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7 unusual facts about Type I and type II errors


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It can create a false positive which would result in unnecessary treatment or a false negative which would withhold necessary treatment.

Heteroscedasticity

For example, if OLS is performed on a heteroscedactic data set, yielding biased standard error estimation, a researcher might fail to reject a null hypothesis at a given significance level, when that null hypothesis was actually uncharacteristic of the actual population (making a type II error).

Probability of error

Type I errors which consist of rejecting a null hypothesis that is true; this amounts to a false positive result.

Type II errors which consist of failing to reject a null hypothesis that is false; this amounts to a false negative result.

Robust regression

In fact, the type I error rate tends to be lower than the nominal level when outliers are present, and there is often a dramatic increase in the type II error rate.

Although it is sometimes claimed that least squares (or classical statistical methods in general) are robust, they are only robust in the sense that the type I error rate does not increase under violations of the model.

Windows Genuine Advantage

The WGA program can produce false positives (incorrectly identifying a genuine copy of Windows as "not genuine").



see also