Statistical Power, Clearly Explained!!!
Statistical Power is one of those things that sounds so fancy and, well, "Powerful", but it's actually a really simple concept and this video explains it so it's clear as day.
NOTE: This StatQuest assumes that you are already familiar with p-values and the normal distribution. If not, check out the 'Quests...
p-values: What they are and how to interpret them: • p-values: What they ar...
How to calculate p-values: • How to calculate p-values
The normal distribution: • The Normal Distributio...
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0:00 Awesome song and introduction
0:37 Concepts of Statistical Power
3:19 Definition of Statistical Power
4:57 Overlap and Statistical Power
6:35 Sample size and Statistical Power
7:03 Summary of concepts
#statquest #statistics
Пікірлер: 304
NOTE: This StatQuest was brought to you, in part, by a generous donation from TRIPLE BAM!!! members: M. Scola, N. Thomson, X. Liu, J. Lombana, A. Doss, A. Takeh, J. Butt. Thank you!!!! Support StatQuest by buying my book The StatQuest Illustrated Guide to Machine Learning or a Study Guide or Merch!!! statquest.org/statquest-store/
@ShivamSaini-xt6rg
4 жыл бұрын
What tools do you use to make your videos?
@statquest
4 жыл бұрын
@@ShivamSaini-xt6rg I use keynote and final cut pro.
I’m watching this and tears are coming to my eyes. So many classes where I felt so dumb. But I just needed it explained a certain way. I can’t thank you enough for your videos, I’m going to share them with everyone I know doing stats
@statquest
Жыл бұрын
Thank you very much! :)
@appsoftomorrow
Жыл бұрын
I get it. So true!
@1947umw
14 күн бұрын
Double BAM!!!
You are a truly gifted teacher. Thanks a lot for this video! I feel like statistics is that much more approachable thanks to this channel :)
@statquest
4 жыл бұрын
Wow, thank you!
I have just had a StatQuest Marathon today. You are one of my favourite teachers on KZread for knowledge. Thank you sir!
@statquest
4 жыл бұрын
Wow, thank you!
I am taking a stat course for my grad school. I am new to this other than one basic stat class in high school. You explained this in a few minutes better than my textbook. Thank you, sir!
@statquest
3 жыл бұрын
Glad it was helpful!
Dang I cant reject the awesomeness of these videos
@statquest
3 жыл бұрын
BAM! :)
Omg ! I should have waited and take stats inference course this sem instead of last semester. This video is awesome ! I finally understand power now! Keep the hard work up Josh!
@statquest
4 жыл бұрын
Hooray! Thanks!
You explained the concept in a very simple, explicit, and fun way. Thank you.
@statquest
2 жыл бұрын
Thank you!
You are awesome in every awesome way possible The way you incorporate details of sample size in statistics is so great
@statquest
4 жыл бұрын
Thank you so much 😀
@nielsthomsen2324
Жыл бұрын
🤡🤡
Very comprehensive explanation to get the insight even for beginners. At the same time, I also had fun. My heartfelt thanks to you Sir!
@statquest
2 жыл бұрын
Thanks!
Thank you for the great content again! Do you plan on making a video on Cohen's d, Cochrane's Q and all those meta-analysis merriments one day? :D (desperate PhD student asking)
honestly this is the only stat video i was entertained haha and i actually really enjoyed the video and understood everything!
@statquest
3 жыл бұрын
Bam!
Hello there, I have been following your tutorial recently. Great job but far lower sub. for the work you guys have done. Knowledge spread in a intuitive way is invaluable. Thumb up.
@statquest
4 жыл бұрын
Thank you very much! :)
Wow, this short video has explained to me what a 2 hour lecture failed to explain! Thankyou so much
@statquest
3 жыл бұрын
Glad it was helpful!
I never knew statistics can be so much fun!!! You are a star... thanks for doing this.. :)
@statquest
4 жыл бұрын
Thanks so much! :)
thank you so much for existing you are literally saving my life
@statquest
3 жыл бұрын
Hooray! :)
Dude, I really want to purchase your book after watching some of your videos!! Great job in explaining
@statquest
Жыл бұрын
Awesome, thank you!
Awsome video. No one else ever explained me so simply what "Power of a study" is.
@statquest
3 жыл бұрын
BAM! :)
Thank you so much for your amazing explanation. One of the best resources out there
@statquest
4 жыл бұрын
Thank you! :)
This is fun and truly enjoyable, keep doing it!
