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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 <br /> <br />? I <br />. _",.h ,.~_." J,_"...< <br /> <br />, ,,:4i,-,:-..._" <br /> <br />~,"i',--~"}.;...:.' <br /> <br />.''',~ "-'" _ -J., ~ <br /> <br />'-;.' <br /> <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. <br /> <br />I <br />j <br />