What's the Alpha Level? | Statistics (2024)

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What’s the Alpha Level? | Statistics

In frequentist statistics, the alpha level (also known as the significance level) is the probability of rejecting the null hypothesis when it is true. In the context of physiotherapy research, the null hypothesis might be that there is no difference in pain reduction between two different physiotherapy interventions. The alpha level is typically set at 0.05, which means that there is a 5% chance of incorrectly rejecting the null hypothesis (i.e., concluding that there is a difference in pain reduction when there actually isn’t) in the long term.

It is especially important to consider this as a long-term result. If 100 similar studies are conducted, 5 of them, on average, will show a false positive result if there is no effect.

Explained with an example

Let’s say a study compares two physiotherapy interventions for lower back pain, and the results show that the mean pain reduction for Intervention A is 6 points on a pain scale, and the mean pain reduction for Intervention B is 8 points on a pain scale. With an alpha level of 0.05, the researchers would reject the null hypothesis and conclude that there is a statistically significant difference in pain reduction between the two interventions because the difference in means is greater than what would be expected by chance.

All hail p<0.05?

It’s important to note that setting an alpha level of 0.05 is a convention and not a rule. The choice of alpha level depends on the context of the study and the potential consequences of a false positive or false negative result. For example, if the consequences of a false positive result (i.e., concluding that a treatment is effective when it is not) are more severe, researchers might choose to use a lower alpha level (e.g. 0.01) to decrease the probability of a false positive result.

Long term view

We want to stress again the importance of a long-term view. You cannot simply say there’s a 5% chance that the paper has become a false positive result. When the research is conducted, it simply is a false positive, or it is not. The 5% speaks of long-term results. Doing this test in multiple studies with similar conditions will result in about 5% of the papers having a false positive result.

A physiotherapy intervention may appear to be very effective for reducing lower back pain, with a small p-value (indicating a statistically significant difference) and a large effect size. However, if this single study is not replicated in other studies, it’s difficult to determine if the results are due to chance or a real effect.

A long-term view considers the results of multiple studies over time to provide a more comprehensive understanding of the effectiveness of an intervention. This approach is particularly important in physiotherapy research, where the results of a single study may not generalize to other populations or settings.

Misconceptions

There are several common misconceptions surrounding the p-value:

  • P-value is a measure of the strength of evidence: The p-value does not measure the strength of evidence against the null hypothesis, but rather the probability of observing a test statistic as extreme or more extreme than the one observed, assuming the null hypothesis is true
  • Small p-value means strong evidence against the null hypothesis: A small p-value only indicates that the data are not consistent with the null hypothesis, but it does not provide evidence for the alternative hypothesis. Furthermore, a small p-value does not imply that the effect is large or important
  • P-value of 0.05 is a hard threshold for significance: The 0.05 threshold is arbitrary and has been adopted as a conventional cutoff for statistical significance, but it does not mean that results with p-values greater than 0.05 are automatically not significant. The interpretation of the p-value should depend on the context and the research question being studied
  • P-value is the probability of the null hypothesis being true: The p-value is not the probability that the null hypothesis is true, but rather the probability of observing the data if the null hypothesis is true
  • P-value can be used to make a causal inference: The p-value only provides evidence for or against a null hypothesis and does not necessarily imply causality. Causal inference requires additional information, such as a well-designed study with appropriate controls for confounding factors

For more information around the P-value. Check out our post on it here!

References

Upshur, R. E. (2001). The ethics of alpha: reflections on statistics, evidence and values in medicine. Theoretical Medicine and Bioethics, 22(6), 565-576.

Berger, V. W., & Hsieh, G. (2005). Rethinking statistics: basing efficacy alpha levels on safety data in randomized trials. Israeli Journal of Emergency Medicine, 5(3), 55-60.

Neyman, J. and Pearson, E.S. (1928) On the Use and Interpretation of Certain Test Criteria for Purposes of Statistical Inference. Biometrika, 20A, 175-240.

Greenland, S., Senn, S. J., Rothman, K. J., Carlin, J. B., Poole, C., Goodman, S. N., & Altman, D. G. (2016). Statistical tests, P values, confidence intervals, and power: a guide to misinterpretations. European journal of epidemiology, 31(4), 337–350.

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FAQs

What's the Alpha Level? | Statistics? ›

Alpha is also known as the level of significance. This represents the probability of obtaining your results due to chance. The smaller this value is, the more “unusual” the results, indicating that the sample is from a different population than it's being compared to, for example.

