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Cited by 483

The DOI matches its Crossref record; 20 of the 20 references it cites were found in a registry or an index.

A Nonstochastic Interpretation of Reported Significance Levels

Freedman, David, Lane, David·1983·Journal of Business & Economic Statistics

Abstract

Tests of significance are often made in situations where the standard assumptions underlying the probability calculations do not hold. As a result, the reported significance levels become difficult to interpret. This article sketches an alternative interpretation of a reported significance level, valid in considerable generality. This level locates the given data set within the spectrum of other data sets derived from the given one by an appropriate class of transformations. If the null hypothesis being tested holds, the derived data sets should be equivalent to the original one. Thus, a small reported significance level indicates an unusual data set. This development parallels that of randomization tests, but there is a crucial technical difference: our approach involves permuting observed residuals; the classical randomization approach involves permuting unobservable, or perhaps nonexistent, stochastic disturbance terms.

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Metadata

Authors
Freedman, D., & Lane, D.
Venue
Journal of Business & Economic Statistics
Published
1983-10
Volume
1
Issue
4
Pages
292-298
ISSN
  • 0735-0015 (ISSN-L)
  • 1537-2707
OpenAlex
W2052357007
Cited by
483
References
20
FWCI
0.97
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: A Nonstochastic Interpretation of Reported Significance Levels. https://app.cochat.ai/papers/10.1080/07350015.1983.10509354
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Freedman, D., & Lane, D. (1983). A Nonstochastic Interpretation of Reported Significance Levels. Journal of Business & Economic Statistics. https://doi.org/10.1080/07350015.1983.10509354

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.