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The fickle P value generates irreproducible results

The reliability and reproducibility of science are under scrutiny. However, a major cause of this lack of repeatability is not being considered: the wide sample-to-sample variability in the P value. We explain why P is fickle to discourage the ill-informed practice of interpreting analyses based predominantly on this statistic.

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Figure 1: Simulated data distributions of two populations.
Figure 2: Small samples show substantial variation.
Figure 3: A larger sample size estimates effect size more precisely.
Figure 4: Sample size affects the distribution of P values.
Figure 5: How sample size alters estimated effect size.
Figure 6: Characterizing the precision of effect size using the 95% CI of the difference between the means.

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Acknowledgements

We thank J.W. Huber, C.M. Bishop and P.A. Stephens for helpful comments on drafts of this manuscript.

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Correspondence to Lewis G Halsey.

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Halsey, L., Curran-Everett, D., Vowler, S. et al. The fickle P value generates irreproducible results. Nat Methods 12, 179–185 (2015). https://doi.org/10.1038/nmeth.3288

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