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The correlation between original and replication effect sizes might be spurious

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By Daniel Lakens

In the reproducibility project, original effect sizes correlated r=0.51 with the effect sizes of replications. Some researchers find this hopeful.

— Jessie Sun (@JessieSunPsych) January 28, 2016

I don’t think we should be interpreting this correlation at all, because it might very well be completely spurious. One important reason why correlations might be spurious is the presence of different subgroups, as introduction to statistics textbooks explain.
When we consider the Reproducibility Project (note: I’m a co-author of the paper) we can assume there are two subsets, one subgroup consisting of experiments that examine true effects, and one subgroup consisting of experiments that examine effects that are not true. This logically implies that for one subgroup, the true effect size is 0, while for the other, the true effect size is an unknown larger value. Different means in subgroups is a classic case where spurious correlations can emerge.
I find the best way to learn to understand statistics is through simulations. So let’s simulate 100 normally distributed effect sizes from original studies that are comparable to the 100 studies included in the Reproducibility Project, and 100 effect sizes for their replications, and correlate these. We create two subgroups. Forty effect sizes will have true effects (e.g., d = 0.4). The original and replication effect sizes will be correlated (e.g., r = 0.5). Sixty of the effect sizes will have an effect size of d = 0, and a correlation between replication and original studies of r = 0. I’m not suggesting this reflects the truth of the studies in the Reproducibility Project – there’s no way to know. The parameters look sort of reasonable to me, but feel free to explore different choices for parameters by running the code yourself.

As you see, the pattern is perfectly expected, under reasonable …read more

Source:: r-bloggers.com


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