@statquest
3 жыл бұрын
Thank you! :)
"Shameless Self Promotion" ... hahahaha ... I can't stop laughing ... so cute ...
@statquest
4 жыл бұрын
:)
I feel I am out of words that will fit in your appreciation. You are simply amazing !!!!! Thank you so much and keep these gems coming, please. Can you please explain what is Tukey HSD analysis and how do we perform that?
@statquest
3 жыл бұрын
Thanks, and I'll keep that topic in mind.
Excellent explanation of Power; this was helpful. Thank you.
@statquest
3 жыл бұрын
Glad it was helpful!
Last week my professor told me that we don't power to explain a result. I wondered the powerful one in the group says we don't have power. That powerlessness took me here. Thanks a lot for explaining power so clearly. She (professor) is powerful again, because she understood it. Thanks again.
@statquest
2 жыл бұрын
bam!
Finally understand what is power, thank you for your wonderful video!
@statquest
4 жыл бұрын
Hooray! :)
This is amazing! In just 8 minutes! thank you❤️
@statquest
3 жыл бұрын
Glad you liked it!!
College courses are so hard for me because professors try to talk in PhD-ese. Thank you for breaking it down in simple terms.
@statquest
8 ай бұрын
Glad it was helpful!
I guess I'll have to watch the next video to see the difference between adding more samples to gat more power and the dreaded P-Hacking... on to the next video!! Thanks for the videos..
@statquest
29 күн бұрын
bam! :)
bro i could literally watch these videos for fun they're so good
@statquest
Жыл бұрын
bam! :)
Very helpful and with comedic relief. Thank you so much
@statquest
4 жыл бұрын
Bam! :)
Oh wow, I didn’t expect the example problem to be the exact one I was looking for!!!
@statquest
Жыл бұрын
bam!
I love the way you teach..... But honestly I love your opening! "There's clouds outside... But who cares.... It's time for Stat Quest... STATQUEST... "
@statquest
Жыл бұрын
Ha! I'd forgotten about this tune. It's a good one. :)
@apoorvarawat2235
Жыл бұрын
@@statquest thank you so much for your reply.... U r too good to be true♥️
Thank you !! For simplifying for the rest of us.
@statquest
2 жыл бұрын
Thanks!
amazing...each lecture is a treat
@statquest
2 жыл бұрын
Than you!
I never saw an author answer every question or acknowledge every comment; it's remarkable (and I'm not saying you HAVE TO do it; it's a huge job. I think it takes more time than making the videos themselves! -which, by the way, are excellent-)
@statquest
2 жыл бұрын
BAM! :)
This is the best stats channel on KZread
@statquest
2 жыл бұрын
Thank you! :)
Love the sound effects
@alecvan7143
4 жыл бұрын
Yet another topic I just figured I'd never get so simply and logically explained. Thank you, Josh.
@statquest
4 жыл бұрын
Hooray!!! :)
From this video i get to know that increase in power will decrease the type 1 error. May i right Mr.jos.. What a intutive video man...salute for your knowledge sharing....
@statquest
2 жыл бұрын
Thanks!
I hate that I'm finding out about this channel so late. My test is tomorrow and watching your videos would've helped so much. Nonetheless, I'll be binging these videos all night haha
@statquest
3 жыл бұрын
Good luck on your test! :)
@adriancruzat6994
3 жыл бұрын
@@statquest thank you!
♥ what a wonderful video! not even comparable to my dry epidemiology classes...
@statquest
2 жыл бұрын
Wow, thank you!
This is so helpful thank you so much! 🙏🏽✨ Greetings from Belgium 🇧🇪☺️
@statquest
Жыл бұрын
Thanks and greetings from Spain! (I'm in spain for the next week for work).
When you are driving in the rain, you can kinda see where you are going(how I felt about statistics before your video), the wind shield wiper is still necessary because it makes everything clearer (that's how your videos are to me). Confession: I was rolling my eyes when the cheesy BAM!!!s came out.
@statquest
9 ай бұрын
bam! :)
This is amazing. Thank you so much!
@statquest
3 жыл бұрын
Glad it was helpful!
Hi... Me and my husband really likes your videos... Your explaining skills are great and things become simple to understand... Please upload some videos related to Natural Language Programming
@statquest
4 жыл бұрын
Will try
Man you are awesome! I hope some day ! will teach like you
@statquest
2 жыл бұрын
Thank you!
Thanks for the strong video! Cheers from Ox.
@statquest
2 жыл бұрын
Thank you!
