Table of Contents

4.1 The logic of hypothesis testing

In the last unit we learned how to think about and build confidence intervals. We explained how we could use confidence intervals to deal with uncertainty when estimating population parameters. Confidence intervals as we will see are very commonly used in statistics. The other key inferential tool in data analysis is the hypothesis test. Today we will focus on this second tool.

Last week we saw how we could use confidence intervals as well to form a view about whether there are differences across groups in the population. In particular, we used confidence intervals to assess whether there was a difference in age between men and women involved in fatal collisions. In particular we saw how we could construct a confidence interval for the difference of the mean value of age for men and women. And we also saw how we could do “inference by eye” by virtue of visually comparing the confidence interval for the estimated mean value of fear for men and the estimated mean value of fear for women. Now we are going to use a different approach to make inferences about the existence of these differences in the population: hypothesis testing.

Wikipedia defines a statistical hypothesis test as “a method of making decisions using data from a scientific study”. The logic of hypothesis testing is based in the work of a number of pioneers in the field of statistics, the British Ronald Fisher and Egon Pearson and the Polish Jerzy Neyman . This work is so important that some people argue that Sir Ronald Fisher is one of the most influential academics in the history of science; not a small feat!

Hypothesis testing, or null hypothesis testing (NHST) as it is often referred to, proceeds in a number of steps.

  1. We always start with a research question

Our research questions in criminology can vary: Are ethnic minorities more likely to be stopped and searched? Does punishing offenders reduces crime? Is crime going down? Is self-control associated with offending? Here we are asking are women more afraid of violent crime than men?

  1. To answer a research question we have to formulate at least one and sometimes several research hypotheses related to it

A research hypothesis is simply a proposed answer to our research question that we can test by carrying out some research. Research hypothesis can be directional and non-directional:

“When the research hypothesis does not indicate a specific type of outcome, stating only that there is a relationship or a difference, we say that it is a nondirectional hypothesis. However, in those cases where a researcher has a very clear idea of what to expect -based on prior research evidence and/or theory -the research hypothesis may be more precise. In this case, the researcher may specify the nature of the relationship that is expected. Such a research hypothesis is called a directional hypothesis. When a directional hypothesis is used, the researcher states at the outset that he or she is interested in a specific type of outcome -for example, that one group has more arrests than another. Suppose we are interested in comparing the arrest records of drug involved offenders with those of offenders who do not use drugs. Our research hypothesis might be simply that the arrest records of drug involved offenders and offenders who do not use drugs are different (a nondirectional hypothesis). But based on prior knowledge of criminal behaviour among drug-involved offenders, we might want to state a directional hypothesis -that drug-involved offenders have more serious arrest records than do non-drug involved offenders. One problem with choosing the latter option is that if we state our research hypothesis as a directional hypothesis, we are stating that we are not interested in outcomes that fall in the opposite direction. In criminal justice research, we can often be surprised by what we learn in a study. Accordingly, researchers generally are cautious in defining a directional research hypothesis” (Weisburd and Britt, 2010: 120)

In our example, the research hypothesis will be nondirectional and simply state that there are differences in the fear of violent crime among men and women.

  1. The following step is to formulate what is called a null hypothesis

In frequentest statistical inference we test hypothesis not in reference to the research hypothesis but in reference to the null hypothesis. The null hypothesis gains its name from the fact that it usually states that there is no relationship or no difference. “We make decisions about hypothesis in relation to the null hypothesis rather than the research hypothesis. This is because the null hypothesis states that the parameter in which we are interested is a particular value” (Weisburd and Britt. 2010: 122).

In the example that we are using the null hypothesis would be that there is no difference in mean level of fear for males and females. This is the same than saying that the difference on fear for these two groups is zero. So, using the null hypothesis gives us a specific value. Typically this value is zero, whereas the research hypothesis would be consistent with any of many values other than zero. We will see in a second why working with a precise value such as zero is helpful.

