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Significant and nonsignificant results need not differ significantly

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical model Statistical modelling Statistical hypothesis testing
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For independent effect estimates 1.01 with standard error 0.50, and 0.99 with standard error 0.51, one two-sided Wald test is significant at five percent and the other is not. But their difference is 0.02 with standard error 0.502+0.512​≈0.714, giving a negligible test statistic. Hence different significance labels do not establish an interaction or between-study heterogeneity; compare the effects directly.

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  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 41 / 2 / e / Solution

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