Amazing content! MANY MANY THANKS ❤❤❤❤❤
@statquest
Жыл бұрын
Most welcome 😊
Thank you for your great videos!
@statquest
2 жыл бұрын
Thank you so much for your support!!! :)
Thanks for an amazing video! One question, if I want to prove that data selected from two different group actually comes from the same distribution(opposite of your example) than do I need to set new null hypothesis("data come from different distribution") or does not rejecting null hypothesis multiple times prove that datas come from same distribution?
@statquest
2 жыл бұрын
Unfortunately you can't turn the hypothesis around. For details, see: kzread.info/dash/bejne/YqOXlpt9qaSZmLg.html
@statquest Can u pls make a video explaining concepts of stationarity and consistency in time series? And also the difference between weak and strong law of large numbers? Will be really helpful☺
thank you so much for this fun video
@statquest
2 жыл бұрын
Glad you enjoyed it!
thank you so much stat quest, i am currently doing a master thesis on TOST and using Assurance in place of power to calculate sample size, my background is clinical medicine, have little knowledge on stat, but thanks to your video i am doing fine in stat. However pls, i have a request, can you make a video on the concept of Assurance, or refer me to resources to help me on this subject.. Thanks
@statquest
3 жыл бұрын
I'll keep that in mind, but I can not promise anything soon.
So goood. Muchas gracias desde España !!
@statquest
Жыл бұрын
De nada! :)
Beautiful explanation, Thanks a lot! There's only one thing that I still find confusing that is: if the two distributions highly overlap with each other, what prevents us from thinking that both come from the same distribution? I mean we are looking at the weights of the exact same species (mice) why did we have a priori assumption that the weights of those on the special diet are different from those on a normal diet?
@statquest
2 жыл бұрын
If we have no reason to think that the mice come from two distributions, then we would not spend the time and money testing the hypothesis to begin with. So, in this case, we must know something about the diet - maybe one is very unhealthy, and the other one is very healthy - and this causes us to suspect that they might be from different distributions, and this then justifies spending the time and money doing the experiment and testing the hypothesis.
@mohammedelhamamsy3275
2 жыл бұрын
@@statquest Got it, Thanks again ❤
Will you do a series on multilevel models (aka linear mixed models or hierarchical models)?
@statquest
4 жыл бұрын
It's on the to-do list.
The varieties of BAMs got me 😂😂😂😂😂 Thanks for this video . Really helped me understand the concept
@statquest
3 жыл бұрын
Hooray! :)
Hey Josh, thanks for the video! In the event that you truly have one distribution (4:17), what if you sampled data from the 2 tails and do hypothesis testing, isn't it possible to falsely reject the null hypothesis? Why is it that power doesn't apply in that scenario?
@statquest
2 жыл бұрын
Yes, it is entirely possible to falsely reject the null hypothesis. This is called a "false positive" and it is controlled by the threshold of significance you set for the p-value. So you control false positives with the p-value. In contrast, you control false negatives with power.
Beautiful video! Any chance we can access the slides for quick revision @JoshStarmer ?
@statquest
2 жыл бұрын
I have PDFs of some of my videos here: statquest.org/studyguides/ and have a book coming out soon.
I fully expected to hear "AND SUBSTITUTE MY OWN" after you said "I REJECT YOUR HYPOTHESIS"
@statquest
2 жыл бұрын
:)
Hi Josh, thank you for posting such great content. Question...how does a measurement measurement repeatability error (from Gage R&R study) impact the power of the test as apposed to bias or reproducibility error? i.e. does measurement repeatability error reduce the power of the test?
@statquest
6 ай бұрын
I'm not familiar with measurement measurement repeatability error
Hi,your videos are great,and the opening sequences as well,thanks a lot My question is, what do I do if I want the power but at the same time don't know if my null hypothesis is true or not
@statquest
5 ай бұрын
You never know about the null in advance. You just calculate power based on the assumptions that the two things are different and by so much. So, given those assumptions, you can calculate power. We then do the test and, if there is a difference, we should be able to detect it and reject the null.. If not, then we'll just fail to reject the null.
@noname-go2kt
5 ай бұрын
@statquest I am sorry I don't understand what do you mean by the two things.For example at 4:25 you have said that the concept of power doesn't apply here since we know beforehand if our null hypothesis is correct or not. However what if I don't know,in short,is there any situation ever where I should not calculate power when doing hypothesis testing? Thanks a lot in advance
@statquest
5 ай бұрын
@@noname-go2kt Yes, when we know that there is no difference, then Power does not apply. But we never know - otherwise we wouldn't bother doing the test to begin with. So we assume that there is a difference and carry on from there. In theory you should always do a power analysis if you have reason to believe you need to do a statistical test.
