Controlling decision errors with minimal costs: The sequential probability ratio t test.
Martin Schnuerch, Edgar Erdfelder
Abstract
Martin Schnuerch, Edgar Erdfelder
Abstract
For several years, the public debate in psychological science has been dominated by what is referred to as the reproducibility crisis. This crisis has, inter alia, drawn attention to the need for proper control of statistical decision errors in testing psychological hypotheses. However, conventional methods of error probability control often require fairly large samples. Sequential statistical tests provide an attractive alternative: They can be applied repeatedly during the sampling process and terminate whenever there is sufficient evidence in the data for one of the hypotheses of interest. Thus, sequential tests may substantially reduce the required sample size without compromising predefined error probabilities. Herein, we discuss the most efficient sequential design, the sequential probability ratio test (SPRT), and show how it is easily implemented for a 2-sample t test using standard statistical software. We demonstrate, by means of simulations, that the SPRT not only reliably controls error probabilities but also typically requires substantially smaller samples than standard t tests and other common sequential designs. Moreover, we investigate the robustness of the SPRT against violations of its assumptions. Finally, we illustrate the sequential t test by applying it to an empirical example and provide recommendations on how psychologists can employ it in their own research to benefit from its desirable properties. (PsycINFO Database Record (c) 2020 APA, all rights reserved).
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For several years, the public debate in psychological science has been dominated by what is referred to as the reproducibility crisis. This crisis has, inter alia, drawn attention to the need for proper control of statistical decision errors in testing psychological hypotheses. However, conventional methods of error probability control often require fairly large samples. Sequential statistical tests provide an attractive alternative: They can be applied repeatedly during the sampling process and terminate whenever there is sufficient evidence in the data for one of the hypotheses of interest. Thus, sequential tests may substantially reduce the required sample size without compromising predefined error probabilities. Herein, we discuss the most efficient sequential design, the sequential probability ratio test (SPRT), and show how it is easily implemented for a 2-sample t test using standard statistical software. We demonstrate, by means of simulations, that the SPRT not only reliably controls error probabilities but also typically requires substantially smaller samples than standard t tests and other common sequential designs. Moreover, we investigate the robustness of the SPRT against violations of its assumptions. Finally, we illustrate the sequential t test by applying it to an empirical example and provide recommendations on how psychologists can employ it in their own research to benefit from its desirable properties. (PsycINFO Database Record (c) 2020 APA, all rights reserved).
Key concepts: Sequential probability ratio test, Sequential analysis, Statistical hypothesis testing, Type I and type II errors, Statistics, Sample size determination, Computer science, Robustness (evolution)