rsAbsence.Rnw

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\usepackage{doi} % automatic doi-links
\usepackage[round]{natbib} % bibliography
\usepackage{booktabs} % nicer tables
\usepackage[title]{appendix} % better appendices
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\usepackage{todonotes}

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\title{\bf Meta-research: Replication studies and the ``absence of evidence''}
\author{{\bf Rachel Heyard, Charlotte Micheloud, Samuel Pawel, Leonhard Held} \\
  Epidemiology, Biostatistics and Prevention Institute \\
  Center for Reproducible Science \\
  University of Zurich}
\date{\today} %don't forget to hard-code date when submitting to arXiv!

%% hyperref options
\usepackage{hyperref}
\hypersetup{
  unicode=true,
  bookmarksopen=true,
  breaklinks=true,
  colorlinks=true,
  linkcolor=blue,
  anchorcolor=black,
  citecolor=blue,
  urlcolor=black,
}

%% custom commands
\input{defs.tex}
\begin{document}
\maketitle

%% Disclaimer that a preprint
\vspace{-3em}
\begin{center}
  {\color{red}This is a preprint which has not yet been peer reviewed.}
\end{center}

<< "setup", include = FALSE >>=
## knitr options
library(knitr)
opts_chunk$set(fig.height = 4,
               echo = FALSE,
               warning = FALSE,
               message = FALSE,
               cache = FALSE,
               eval = TRUE)

## should sessionInfo be printed at the end?
Reproducibility <- TRUE

## packages
library(ggplot2) # plotting
library(dplyr) # data manipulation
library(ggrepel) # to highlight data points with non-overlapping labels

## the replication Bayes factor under normality
BFr <- function(to, tr, so, sr) {
    bf <- dnorm(x = tr, mean = 0, sd = so) /
        dnorm(x = tr, mean = to, sd = sqrt(so^2 + sr^2))
    return(bf)
}
formatBF. <- function(BF) {
    if (is.na(BF)) {
        BFform <- NA
    } else if (BF > 1) {
        if (BF > 1000) {
            BFform <- "> 1000"
        } else {
            BFform <- as.character(signif(BF, 2))
        }
    } else {
        if (BF < 1/1000) {
            BFform <- "< 1/1000"
        } else {
            BFform <- paste0("1/", signif(1/BF, 2))
        }
    }
    if (!is.na(BFform) && BFform == "1/1") {
        return("1")
    } else {
        return(BFform)
    }
}
formatBF <- Vectorize(FUN = formatBF.)
@


%% Abstract
%% -----------------------------------------------------------------------------
\begin{center}
  \begin{minipage}{13cm} {\small
      \rule{\textwidth}{0.5pt} \\
      {\centering \textbf{Abstract} \\
        ``Absence of evidence is not evidence of absence'' -- the title of a
        1995 Statistics Note by Douglas Altman and Martin Bland has since become
        some sort of mantra in statistics and medical lectures. The
        misinterpretation of non-significant results as ``null-findings'' is
        however still common and has important consequences for the
        interpretation of replication projects and alike. In many replication
        attempts and large replication projects, failure to reject the null
        hypothesis in the replication study is interpreted as successfully
        replicating or even proving a null-effect. Methods to adequately summarize
        the evidence for the null have been proposed. With this paper we want to
        highlight the consequences of the ``absence of evidence'' fallacy in the
        replication setting and want to guide the reader and future
        author of replication studies to existing methods to appropriately
        design and analyse replication attempts of non-significant findings.
      } \\
      \rule{\textwidth}{0.5pt} \emph{Keywords}: Bayesian hypothesis testing,
      equivalence test, non-inferiority test, null hypothesis, replication
      success}
  \end{minipage}
\end{center}


\section{Introduction}

The general misconception that statistical non-significance indicates evidence
for the absence of an effect is unfortunately widespread \citep{Altman1995}. A
well-designed study is constructed in a way that a large enough sample (of
participants, n) is used to achieve an 80-90\% power of correctly rejecting the
null hypothesis. This leaves us with a 10-20\% chance of a false negative.
Somehow this fact from ``Hypothesis Testing 101'' is all too often forgotten and
studies showing an effect with a p-value larger than the conventionally used
significance level of $\alpha = 0.05$ are doomed to be a ``negative study'' or showing a
``null effect''. Some have even called to abolish the term ``negative
study'' altogether, as every well-designed and well-conducted study is a ``positive
contribution to knowledge'', regardless it’s results \citep{Chalmers1002}. Others
suggest to shift away from significance testing because of the many misconceptions
of $p$-values and significance \citep{Goodman2008, Berner2022}.

