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The p-value and model specification in statistics
Bokai Wang1, Zhirou Zhou1, Hongyue Wang1
1Departments of Biostatistics and Computational Biology and Anesthesiology, University of Rochester, Rochester, New York, USA.
Abstract:
The p value has been widely used as a way to summarise the significance in data analysis. However, misuse and misinterpretation of the p value is common in practice. Our result shows that if the model specification is wrong, the distribution of the p value may be inappropriate, which makes the decision based on the p value invalid.
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