What is the alpha level in statistics? ›

The significance level, also denoted as alpha or α, is the probability of rejecting the null hypothesis when it is true. For example, a significance level of 0.05 indicates a 5% risk of concluding that a difference exists when there is no actual difference.

What does the alpha level of 0.05 mean? ›

The alpha is the decimal expression of how much they are ready to be incorrect. For the current example, the alpha is 0.05. The level of uncertainty the researcher is willing to accept (alpha or significance level) is 0.05, or a 5% chance they are incorrect about the study's outcome.

Which is better, 0.01 or 0.05 significance level? ›

As mentioned above, only two p values, 0.05, which corresponds to a 95% confidence for the decision made or 0.01, which corresponds a 99% confidence, were used before the advent of the computer software in setting a Type I error.

What is the alpha level of 95%? ›

Alpha is the significance level used to compute the confidence level. The confidence level equals 100*(1 - alpha)%, or in other words, an alpha of 0.05 indicates a 95 percent confidence level.

Is a high alpha good or bad statistics? ›

Alpha of greater than zero means an investment outperformed, after adjusting for volatility. When hedge fund managers talk about high alpha, they're usually saying that their managers are good enough to outperform the market.

What does an alpha level of .01 mean? ›

This means that both your statistical power and the chances of making a Type I Error are lower. an α of . 01 means you have a 99% chance of saying there is no difference when there in fact is no difference (being in the upper left box).

Is p-value 0.1 acceptable? ›

Fisher did not stop there but graded the strength of evidence against null hypothesis. He proposed “if P is between 0.1 and 0.9 there is certainly no reason to suspect the hypothesis tested. If it's below 0.02 it is strongly indicated that the hypothesis fails to account for the whole of the facts.

Why is 5% a common alpha level? ›

The 5 percent level of significance, that is, α = 0.05 , has become the most common in practice. Since the significance level is set to equal some small value, there is only a small chance of rejecting H0 when it is true.

Is alpha the same as p-value? ›

The term significance level (alpha) is used to refer to a pre-chosen probability and the term "P value" is used to indicate a probability that you calculate after a given study.

Which alpha level to choose? ›

In most cases, researchers use an alpha of 0.05, which means that there is a less than 5% chance that the data being tested could have occurred under the null hypothesis.

Why do people use 0.05 significance level? ›

A level of significance of p=0.05 means that there is a 95% probability that the results found in the study are the result of a true relationship/difference between groups being compared. It also means that there is a 5% chance that the results were found by chance alone and no true relationship exists between groups.

When alpha is 0.01, what is the critical value? ›

Standard normal distribution, α = 0.01, critical z = 2.58.

What is a reasonable alpha level? ›

Researchers who analyze data within the framework of null hypothesis significance testing must choose a critical “alpha” level, α, to use as a cutoff for deciding whether a given set of data demonstrates the presence of a particular effect. In most fields, α = 0.05 has traditionally been used as the standard cutoff.

How to determine alpha in statistics? ›

Compute the alpha value

For instance, a confidence level of 95% within a sample set indicates that the specific criteria has a 95% probability of being true for the entire population. Using a confidence level of 95%, you would complete the formula to find the alpha value:Alpha value = 1 - (95/100) = 1 - (0.95) = 0.05.

What is the alpha of 99% confidence level? ›

Look up the critical value that corresponds with the alpha value.
Confidence level90%99%
alpha for one-tailed CI0.10.01
alpha for two-tailed CI0.050.005
z statistic1.642.57
Aug 7, 2020

When alpha is .05, this means that? ›

In most cases, researchers use an alpha of 0.05, which means that there is a less than 5% chance that the data being tested could have occurred under the null hypothesis.

What is alpha and beta in statistics? ›

Alpha is the probability of rejecting the null hypothesis when it is true. By convention, typical values of alpha specified in medical research are 0.05 and 0.01. Beta () is the probability of accepting the null hypothesis when it is false. A type II error occurs when a false null hypothesis is accepted.

Is alpha the same as p value? ›

The term significance level (alpha) is used to refer to a pre-chosen probability and the term "P value" is used to indicate a probability that you calculate after a given study.

Is P value of 0.05 significant? ›

If the p-value is less than 0.05, it is judged as "significant," and if the p-value is greater than 0.05, it is judged as "not significant." However, since the significance probability is a value set by the researcher according to the circ*mstances of each study, it does not necessarily have to be 0.05.

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