De Veaux et al (2012) explain the logic of hypothesis testing as being similar to the logic of jury trials. In jury trials within the Common Law tradition somebody is innocent until proven guilty:

“the null hypothesis is that the defendant is innocent… The evidence takes the form of facts that seem to contradict the presumption of innocence. For us” (researchers) “this means collecting data… The next step is to judge the evidence. Evaluating the evidence is the responsibility of the jury in a trial, but if falls on your shoulders in hypothesis testing. The jury considers the evidence in light of the presumption of innocence and judges whether the evidence against the defendant would be plausible if the defendant were in fact innocent. Like the jury, you ask, ‘Could these data plausibly have happened by chance if the null hypothesis were true?’ If they are unlikely to have occurred, then the evidence raises a reasonable doubt about the null hypothesis. Ultimately, you must make a decision. The standard of beyond a reasonable doubt is wonderfully ambiguous… But when you ask the same question of your null hypothesis, you have the advantage of being able to quantify exactly how surprising the evidence would be were the null hypothesis true” (De Veaux et al. 2012: 479)

So, in hypothesis testing we look at our observed sample data. In our case, we look at the difference in fear of violent crime for males and females and we ask ourselves the question: is the observed difference likely to have come from a population where the real difference is zero (as our null hypothesis specifies)? As you can see, testing against the null gives us the advantage of testing against a specific value. We can compare the value that we observe with zero, the precise value hypothesised by the null hypothesis.

  1. The fundamental step in hypothesis testing, therefore, is the question: are the observed data surprising, given the null hypothesis? And the key question is to determine exactly how likely the data we observed would be were the null hypothesis a true model of the world

So in essence we are after a probability, specifically a conditional probability (i.e, the probability of our data if the null hypothesis were true). We are trying to quantify the probability of seeing data like the one we have observed (a difference of 0.79 in our example) if we take as given that the null hypothesis is true (and the value “should be” zero). We call this probability the p value.

When the p value is high, then we can conclude that we have not seeing anything unusual. Events that have a high probability of happening happen often. The data are thus consistent with the model from the null hypothesis, and we have no reason to reject the null hypothesis. But we realize many other similar hypotheses could also account for the data we’ve seen, so we haven’t proven that the null hypothesis is true. The most we can say is that it doesn’t appear to be false. Formally, we fail to reject the null hypothesis. That’s a pretty weak conclusion, but it’s all we’re entitled to. When the p value is low enough, it says that it’s very unlikely we’d observed data like these if our null hypothesis were true. We started with a model. Now the model tells us that the data are unlikely to have happened. The model and the data are at odds with each other, so we have to make a choice. Either the null hypothesis is correct and we’ve just seen something remarkable, or the null hypothesis is wrong…” (De Veaux et al. 2012: 480)

When is a p value high and when is low? Typically, we use criteria similar to those we use when constructing confidence intervals: we would consider a p value low enough if 95% of the time the observed data was considered to be inconsistent with the model proposed by our null hypothesis. So, we look for p values that are smaller or bigger than 0.05.

That is, we look for differences that happen less than 5% of the time before we tentatively reject the null hypothesis. However, there is nothing sacrosanct about 95% and you could have good reasons to depart from this criterion (read page 123 to 128 of Weisburd and Britt, 2010 for further details).

You will see that statistics books refer to the threshold we use to define a p value as high or low as our level of statistical significance (also often referred to as the alpha level). In our example here (and all the others we will use this semester) we will use an alpha level of 0.05. That is we will reject the null hypothesis only if our p level is below that threshold.

  1. After defining our research and null hypothesis and having taken a decision of how low our p value ought to be in order to reject the null hypothesis, we need to specify a model for testing this null hypothesis. All models make assumptions, so an important part of specifying a model is stating your assumptions and checking that they are not being violated.

Through the semester we will cover a number of statistical tests, all with their own assumptions. These tests are appropriate in different circumstances (defined by their assumptions). Basically what we will be doing in the remaining thematic units this semester is to explain what those circumstances are for each test so that you can choose the right one on each occasion. We will see later the assumptions made by the sort of hypothesis tests you use to compare means across groups.

  1. Once we’ve gone through all those steps comes the calculation of the test statistics and, based on the results, our decision

Different tests that we will encounter this semester have different formulas. Sometimes I will give you a basic description of what those formulas are doing, because it is good to know what is being computed for conceptual understanding. But the mechanics are handled by the computer. So all you really need to know for the purposes of passing the course is how to interpret the results of these tests. You won’t need to memorise those formulas nor calculate anything yourself.

