Interpreting A/B test results: false positives and statistical significance
netflixtechblog.com
netflixtechblog.com
"We conclude, based on our review of the articles in this special issue and the broader literature, that it is time to stop using the term “statistically significant” entirely. Nor should variants such as “significantly different,” “p < 0.05,” and “nonsignificant” survive, whether expressed in words, by asterisks in a table, or in some other way.
Regardless of whether it was ever useful, a declaration of “statistical significance” has today become meaningless."
[1] The ASA Statement on p-Values: Context, Process, and Purpose - https://www.tandfonline.com/doi/full/10.1080/00031305.2016.1...
[2] Moving to a World Beyond “p < 0.05” - https://www.tandfonline.com/doi/full/10.1080/00031305.2019.1...
Statistical tests are a very useful and objective method of determining whether the outcomes of one thing/activity are more desirable than another when applied correctly.
Some solutions could be to set a higher bar for statistical analysis education. Or perhaps a more thorough statistically focussed vetting and peer review process for published material?
.. and after reading the second link I note that it includes commentary around the insurmountably difficult challenge of replacing the current paradigm. While not offering a solution, it goes on to provide some great advice for how to improve the quality of statistical research.
Following all of the advice to the letter would make it almost impossible to conduct valid research.
Maybe this is where economists have the upper hand? Just develop some highly abstract mathematical models representing the topic you're interested in, and abstain from rigorously testing them.
1. P-values can indicate how incompatible the data are with a specified statistical model.
2. P-values do not measure the probability that the studied hypothesis is true, or the probability that the data were produced by random chance alone.
3. Scientific conclusions and business or policy decisions should not be based only on whether a p-value passes a specific threshold.
4. Proper inference requires full reporting and transparency
5. A p-value, or statistical significance, does not measure the size of an effect or the importance of a result.
6. By itself, a p-value does not provide a good measure of evidence regarding a model or hypothesis.
The basic criticism one of brittleness - that unless very carefully planned, executed, and interpreted, p-values from hypothesis does not support the claims some would like to be on their results, and that meeting the first condition is so difficult that the technique should not be recommended. One _should_ look for 'significant' results, but using measures that align better with colloquial understandings of significance i.e. with how users are misinterpreting p-values now.So, what’s the best way to measure the probability that the studied hypothesis is true?
There are many possible things that can go wrong with a P-value and I'm not a statistician, but things I look for in data are the structure/distribution of the "noise" and any correlations seen within the "noise" and the "signal". That helps you build a signal and noise model. Assuming that all your noise is inherently uncorrelated gaussian, is a pretty strong model assumption.
1. there is (isn't) an observable difference between groups of interest
2. the difference is (not) attributable to hypothesized causal mechanism i.e. the (absence of a) difference isn't due to random variation in the observed sample i.e. the difference would be observed by a independent replication of the same analysis/study
3a. the difference is not explainable by other factors that vary between the groups, observed or unobserved
3b. the difference is not artificially inflated (suppressed) by the statistical choices
4. the difference is large enough to be practically relevant.
and so on
If the degree of certainty of statements about the difference can be characterized by a single number at the end of the process, great! But the goal should be a convincing, wholistic story, not the single number.
[1] https://projecteuclid.org/journals/annals-of-applied-statist...
For too many companies, it's testing "engagement" which leads to hiding functionality (more clicks is more engagement), reducing info density (more time spent is more engagement) etc.
And coming from Netflix... I don't think there's a single person who likes that when you browse Netflix it autoplays random videos (not even trailers) with audio at full volume. But yeah, A/B tests something something. So I wish Netflix learned from their own teachings.
You can disable the behavior you mentioned. Go to your profile settings, and under "Playback Settings" you can uncheck "Autoplay previews while browsing on all devices".
I know I can. But then I can't play trailers for movies/shows where I want to see the trailer.
Of course this is the danger of any sort of behavioral metric driven optimization strategy - you may trade negative customer sentiment for positive business outcomes. That's where the real decision making comes about, i.e. are you willing to make that trade? It seems that in this case, Netflix was.
I was completely shocked by seeing those results initially and dove deep to look for any other negative effects from these changes but could not find any. I've repeated similar tests and the results are often similar.
From that experience, I've learned that most people are not like me or the HN crowd. The things that you complain about could actually make things easier for the majority.
Thankfully for businesses with built-in complexity and unfortunately for everyone, other businesses also have the same mindset.
* they create two recommendation lists based on distinct principles or parameters;
* they pick a first (with an A/B test);
* mix those with ‘schoolyard rules’: each side picks the next candidate that wasn’t picked already, creating a new, alternating list.
* They show that to the user and track whether you picked an even or odd item on that recommendation, indicating whether A or B is preferable.
So most like, you are seeing A and B.