2.2: Standard Statistical Hypothesis Testing
Standard hypothesis testing approaches focus almost entirely on rejecting null hypotheses. In the framework (usually referred to as the frequentist approach to statistics) one first defines a null hypothesis. This null hypothesis represents your expectation if some pattern, such as a difference among groups, is not present, or if some process of interest were not occurring. For example, perhaps you are interested in comparing the mean body size of two species of lizards, an anole and a gecko. Our null hypothesis would be that the two species do not differ in body size. The alternative, which one can conclude by rejecting that null hypothesis, is that one species is larger than the other. Another example might involve investigating two variables, like body size and leg length, across a set of lizard species 1 . Here the null hypothesis would be that there is no relationship between body size and leg length. The alternative hypothesis, which again represents the situation where the phenomenon of interest is actually occurring, is that there is a relationship with body size and leg length. For frequentist approaches, the alternative hypothesis is always the negation of the null hypothesis; as you will see below, other approaches allow one to compare the fit of a set of models without this restriction and choose the best amongst them.
The next step is to define a test statistic, some way of measuring the patterns in the data. In the two examples above, we would consider test statistics that measure the difference in mean body size among our two species of lizards, or the slope of the relationship between body size and leg length, respectively. One can then compare the value of this test statistic in the data to the expectation of this test statistic under the null hypothesis. The relationship between the test statistic and its expectation under the null hypothesis is captured by a P-value. The P-value is the probability of obtaining a test statistic at least as extreme as the actual test statistic in the case where the null hypothesis is true. You can think of the P-value as a measure of how probable it is that you would obtain your data in a universe where the null hypothesis is true. In other words, the P-value measures how probable it is under the null hypothesis that you would obtain a test statistic at least as extreme as what you see in the data. In particular, if the P-value is very large, say P = 0.94, then it is extremely likely that your data are compatible with this null hypothesis.
If the test statistic is very different from what one would expect under the null hypothesis, then the P-value will be small. This means that we are unlikely to obtain the test statistic seen in the data if the null hypothesis were true. In that case, we reject the null hypothesis as long as P is less than some value chosen in advance. This value is the significance threshold, α , and is almost always set to α = 0.05. By contrast, if that probability is large, then there is nothing “special” about your data, at least from the standpoint of your null hypothesis. The test statistic is within the range expected under the null hypothesis, and we fail to reject that null hypothesis. Note the careful language here – in a standard frequentist framework, you never accept the null hypothesis, you simply fail to reject it.
Getting back to our lizard-flipping example, we can use a frequentist approach. In this case, our particular example has a name; this is a binomial test, which assesses whether a given event with two outcomes has a certain probability of success. In this case, we are interested in testing the null hypothesis that our lizard is a fair flipper; that is, that the probability of heads p H = 0.5. The binomial test uses the number of “successes” (we will use the number of heads, H = 63) as a test statistic. We then ask whether this test statistic is either much larger or much smaller than we might expect under our null hypothesis. So, our null hypothesis is that p H = 0.5; our alternative, then, is that p H takes some other value: p H ≠ 0.5.
To carry out the test, we first need to consider how many "successes" we should expect if the null hypothesis were true. We consider the distribution of our test statistic (the number of heads) under our null hypothesis ( p H = 0.5). This distribution is a binomial distribution (Figure 2.1).
We can use the known probabilities of the binomial distribution to calculate our P-value. We want to know the probability of obtaining a result at least as extreme as our data when drawing from a binomial distribution with parameters p = 0.5 and n = 100. We calculate the area of this distribution that lies to the right of 63. This area, P = 0.003, can be obtained either from a table, from statistical software, or by using a relatively simple calculation. The value, 0.003, represents the probability of obtaining at least 63 heads out of 100 trials with p H = 0.5. This number is the P-value from our binomial test. Because we only calculated the area of our null distribution in one tail (in this case, the right, where values are greater than or equal to 63), then this is actually a one-tailed test, and we are only considering part of our null hypothesis where p H > 0.5. Such an approach might be suitable in some cases, but more typically we need to multiply this number by 2 to get a two-tailed test; thus, P = 0.006. This two-tailed P-value of 0.006 includes the possibility of results as extreme as our test statistic in either direction, either too many or too few heads. Since P < 0.05, our chosen α value, we reject the null hypothesis, and conclude that we have an unfair lizard.
In biology, null hypotheses play a critical role in many statistical analyses. So why not end this chapter now? One issue is that biological null hypotheses are almost always uninteresting. They often describe the situation where patterns in the data occur only by chance. However, if you are comparing living species to each other, there are almost always some differences between them. In fact, for biology, null hypotheses are quite often obviously false. For example, two different species living in different habitats are not identical, and if we measure them enough we will discover this fact. From this point of view, both outcomes of a standard hypothesis test are unenlightening. One either rejects a silly hypothesis that was probably known to be false from the start, or one “fails to reject” this null hypothesis 2 . There is much more information to be gained by estimating parameter values and carrying out model selection in a likelihood or Bayesian framework, as we will see below. Still, frequentist statistical approaches are common, have their place in our toolbox, and will come up in several sections of this book.
One key concept in standard hypothesis testing is the idea of statistical error. Statistical errors come in two flavors: type I and type II errors. Type I errors occur when the null hypothesis is true but the investigator mistakenly rejects it. Standard hypothesis testing controls type I errors using a parameter, α , which defines the accepted rate of type I errors. For example, if α = 0.05, one should expect to commit a type I error about 5% of the time. When multiple standard hypothesis tests are carried out, investigators often “correct” their P-values using Bonferroni correction. If you do this, then there is only a 5% chance of a single type I error across all of the tests being considered. This singular focus on type I errors, however, has a cost. One can also commit type II errors, when the null hypothesis is false but one fails to reject it. The rate of type II errors in statistical tests can be extremely high. While statisticians do take care to create approaches that have high power, traditional hypothesis testing usually fixes type I errors at 5% while type II error rates remain unknown. There are simple ways to calculate type II error rates (e.g. power analyses) but these are only rarely carried out. Furthermore, Bonferroni correction dramatically increases the type II error rate. This is important because – as stated by Perneger (1998) – “… type II errors are no less false than type I errors.” This extreme emphasis on controlling type I errors at the expense of type II errors is, to me, the main weakness of the frequentist approach 3 .
I will cover some examples of the frequentist approach in this book, mainly when discussing traditional methods like phylogenetic independent contrasts (PICs). Also, one of the model selection approaches used frequently in this book, likelihood ratio tests, rely on a standard frequentist set-up with null and alternative hypotheses.
However, there are two good reasons to look for better ways to do comparative statistics. First, as stated above, standard methods rely on testing null hypotheses that – for evolutionary questions - are usually very likely, a priori, to be false. For a relevant example, consider a study comparing the rate of speciation between two clades of carnivores. The null hypothesis is that the two clades have exactly equal rates of speciation – which is almost certainly false, although we might question how different the two rates might be. Second, in my opinion, standard frequentist methods place too much emphasis on P-values and not enough on the size of statistical effects. A small P-value could reflect either a large effect or very large sample sizes or both.
In summary, frequentist statistical methods are common in comparative statistics but can be limiting. I will discuss these methods often in this book, mainly due to their prevalent use in the field. At the same time, we will look for alternatives whenever possible.