The ultimate goal of these statistical tests for hypothesis testing is to obtain a p value: the probability that the observed statistic (or a more extreme value) occurs if the null model is correct. If the p value is small enough (smaller than our alpha level: such as 0.05) then we will “reject the null hypothesis”. If it is not, we will “fail to reject the null hypothesis”. The language is important.

Whatever you decide, the American Psychological Association Statistical Committee recommends that it is always a good idea to report the p value as an indication of the strength of the evidence. That is, not only report the finding to be significant or not, also report your actual p value.

4.2 Comparing means across two groups (the t test)

Let’s elaborate with our example. Our research question is whether women are more afraid of crime. We are going to test a non-directional hypothesis and use an alpha level of .05. The test we use in this case is the t test, which relies in the t Student distribution introduced last week. This test makes a number of assumptions that we need to check first.

This t test makes a number of assumptions:

  1. We are comparing means or proportions (that is our original variable is either a quantitative variable OR we have a binary variable with a large sample) across two groups. We are indeed doing so.

  2. Population distribution: normal distribution is assumed in both populations (but this assumption can be relaxed if both samples are large). We will check this shortly. Because the tests make assumptions about the shape of the distribution we say that the t test is a parametric test. Tests that do not make this sort of assumptions are called non-parametric.

  3. Independence assumptions: To use the method the two groups must be independent of each other.This assumption would be violated if, for example, one group would consist of husbands and the other group their wives. The values for couples might be related. But this is not the case with the BCS data. Similarly if we compare an individual before and after a treatment, his/her observations would be related. For these situations we would need a different test (the dependent t test, which we won’t cover).

  4. Sampling method: the data were obtained through independent random sampling. The BCS uses a complex survey design which would require the use of special procedures for hypothesis testing. However, those special procedures are well beyond the scope of this course and would typically be covered in more advanced courses. Therefore, for convenience we will proceed as if this assumption is met.

You may also want to check for outliers by plotting the data, for in some cases this may distort your results, particularly with smaller samples. So we are ok with 1 and 2, and are going to proceed as if 4 is met. What about normality? With large samples you can relax this assumption. However, you may want to also check if your sample data are normally distributed.

##R in Windows have some problems with https addresses, that's why we need to do this first:
#We create a data frame object reading the data from the remote .csv file
library(ggplot2,quietly=TRUE, warn.conflicts=FALSE)
ggplot(BCS0708, aes(x = tcviolent, colour = sex)) + #you will need to load the data as explained in week 1
## Warning: Removed 3242 rows containing non-finite values (stat_density).

The plotted density provide a visual tool for assessing the unimodality and the symmetry of the distribution. Later we will discuss a more elaborate graphical tool for assessing the normal condition (e.g., the normal probability plot).

For now let’s assume this is good enough. Then we would be ready to compute the t test.

t.test(tcviolent ~ sex, data = BCS0708)
##  Welch Two Sample t-test
## data:  tcviolent by sex
## t = 29.114, df = 8398.3, p-value < 2.2e-16
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
##  0.5614656 0.6425300
## sample estimates:
## mean in group female   mean in group male 
##            0.3281656           -0.2738322

If the code and the results look familiar is because we already saw them last week when producing the confidence interval for the sampling distribution of the difference of two means. Last week we focused on the 95% confidence interval, now we are going to look at the first few lines of printed output.

First we see is the so-called Welch two sample t-test. It is a version of the t test that does not assume that the variance of your response variable is the same for your two groups. It is the default version we will always use. You also see a value for “t” (-29.11), this is the test statistic obtained using the formula for the t test and something called df (abbreviation for degrees of freedom). Farther to the right you see a value for p, this gives the probability associated with observing the difference in our sample if the null hypothesis were true. This value is 2.2e-16. If you are not used to this notation essentially what it means is that you need to move the decimal point 16 times to the left. In other words, the p value here is very close to 0 and therefore we can reject the null hypothesis that the difference in the population is 0. The observed difference in this sample would have been rather implausible if the null hypothesis were true. Therefore, here we would argue that our evidence suggests that we can reject the null hypothesis. We can say that there is a statistically significant difference between fear of violent crime for men and women in England and Wales.