Going by these videos and your Linear Regression videos, I wonder how many mice you got as Pets :)
@statquest
3 жыл бұрын
I used to work in a laboratory that studied mouse genetics.
Great video thank you!
@statquest
7 ай бұрын
Thanks!
LOVE YOUR VIDEOS, BAM!!!
@statquest
Жыл бұрын
Glad you like them!
Thanks a lot and I would like to ask: at 4:23, if 2 distributions are the same then there is no need for power so no Power analysis. However, I think we do power analysis to find optimum sample size and then do tests to see whether special and normal diets have 2 different distributions or the same. So may I ask won't this be a contradiction?
@statquest
2 жыл бұрын
We simply assume that we have two different distributions.
@casualcasual1234
2 жыл бұрын
@@statquest Oh thanks.
dear Josh, do you have a video clip explaining what stat tests we should use for different types of data eg mean, median, portion, rate, etc? thanks
@statquest
3 жыл бұрын
Not yet.
@vahidnajafzadeh4137
3 жыл бұрын
@@statquest BAM it 😉
could you help me with this? i am assigned an experiment with growing of mung beans in seasalt vs sodium chloride (table salt) and my null hypothesis for the experiment is that there is no difference in growth whether it is grown in seasalt or nacl. my alternate hypothesis is that there is a difference. however, before i start the experiment i need to find out the number of beans to use for each test i.e n=? and to find out the optimum sample size to use, my teacher asked me what is the statistical power for this experiment? please help ive been stuck on this for days and cant start my experiment because i still cant justify the amount of beans i should use to test on.
@statquest
3 жыл бұрын
Umm... Just follow the steps in this video to calculate the sample size.
so helpful!!
@statquest
3 жыл бұрын
:)
Thank you so much for This
@statquest
10 ай бұрын
Thanks!
Out of curiosity, at 2.13 even though we are knowingly calculating the p-values from samples from 2 distributions, do we still apply the BH method (FDR) discussed in the previous stat quest? When do we use FDR?
@statquest
6 ай бұрын
When you know that you have two distributions to begin with, there's no point in even calculating the p-value to begin with. In other words, this is just an example. That being said, in practice, we never know, and if we do multiple tests, then we should correct for that with FDR or some other method.
great video!!!
@statquest
3 жыл бұрын
Thank you! :)
Please do a video on "maximum mean discrepancy"
1:33 On this slide, It seems like the reason we correctly reject the Null hypothesis it is because the p-value is less than 0.05, but based on what I have learnt from your previous videos, I think it is because the value was actually very small (0.0004). Am I wrong? Cuz, what we only can say if it is below 0.05, it is that you can reject the Null Hypothesis and you will do it 95% of the time, but you still can be wrong rejecting it. Maybe the word could be, reject with a lot of confident?
@giraldiego
2 жыл бұрын
Nevermind, I watched the rest of the video and now I understand better. It was just that at that point of the video I didn´t understand, without knowing what was coming next.
@statquest
2 жыл бұрын
BAM! :)
How to determine that ‘same distribution’? I’ve always struggled with this concept in the context of A/B testing. Is the baseline distribution the treatment sample, the control sample, or the combination of both?
@statquest
3 жыл бұрын
Usually it is the control sample.
@moart87
3 жыл бұрын
StatQuest with Josh Starmer thanks for replying! I work in marketing and use a 10% control sample (to reduce opportunity costs). Should I use the treatment sample as a baseline in that case?
@statquest
3 жыл бұрын
@@moart87 It doesn't matter because either way you are trying to determine if one is different from the other.
Just one quick question for my last BAM today: Did I understand correctly that the p-value is the probability for a Type I error and (1 - Power) the probability for a Type II error? Thanks a thousand and good night from Berlin!
@statquest
4 жыл бұрын
A "Type I" error is a false positive, and a p-value is the probability of getting a false positive (incorrectly rejecting the null hypothesis when it is true). A "Type II" error is the probability of getting a false negative (incorrectly failing to reject the null hypothesis when it is false). Does that make sense?
Most fun statistics i've had!! BAMMM
@statquest
3 жыл бұрын
BAM! :)
I love the song in beginning of videos:)
@statquest
Жыл бұрын
Hooray! :)
Laugh upon hearing there's a shameless self promotion LOL Good job!
