[R] Fisher's Exact Test
yudi@hermes.ucd.ie
yudi at hermes.ucd.ie
Tue Feb 16 10:32:36 CET 1999
This is a statistical comment, not R, but I think it'd be of
interest to some in the group.
There have been many thoughtful comments on this topic,
though none is likely to 'solve' the problem of 2-sided P-value
for asymmetric distribution. I find the issue theoretically
embarassing: for any definition you can come up with
a simple uncontrived bothersome example. For what's worth,
there is a paper of mine (jointly with A.Dunne) on 2-sided
P-value based on the UMPU tests: Statistician, 1996, 397-405.
**I'm not suggesting we use it in practice though.**
Yates corrected Chi-square for 2x2 table corresponds to
doubling 1-sided p-value, a method that appeared to be
endorsed by Fisher in 1941 (quoted in Yates-1984), though
unfortunately Fisher didn't seem to think very hard on this
issue.
I agree with Simon Fear that for 1-dimensional parameters
the mid-P-value method is probably most sensible. For
multi-dimensional problems summing the prob's less than
the observed is the most practical, though it would corres-
pond to a biased test.
The lack of resolution probably means there's something
wrong with the idea of 2-sided P-value. (Bayesians say so
for any P-value). At some point we should probably
switch to something like likelihood ratio (and AIC for
multi-dimensional problems).
-Yudi-
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Yudi Pawitan: yudi at ucd.ie
Department of Statistics, UCD
Dublin 4, Ireland
Ph : 353-1-706 7641
Fax: 353-1-706 1186
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