell, and true effect size is d=.2, published studies will on average estimate the effect to be d=.78. The intuition is that overestimates are more likely to be significant than underestimates, and so more likely to be published.

If we systematically overestimate effect sizes in original work, then we systematically overestimate the power of replications that assume those effects are real.

Let’s consider some scenarios. If original research were powered to 50%, a highly optimistic benchmark (Button et al, 2013;Sedlmeier Gigerenzer, 1989), here is what it looks like:

50
So replications claiming 80% power actually have just 51% (Details | R code).

Ok. What if original research were powered at a more realistic level of, say, 35%:
35
The figures show that the extent of overclaiming depends on the power of the original study. Because nobody knows what that is, nobody knows how much power a replication claiming 80%, 90% or 95% really has.

A self-righteous counterargument
A replicator may say:

Well, if the original author underpowered her studies, then she is getting what she deserves when the replications fail; it is not my fault my replication is underpowered, it is hers. SHE SHOULD BE DOING POWER ANALYSIS!!!

Three problems.
1. Replications in particular and research in general are not about justice. We should strive to maximize learning, not schadenfreude.

2. The original researcher may have thought the effect was bigger than it is, she thought she had  80% power, but she had only 50%. It is not “fair” to “punish” her for not knowing the effect size she is studying. That’s precisely why she is studying it.

3. Even if all original studies had 80% power, most published estimates would be over-estimates, and so even if  all original studies had 80% power, most replications based on observed effects would overclaim power. For instance, one in five replications claiming 80% would actually have <50% power (R code).

 

What’s the alternative?
In a recent paper (“Evaluating Replication Results”) I put forward a different approach to thinking about replication results altogether. For a replication to fail it is not enough that p>.05 in it, we need to also conclude the effect is too small to have been detected in the original study (in effect, we need tight confidence intervals around 0). Underpowered replications will tend to fail to reject 0, be n.s., but will also tend to fail to reject big effects. In the new approach this result is considered as uninformative rather than as a “failure-to-replicate.” The paper also derives a simple rule for sample size to be properly powered for obtaining informative failures to replicate:  2.5 times the original sample size ensures 80% power for that test. That number is unaffected by publication bias, how original authors power their studies, and the study design (e.g., two-proportions vs. ANOVA).


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[3] A New Way To Increase Charitable Donations: Does It Replicate?

A new paper finds that people will donate more money to help 20 people if you first ask them how much they would donate to help 1 person.

This Unit Asking Effect (Hsee, Zhang, Lu, & Xu, 2013, Psychological Science) emerges because donors are naturally insensitive to the number of individuals needing help. For example, Hsee et al. observed that if you ask different people how much they’d donate to help either 1 needy child or 20 needy children, you get virtually the same answer. But if you ask the same people to indicate how much they’d donate to 1 child and then to 20 children, they realize that they should donate more to help 20 than to help 1, and so they increase their donations.

If true, then this is a great example of how one can use psychology to design effective interventions.

The paper reports two field experiments and a study that solicited hypothetical donations (Study 1). Because it was easy, I attempted to replicate the latter. (Here at Data Colada, we report all of our replication attempts, no matter the outcome).

I ran two replications, a “near replication” using materials that I developed based on the authors’ description of their methods (minus a picture of a needy schoolchild) and then an “exact replication” using the authors’ exact materials. (Thanks to Chris Hsee and Jiao Zhang for providing those).

In the original study, people were asked how much they’d donate to help a kindergarten principal buy Christmas gifts for her 20 low-income pupils. There were four conditions, but I only ran the three most interesting conditions:

 

The original study had ~45 participants per cell. To be properly powered, replications should have ~2.5 times the original sample size. I (foolishly) collected only ~100 per cell in my near replication, but corrected my mistake in the exact replication (~150 per cell). Following Hsee et al., I dropped responses more than 3 SD from the mean, though there was a complication in the exact replication that required a judgment call. My studies used MTurk participants; theirs used participants from “a nationwide online survey service.”

Here are the results of the original (some means and SEs are guesses) and my replications (full data).

I successfully replicated the Unit Asking Effect, as defined by Unit Asking vs. Control; it was marginal (p=.089) in the smaller-sampled near replication and highly significant (p< .001) in the exact replication.

There were some differences. First, my effect sizes (d=.24 and d=.48) were smaller than theirs (d=.88). Second, whereas they found that, across conditions, people were insensitive to whether they were asked to donate to 1 child or 20 children (the white $15 bar vs. the gray $18 bar), I found a large difference in my near replication and a smaller but significant difference in the exact replication. This sensitivity is important, because if people do give lower donations for 1 child than for 20, then they might anchor on those lower amounts, which could diminish the Unit Asking Effect.

In sum, my studies replicated the Unit Asking Effect.

 

[2] Using Personal Listening Habits to Identify Personal Music Preferences

Not everything at Data Colada is as serious as fraudulent data. This post is way less serious than that. This post is about music and teaching.

As part of their final exam, my students analyze a data set. For a few years that data set has been a collection of my personal listening data from iTunes over the previous year. The data set has about 500 rows, with each reporting a song from that year, when I purchased it, how many times I listened to it, and a handful of other pieces of information. The students predict the songs I will include on my end-of-year “Leif’s Favorite Songs” compact disc. (Note to the youth: compact discs were physical objects that look a lot like Blu-Ray discs. We used to put them in machines to hear music.) So the students are meant to combine regressions and intuitions to make predictions. I grade them based on how many songs they correctly predict. I love this assignment.