It is important you remember this: the p value is not the probability that the null hypothesis is true. Imagine that our p value was 0.04. As tempting as it may be to say that a p value of 0.04 means there is a 4% chance that the null hypothesis is true, that just isn’t right. The only thing that we are in a position to state is: given the null hypothesis, there is a 4% chance of observing the difference that we have actually observed (or one more unlikely).

Before we said that the difference between the mean score of fear of violent crime for males and females is statistically significant. It is of critical importance that you understand what this actually means. Unfortunately, in this context significance does not quite have the same meaning that we give it in normal language.

When in normal language we say that something is significant we mean to say that it is important. When in statistics we say that something is statistically significant we don’t mean to say that it is important. All it means is that, if we trust our data and methods, we are in a position to reject the null hypothesis with the threshold (alpha level) that we specified (0.05) a priori. It is something much more specific as you can see. Basically all we are saying is that we are willing to reject the null hypothesis that there is whatsoever no difference (or relationship) in the population.

However, rejecting the null hypothesis is, very often, not terribly “important” in a practical or theoretical sense. Think about our example. All we can say as a result of our t test here is that in the population on average the difference between fear of violent crime for males and females is likely to be different from zero. That’s all! The null hypothesis, in this sense, is almost invariably known to be untrue even before you do your study! Is that significant in the normal sense (i.e., important)? Is a difference of -0.6 in these scores important? The fact this variable uses an artificial metric makes it even more difficult to evaluate.

To make statistical significance even more “insignificant” in a practical sense, if you work with large samples almost everything will be statistically significant. It is easier to achieve statistically significant results if your sample size is large enough. Some statisticians therefore are very dismissive of p values as not very informative. They argue that p values may simply be a measure of sample size.

Precisely for these reasons, it is always important to combine the use of p values with some discussion of the effect size. That is, you not only want to discuss the probability of a difference in the population but want to say something about the magnitude of the observed difference.

In the example we are examining the effect size is the observed difference of -0.6. Is this large or small? Interpreting this in raw format, in the original scale, requires some subjective judgement. And I mean subjective in a positive way, it means you have to think about it. Unfortunately, the original scale here uses an artificial metric that is difficult to evaluate on its own.

We can always look at standardised measure of the effect size. You will find a number of standardised measures of effect size. They aim to give you a sense of how large these differences are by using a standardised metric. We are just going to use one of them, Cohen’s d, for this scenario. We can obtain this measure with the cohen.d() function from the effsize package, which you will have to install.

library(effsize, quietly=TRUE, warn.conflicts=FALSE)
cohen.d(BCS0708$tcviolent ~ BCS0708$sex)
## Cohen's d
## d estimate: 0.6281126 (medium)
## 95 percent confidence interval:
##       inf       sup 
## 0.5842992 0.6719260

The output suggest that the Cohen’s d estimate is a medium effect size. Cohen proposed a set of rules of thumb to interpret the d statistic: an effect size (in absolute value) of 0.2 to 0.3 might be a “small” effect, around 0.5 a “medium” effect and 0.8 to infinity, a “large” effect. However, keep in mind these rules are not absolute. In some fields of research and in relation to some problems the rules of thumb may be slightly different. You need, in professional practice, to be alert to those nuances by being familiar to the rules that other researchers use in your particular area of work.

How do we write our results up? We could say the following (and in case you are wondering, we covered last week how to obtain the standar errors using the psych package):

“On average, males have a lower score of fear of violent crime (M=-.27, SE=.01) than the female group (M=.33, SE=.02). Using an alpha level of 0.05, this difference was significant (t=-29.11, p=.000) and represented a medium-sized effect (Cohen’s d=-0.63).”

This is what you would write in your “Findings” section. In your “Conclusions” you would need to discuss what the theoretical or practical implications of this finding are; connecting it to existing theoretical debates. If your test had been insignificant (a p value greater than 0.05) then you would have to say so: “the difference was insignificant, thus, we failed to reject the null hypothesis”.

One important thing to remember is that when doing hypothesis testing there is always the possibility of error. Our statements are probabilistic. We could be rejecting the null hypothesis when we shouldn’t (false positive or Type I error), if we are using an alpha level of .05 this may happen 5% of the time, or we may fail to reject the null hypothesis when we should (false negative or Type II error).