Turning to the replication context, replicability has been
defined as ``obtaining consistent results across studies aimed at answering the
same scientific question, each of which has obtained its own data'' \citep{NSF2019}.
Hence, a replication of an original finding attempts to find consistent results while
applying the same methods and protocol as published in the original study on newly collected data.
In the past decade, big collaborations of researcher and research groups conducted
large-scale replication projects (RP) to estimate the replicability of their respective research
field. In these projects, a set of high impact and influential original studies were
selected to be replicated as close as possible to the original methodology. The
results and conclusions of the RPs showed alarmingly low levels of replicability in most fields.
The Replication Project Cancer Biology \citep[RPCB]{Errington2021}, the RP in
Experimental Philosophy \citep[RPEP]{Cova2018} and the RP in Psychological
Science \citep[RPP]{Opensc2015} also attempted to replicate original studies with
non-significant effects. The authors of those RPs unfortunately fell into the
``absence of evidence''-fallacy trap when defining successful replications.
More specifically, the RPCB and RPEP explicitly define a replication of a non-significant
original effect as successful if the effect in the replication study is also non-significant.
While the authors of the RPEP warn the reader that the use of $p$-values as criterion
for success is problematic when applied to replications of original non-significant findings,
the authors of the RPCB do not. In the RPP, on the other hand, ``original nulls''
were excluded when assessing replication success based on significance.

% In general, using the significance criterion as definition of replication success
% arises from a false interpretation of the failure to find evidence against the null
% hypothesis as evidence for the null. Non-significant original finding does not
% mean that the underlying true effect is zero nor that it does not exist. This is
% especially true if the original study is under-powered.


\textbf{To replicate or not to replicate an original ``null'' finding?} Because
of the previously presented fallacy, original studies with non-significant
effects are seldom replicated. Given the cost of replication studies, it is also
unwise to advise replicating a study that has low changes of successful
replication. To help deciding what studies are worth repeating, efforts to
predict which studies have a higher chance to replicate successfully emerged
\citep{Altmejd2019, Pawel2020}. Of note is that the chance of a successful
replication intrinsically depends on the definition of replication success. If
for a successful replication we need a ``significant result in the same
direction in both the original and the replication study'' \citep[i.e. the
two-trials rule][]{Senn2008}, replicating a non-significant original result does
indeed not make any sense. However, the use of significance as sole criterion
for replication success has its shortcomings and other definitions for
replication success have been proposed \citep{Simonsohn2015, Ly2018, Hedges2019,
  Held2020}. Additionally, replication studies have to be well-design too in
order to ensure high enough replication power \citep{Anderson2017,
  Micheloud2020}.

According to \citet{Anderson2016}, if the goal of a replications is to infer a null effect
evidence for the null hypothesis has to be provided. To achieve this they recommend to use
equivalence tests or Bayesian methods to quantify the evidence for the null hypothesis can be used.
In the following, we will illustrate how to accurately interpret the potential
replication of original non-significant results in the Replication Project Cancer Biology.

\section{Example: ``Null findings'' from the Replication Project Cancer
  Biology}
Of the 158 effects presented in 23 original studies that were repeated in the
RPCB \citep{Errington2021} 14\% (22) were interpreted as ``null
effects''.
% Note that the attempt to replicate all the experiments from the original study
% was not completed because of some unforeseen issues in the implementation
% \citep[see][for more details on the unfinished registered reports in the
% RPCB]{Errington2021b}.
Figure~\ref{fig:nullfindings} shows effect estimates with confidence
intervals for these original ``null findings'' (with $p_{o} > 0.05$) and their
replication studies from the project.
% The replication of our example effect (Paper \# 47, Experiment \# 1, Effect \#
% 5) was however completed. The authors of the original study declared that
% there was no statistically significant difference in the level of
% trimethylation of H3K36me3 in tumor cells with or without specific mutations
% (two-sided p-value of 0.16). The replication authors also found a
% non-significant effect with a two-sided p-value of 0.38 and thus, according to
% Errington et al., the replication of this effect was consistent with the
% original findings. The effect sized found in the public data (downloaded from
% osf.io/39s7j) are correlation coefficients, which were transformed to a
% Fisher-z scale (using arctanh). Figure X shows the original and replication
% effect sizes together with their 95\% confidence intervals and respective
% two-sided p-values.


<< "data" >>=
## data
rpcbRaw <- read.csv(file = "data/RP_CB Final Analysis - Effect level data.csv")
rpcb <- rpcbRaw %>%
    select(paper = Paper..,
           experiment = Experiment..,
           effect = Effect..,
           internalReplication = Internal.replication..,
           effectType = Effect.size.type,
           ## effect sizes, standard errors, p-values on original scale
           ESo = Original.effect.size,
           seESo = Original.standard.error,
           lowerESo = Original.lower.CI,
           upperESo = Original.upper.CI,
           po = Original.p.value,
           ESr = Replication.effect.size,
           seESr = Replication.standard.error,
           lowerESr = Replication.lower.CI,
           upperESr = Replication.upper.CI,
           pr = Replication.p.value,
           ## effect sizes, standard errors, p-values on SMD scale
           smdo = Original.effect.size..SMD.,
           so = Original.standard.error..SMD.,
           no = Original.sample.size,
           smdr = Replication.effect.size..SMD.,
           sr = Replication.standard.error..SMD. ,
           nr = Replication.sample.size
           ) %>%
    mutate(
        ## define identifier for effect
        id = paste0("(", paper, ", ", experiment, ", ", effect, ", ",
                    internalReplication, ")"),
        ## recompute one-sided p-values based on normality
        ## (in direction of original effect estimate)
        zo = smdo/so,
        zr = smdr/sr,
        po1 = pnorm(q = abs(zo), lower.tail = FALSE),
        pr1 = pnorm(q = abs(zr), lower.tail = ifelse(sign(zo) < 0, TRUE, FALSE)),
        ## compute some other quantities
        c = so^2/sr^2, # variance ratio
        d = smdr/smdo, # relative effect size
        po2 = 2*(1 - pnorm(q = abs(zo))), # two-sided original p-value
        pr2 = 2*(1 - pnorm(q = abs(zr))), # two-sided replication p-value
        sm = 1/sqrt(1/so^2 + 1/sr^2), # standard error of fixed effect estimate
        smdm = (smdo/so^2 + smdr/sr^2)*sm^2, # fixed effect estimate
        pm2 = 2*(1 - pnorm(q = abs(smdm/sm))), # two-sided fixed effect p-value
        Q = (smdo - smdr)^2/(so^2 + sr^2), # Q-statistic
        pQ = pchisq(q = Q, df = 1, lower.tail = FALSE), # p-value from Q-test
        BFr = BFr(to = smdo, tr = smdr, so = so, sr = sr), # replication BF
        BFrformat = formatBF(BF = BFr)
    )