The downside, as my TA tells me, is that my answer key is terrible. The problem is that I am encumbered both by my (slightly) superior statistical sense and my (substantially) superior sense of my own intentions and preferences. You see, a lot goes into the construction of a good mix tape (Note to the youth: tapes were like CD’s, except if you wanted to hear track 1 and then track 8 you were SOL.) I expected my students to account for that. “Ah look,” I am picturing, “he listened a lot to Pumped Up Kicks. But that would be an embarrassing pick. On the other hand, he skipped this Gil Scott-Heron remix a lot, but you know that’s going on there.” They don’t do that. They pick the songs I listen to a lot.

But then they miss certain statistical realities. When it comes to grading, the single biggest differentiator is whether or not a student accounts for how long a song is in the playlist (see the scatterplot of 2011, below). If you don’t account for it, then you think that all of my favorite songs were released in the first couple of months. A solid 50% of students think that I have a mad crush on January music. The other half try to account for it. Some calculate a “listens per day” metric, while others use a standardization procedure of one type or another. I personally use a method that essentially accounts for the likelihood that a song will come up, and therefore heavily discounts the very early tracks and weighs the later tracks all about the same. You may ask, “wait, why are you analyzing your own data?” No good explanation. I will say though, I almost certainly change my preferences based on these analyses – I change them away from what my algorithm predicts. That is bad for the assignment. I am not a perfect teacher.

I don’t think that I will use this assignment anymore since I no longer listen to iTunes. Now I use Spotify. (Note to the old: Spotify is like a musical science fiction miracle that you will never understand. I don’t.)
Leif's Song Scatterplot

[1] "Just Posting It" works, leads to new retraction in Psychology

The fortuitous discovery of new fake data.
For a project I worked on this past May, I needed data for variables as different from each other as possible. From the data-posting journal Judgment and Decision Making I downloaded data for ten, including one from a now retracted paper involving the estimation of coin sizes. I created a chart and inserted it into a paper that I sent to several colleagues, and into slides presented at an APS talk.

An anonymous colleague, “Larry,” saw the chart and, for not-entirely obvious reasons, became interested in the coin-size study. After downloading the publicly available data he noticed something odd (something I had not noticed): while each participant had evaluated four coins, the data contained only one column of estimates. The average? No, for all entries were integers; averages of four numbers are rarely integers. Something was off.

Interest piqued, he did more analyses leading to more anomalies. He shared them with the editor, who contacted the author. The author provided explanations. These were nearly as implausible as they were incapable of accounting for the anomalies. The retraction ensued.

Some of the anomalies
1. Contradiction with paper
Paper describes 0-10 integer scale, dataset has decimals and negative numbers.
image

2. Implausible correlations among emotion measures
Shame and embarrassment are intimately related emotions, and yet they are correlated negatively in the data r = -.27. Fear and anxiety: r = -.01. Real emotion ratings don’t exhibit these correlations.

3. Impossibly similar results
Fabricated data often exhibit a pattern of excessive similarity (e.g., very similar means across conditions). This pattern led to uncovering Sanna and Smeesters as fabricateurs (see “Just Post It” paper). Diederik Stapel’s data also exhibit excessive similarity, going back to his dissertation at least.

The coin-size paper also has excessive similarity. For example, coin-size estimates supposedly obtained from 49 individuals across two different experiments are almost identical:
Experiment 1 (n=25): 2,3,3,3,3,4,4,4,4,4,5,5,5,5,5,5,5,6,6,6,6,6,6,6,7
Experiment 2 (n=24): 2,3,3,3,3,4,4,4,4,4,5,5,5,5,5,5,_,6,6,6,6,6,6,6,7

Simulations drawing random samples from the data themselves (bootstrapping) show that it is nearly impossible to obtain such similar results. The hypothesis that these data came from random samples is rejected, p<.000025 (see R code, detailed explanation).
image

Who vs. which
These data are fake beyond reasonable doubt.  We don’t know, however, who faked them.
That question is of obvious importance to the authors of the paper and perhaps their home and granting institutions, but arguably not so much to the  research community more broadly. We should care, instead, about which data are fake.

If other journals followed the lead of Judgment and Decision Making and required data posting (its  editor Jon Baron, by the way,  started the data posting policy well before I wrote my “Just Post It”), we would have a much easier time identifying invalid data.  Some of the coin-size authors have  a paper in JESP, one in Psychological Science, and another with similar results  in Appetite.  If the data behind those papers were available, we would not need to speculate as to their validity.

Author’s response
When discussing the work of others, our policy here at Data Colada is to contact them before posting. We ask for feedback to avoid inaccuracies and misunderstandings, and  give authors space for commenting within our original blog post. The corresponding author of the retracted article,  Dr. Wen-Bin Chiou, wrote to me via email:

Although the data collection and data coding was done by my research assistant, I must be responsible for the issue.Unfortunately, the RA had left my lab last year and studied abroad. At this time, I cannot get the truth from him and find out what was really going wrong […] as to the decimal points and negative numbers, I recoded the data myself and sent the editor with the new dataset. I guess the problem does not exist in the new dataset. With regard to the impossible similar results, the RA sorted the coin-size estimate variable, producing the similar results. […]  Finally, I would like to thank Dr. Simonsohn for including my clarifications in this post.
[See unedited version]

Uri’s note: the similarity of data is based on the frequency of values across samples, not their order, so sorting does not explain  that the data are incompatible with random sampling.