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Die Interpretation des p-Wertes – Grundsätzliche Missverständnisse

Author

Listed:
  • Hirschauer Norbert
  • Grüner Sven

    (Professur für Unternehmensführung im Agribusiness, Martin-Luther-Universität Halle-Wittenberg, 06099 Halle (Saale))

  • Mußhoff Oliver

    (Arbeitsbereich Landwirtschaftliche Betriebslehre, Georg-August-Universität Göttingen, Platz der Göttinger Sieben 5, 37073 Göttingen)

  • Frey Ulrich
  • Theesfeld Insa

    (Professur für Agrar-, Umwelt- und Ernährungspolitik, Martin-Luther-Universität Halle-Wittenberg, 06099 Halle (Saale))

  • Wagner Peter

    (Professur für Landwirtschaftliche Betriebslehre, Martin-Luther-Universität Halle-Wittenberg, 06099 Halle (Saale))

Abstract

Der p-Wert wird vielfach als Goldstandard für Inferenzschlüsse angesehen. Zur Validierung statistischer Zusammenhänge hat sich die Konvention herausgebildet, möglichst geringe p-Werte einzufordern und bei Werten unterhalb gewisser Schwellen (z. B. 0,05) von statistisch signifikanten Ergebnissen zu sprechen. Häufig wird der p-Wert auch als Irrtumswahrscheinlichkeit bezeichnet. Beide Begriffe sind problematisch, da sie Missverständnissen Vorschub leisten. Hinzu kommt, dass das sog. p-hacking, d. h. die gezielte Suche nach Auswertungen, die zu statistisch signifikanten Ergebnissen führen, Verzerrungen hervorrufen und die Rate falscher Entdeckungen (false discovery rate) erhöhen kann. Fehlinterpretationen des p-Wertes und auswertungsbedingte Verzerrungen wurden über die Jahrzehnte hinweg immer wieder kritisch diskutiert. In der empirischen Forschung scheinen sie aber persistent zu sein und in den letzten Jahren wurde die p-Wert-Debatte wegen der Nicht-Reproduzierbarkeit vieler Studien zunehmend intensiv geführt. Angesichts der über die Disziplinen verstreuten und oft auf Einzelaspekte abzielenden Literatur zur p-Wert-Problematik beschreibt dieser Methodenkommentar systematisch die wichtigsten Probleme und diskutiert die entsprechenden Lösungsvorschläge.

Suggested Citation

  • Hirschauer Norbert & Grüner Sven & Mußhoff Oliver & Frey Ulrich & Theesfeld Insa & Wagner Peter, 2016. "Die Interpretation des p-Wertes – Grundsätzliche Missverständnisse," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(5), pages 557-575, October.
    • Handle: RePEc:jns:jbstat:v:236:y:2016:i:5:p:557-575
    DOI: 10.1515/jbnst-2015-1030
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    References listed on IDEAS

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    6. Hirschauer Norbert & Grüner Sven & Mußhoff Oliver & Becker Claudia, 2019. "Twenty Steps Towards an Adequate Inferential Interpretation of p-Values in Econometrics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(4), pages 703-721, August.
    7. Aparo, Nathaline Onek & Odongo, Walter & De Steur, Hans, 2022. "Unraveling heterogeneity in farmer's adoption of mobile phone technologies: A systematic review," Technological Forecasting and Social Change, Elsevier, vol. 185(C).

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