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<br />86
<br />
<br />As yet we have no general way to think clearly and
<br />sharply about these matters. Multiple-comparison
<br />methods may provide a Band-Aid. but not a fundamental
<br />remedy.
<br />An excellent brief treatment of the multiplicity problem
<br />is given by John W. Tukey (1977) in the setting of clinical
<br />trials, a setting with similarities to that of weather modifi-
<br />cation. Others have written about aspects of it, and there
<br />are discussions of it, with bibliography, in at least four
<br />articles of the Internatio1!-al Encyclopedia of the Social
<br />Sciences under such rubrics as data-dredging andhy-
<br />potheses suggested by the data (Lehmann 1968, p. 42;
<br />Selvin 1968, p. 418; Kruskal 1968a, p. 212; and Kruskal
<br />1968b, pp. 247-~8. These articles, with extensive revi-
<br />sions and postscripts, appear in the I nternatwnal En-
<br />cyclopedia of Statistics, 1978).
<br />
<br />4. MULTIPLICITY AND CONCERNS ABOUT
<br />RANDOMIZATION
<br />
<br />The problems of mUltiplicity arise in many ways, and
<br />one of those ways is especially relevant to the present
<br />discussion: the expression of concerns about the ran-
<br />domization procedure used in an experiment. To give
<br />concrete circumstances, suppose that an experiment con-
<br />sists of paired observations, say a control plant variety
<br />and a new plant variety, both grown in pots that are
<br />paired as to soil, position in greenhouse, etc. Which pot
<br />of a pair gets the control and which the new variety is
<br />decided by the flip of a fair coin, with independence of
<br />the flips over pairs.
<br />The primary observations are on, let us say, the dry
<br />weight of the harvested plants. Yet there are many pos-
<br />sible contextual observations of quantities that may
<br />affect growth: the two pots of a pair will generally differ
<br />in humidity of soil; amounts of iron, zinc, etc. in the soil;
<br />friability of soil; micro-climate: temperature, humidity,
<br />breezes, etc.; amount of soil, etc. An agronomist might,
<br />I suppose, easily write down 25 or 30 such variates. If
<br />there are k such variates, if they are stochastically in-
<br />dependent, and if we do a suitable paired two-sample
<br />test of the null hypothesis of no difference between con-
<br />trol and new variety for each, at, say, the .05 level, then
<br />the null probability of finding at least one statistically
<br />significant difference is 1 - (.95)1:. As we all know, that
<br />is only .05 for k = 1, but it grows fairly rapidly, and even
<br />if k is only 12, the probability of at least one suchmis-
<br />leading result is about one-half.
<br />Of course in practice the variates will not be inde-
<br />pendent, but the moral is unchanged. Only the details
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<br />Journal of the American Statistical Association, March 1979
<br />
<br />wouldl be different-if we knew how to do the calculations.
<br />In general we do not know that, although usable bounds
<br />may <<lxist in favorable situations.
<br />Consider a critic of an experiment who expresses
<br />doubts about the validity of its randomization procedure
<br />by finding a statistically significant effect in the con-
<br />textw~l variates, an effect that cannot come from the
<br />treatment. Such a critic is under a special obligation to
<br />layout all the effects examined, and to point out as
<br />quantitatively as possible the extent to which multiplicity
<br />degrades P-values or other properties based on single-
<br />analysis models. .
<br />The problem is difficult to think about because un-
<br />doubtedly some putative randomization procedures really
<br />are faulty, either by malice or inadvertently. We need not
<br />dwell on the marketing firm with a financial interest in
<br />how results turn out, or on the statistically innocent
<br />medi(:al assistant who wants the doctor's treatment to do
<br />well, or on the experimenter himself who quite uncon-
<br />SCiOWlly peeks at the randomly generated numbers or
<br />ex post facto and tendentiously discards as aberrant some
<br />experimental units; these are all prototypes that surely
<br />have existed. In this post-Freudian era, it is not shocking
<br />to note that sincere assertion of honor and honesty may
<br />coexi.ut with selective slips of the hand or tongue.
<br />And yet there are thoroughly honest randomizations
<br />as well, although no randomization can stand up in-
<br />definitely to attack when a moderate to large number of
<br />partly independent contextual characteristics (together
<br />with functions of these characteristics) are examined.
<br />In this arena abound unsolved, even unstated, prob-
<br />lems of scientific philosophy and public policy. The latter
<br />arise with special force when the randomized experiments
<br />are very expensive or are likely to have relatively im-
<br />medilLte effects on national policy.
<br />
<br />REFERENCES
<br />
<br />Bunker, J.P., Hinkley, D., and McDermott, W.V. (1978), "Surgical
<br />Innovation and Its Evaluation," Science, 200, 937-941.
<br />Krusk:ilJ, William H. (1968110), "Statistics I. The Ji'ield," in Inter-
<br />nati<mal EncycJqpedia of the Social Sciencea, Volume 15, ed. David
<br />L. Sills, New York: Macmillan, 206-224.
<br />-- (1968b), "Significance, Tests of," in International Encyclo-
<br />pedia of the Social Sciencu, Volume 14, ed. David L. Sills, New
<br />York: Macmillan, 238-250.
<br />Lehmnnn, E.L. (1968), "Hypothesis Testing," in International
<br />Ent<rJcJqpedia of the Social Sciencu, Volume 7, ed. David L. Sills,
<br />New York: Macmillan, 40-47.
<br />Belvin, Hanan C. (1968), "Survey Analysis 1. 'Methods of Survey
<br />Analysis," in International EncycJqpedia of the Social Sciencu,
<br />Volume 15, ed. David L. Sills, New York: Macmillan, 411-419.
<br />Tukey', John W. (1977'), "Some Thoughts on Clinical Trials, Espe-
<br />cially Problems of Multiplicity," Science, 198,679-684.
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