@statquest
8 ай бұрын
Thank you! :)
Thanks so much!
@statquest
2 жыл бұрын
You bet!
ok so i am not sure if i'll get an answer here, but if we a low power, does that mean we are more likely to do p-hacking? In the last example we knew that both the observations came from different distributions, but had we not known that, would rejecting the null hypothesis based on a few p values be p hacking
@am3202
6 күн бұрын
Ah nvm after going through a few of the comments apparently this gets answered in the next video.
@statquest
6 күн бұрын
:)
based on this video, I assumed that independent samples t-test should have more power than paired-samples t-test. But apparently, that is incorrect: "When the same participants are used across conditions, the unsystematic variance (often called the error variance) is reduced dramatically, making it easier to detect any systematic variance". could you help me with this? Thanks!
@statquest
2 жыл бұрын
If your samples are paired, then you should use a paired t-test (and it will have much more power than unpaired), this is because pair samples tend to have some correlation, and that information is helpful in understanding how different things are.
I literally love you
@statquest
2 жыл бұрын
:)
The P value by seeing....
@statquest
3 жыл бұрын
bam! :)
When the Null Hypothesis says "subscribe to my channel for more stat videos," my small p-value says "I will continue to watch your videos without subscribing!" MEDIUM BAM
@statquest
3 жыл бұрын
Noted
when you say "power is the probability that we will correctly reject the null hypothesis" - is the alternative of correctly rejecting the null hypothesis ONLY incorrectly rejecting the null hypothesis? or does it include incorrectly NOT rejecting the null hypothesis
@statquest
2 жыл бұрын
Power assumes that the null is not true and we should reject it, so the only alternative from correctly rejecting it is to not reject it.
@statquest man, you should create courses for Data Camp since they pretty much suck in explaining difficult statistical things :)
@statquest
4 ай бұрын
I'll keep that in mind!
YOU ARE THE GREATEST
@statquest
Жыл бұрын
Thank you! :)
How do you calculate the P value of something that isn't due to chance? I watched your video on calculating P values, the example was on coins. Tossing coins is purely by chance if the coin was fair. Since food and drug are not fair, they are rigged, ie, they have a purposeful effect, how do you calculate P value? What is the value for each step? You "How to calculate p-values" video listed 3 steps. What would be the value of step 1 and 2? Would you say "What are the chances of the weight being specifically a value" (say, 80.19 grams) or "What are the chances of the weight being above or below a certain value"? Because if that is the case, it would be 50% since, when there is a clear difference between the 2, one entire group would be more than your set value, and the other will be less, as your graph demonstrates. Ie if 3 out of 6 are above a certain value (normal diet) and 3 out of 6 are under that value, it would be 3/6 which is 50%. Then since the value can be set at anything, if I set it super low or super high so it includes all or neither of the two groups, such as "chances of a mouse being less than 0 grams" or "more than 100kg" then you can say 0 out of 6. How do you calculate the p value then? As always: I hate statistics and statistics make no sense.
@statquest
3 жыл бұрын
Again, there is almost always variation in the data we collect. Some of that variation is due to things were are interested in, some of that variation is due to things were are not interested in. p-values help us filter out the variation we are not interested in.
What tools do you use to make your videos?
@statquest
4 жыл бұрын
keynote and finalcut pro.
It is just perfect!!!!!!!
@statquest
4 жыл бұрын
Thank you! :)
Love it!
@statquest
2 жыл бұрын
:)
Please make a video on t-dist .
My new favorite video ^^^
@statquest
Жыл бұрын
bam! :)
Thank you!
@statquest
2 жыл бұрын
You're welcome!
can you please make a vedio on statistical significance and relation with p value
@statquest
Жыл бұрын
I've already got one: kzread.info/dash/bejne/qJmhvNZ-fZmZd7w.html and kzread.info/dash/bejne/YqOXlpt9qaSZmLg.html
You're the best !!!!!
@statquest
2 жыл бұрын
Thanks!
Hi Josh, can you make a video about heteroscedasticity?
@statquest
3 жыл бұрын
I'll keep that in mind.
@michaelnguyen7081
3 жыл бұрын
@@statquest thank you!!!
thank you so so so much
@statquest
3 жыл бұрын
You're welcome!
Really clear
@statquest
3 жыл бұрын
Thanks!
Much power in the lol - so good man
@statquest
3 жыл бұрын
Thanks! :)