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Statistical significance

As explained in Effective Data Analysis

A property of a statistical result indicating that it would be relatively unlikely under a specified null hypothesis according to a chosen significance criterion.

Statistical significance means a result meets a chosen criterion for being relatively unlikely under a specified null hypothesis. It helps analysts decide how confidently to report a measured difference or relationship, but it does not, by itself, explain why the result occurred or whether it matters to a stakeholder’s decision. section 4.2.1 section 2.2.2

A responsible interpretation checks more than the test statistic:

  • Identify the test and its coefficient. A t-test produces a t-value; coefficients from different tests, such as t-values and ANOVA F-values, are not directly interchangeable. section 4.2.1
  • Use the relevant degrees of freedom and chosen p-value threshold to assess the result. A coefficient alone provides limited evidence about significance. section 4.2.1
  • Check the test’s assumptions before trusting its conclusion. Parametric tests may require attention to distributions, equal variances, and outliers; when adequate checks are infeasible, consider non-parametric statistics. section 4.2.1

The same comparison with more observations

A comparison of two groups’ test scores is non-significant in the smaller-sample illustration. Increasing the sample size by a factor of ten produces a statistically significant result. Report both the comparison and its sample size rather than treating the significance label as the whole finding. section 4.2.1

Figure 4.26 Increasing the sample size by a factor of 10 yields a statistically significant result.
figure

The figure illustrates how increasing sample size can change whether a group comparison reaches statistical significance. section 4.2.1

When findings conflict with a stakeholder’s hypothesis, revisit the behaviors and measures behind that hypothesis. A non-significant result does not establish that no relationship exists or that the opposite relationship holds. If a difference points in the expected direction but is non-significant, describe it as promising rather than confirmed; more time, users, or data may be needed. section 2.2.2

How Effective Data Analysis covers it

How deep it goes
Explains coefficients, degrees of freedom, thresholds, sample-size effects, and assumption checks, without treating a coefficient alone as decisive.
Examples
Illustrates a test-score comparison that becomes significant with a tenfold sample-size increase and stakeholder responses to non-significant findings.
What it assumes
Introduces the roles of coefficients, degrees of freedom, and thresholds while acknowledging that stakeholders may be unfamiliar with statistical significance.
What you can do after
Evaluate/understand test results with threshold and assumption checks, then communicate non-significant or conflicting findings without overstating them.
How it connects
Connects statistical significance to t-tests, ANOVA, p-values, degrees of freedom, parametric assumptions, and non-parametric statistics.

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This explainer was generated by Manning's knowledge graph from the text of Effective Data Analysis. The section links point to the parts of the book it draws on.