## TODO identify correct "null" findings as in paper
rpcbNull <- rpcb %>%
    ## filter(po1 > 0.025) #?
    filter(po > 0.05) #?

## ## check HR studies
## rpcb %>%
##     filter(effectType == "Hazard ratio") %>%
##     mutate(seESo2 = (log(upperESo) - log(lowerESo))/(2*1.96)) %>%
##     select(seESo, seESo2)
@



\begin{figure}[!htb]
<< "plot-null-findings-rpcb", fig.height =8.5 >>=
ggplot(data = rpcbNull) +
  facet_wrap(~ id + effectType, scales = "free", ncol = 4) +
  geom_hline(yintercept = 0, lty = 2, alpha = 0.5) +
  geom_pointrange(aes(x = "Original", y = smdo, ymin = smdo - 2*so,
                      ymax = smdo + 2*so)) +
  geom_pointrange(aes(x = "Replication", y = smdr, ymin = smdr - 2*sr,
                      ymax = smdr + 2*sr)) +
  labs(x = "", y = "Standardized mean difference (SMD)") +
  geom_text(aes(x = 1.4, y = smdo, #pmin(smdr - 2.2*sr, smdo - 2.2*so),
                  label = paste("n[o]==", no)), col = "darkblue",
            parse = TRUE, size = 2.5,
            nudge_x = -.05) +
  geom_text(aes(x = 2.4, y = smdr, #pmin(smdr - 2.2*sr, smdo - 2.2*so),
                label = paste("n[r]==", nr)), col = "darkblue",
            parse = TRUE, size = 2.5,
            nudge_x = -.05) +
  theme_bw() +
  theme(panel.grid.minor = element_blank(),
        panel.grid.major.x = element_blank())

# TODO: one replication is missing, id == "(37, 2, 2, 1)"
# what should we do with it?

@
\caption{Standardized mean difference effect estimates with 95\% confidence
  interval for the ``null findings'' (with $p_{o} > 0.05$) and their replication
  studies from the Reproducibility Project: Cancer Biology \citep{Errington2021}.
  The identifier above each plot indicates (Original paper number, Experiment
  number, Effect number, Internal replication number). The data were downloaded
  from \url{https://doi.org/10.17605/osf.io/e5nvr}. The relevant variables were
  extracted from the file ``\texttt{RP\_CB Final Analysis - Effect level
    data.csv}''. Additionally the original ($n_o$) and replication sample sizes
    ($n_r$) are indicated in each plot.}
\label{fig:nullfindings}
\end{figure}


\section{Dealing with original non-significant findings in replication projects}

\subsection{Equivalence Design}
For many years, equivalence designs have been used in clinical trials to
understand whether a new drug, which might be cheaper or have less side effects
is equivalent to a drug already on the market [some general REF]. Essentially,
this type of design tests whether the difference between the effects of both
treatments or interventions is smaller than a predefined margin/threshold.
Turning back to the replication contexts and our example ....



\subsection{Bayesian Hypothesis Testing}
Bayesian hypothesis testing is a hypothesis testing framework in which the
distinction between absence of evidence and evidence of absence is more natural.
The central quantity is the Bayes factor \citep{Jeffreys1961, Good1958,
  Kass1995}, that is, the updating factor of the prior odds to the corresponding
posterior odds of the null hypothesis $H_{0}$ versus the alternative hypothesis
$H_{1}$
\begin{align*}
  \underbrace{\frac{\Pr(H_{0} \given \mathrm{data})}{\Pr(H_{1} \given
  \mathrm{data})}}_{\mathrm{Posterior~odds}}
  =  \underbrace{\frac{\Pr(H_{0})}{\Pr(H_{1})}}_{\mathrm{Prior~odds}}
  \times \underbrace{\frac{f(\mathrm{data} \given H_{0})}{f(\mathrm{data}
  \given H_{1})}}_{\mathrm{Bayes~factor}~\BF_{01}}.
\end{align*}
As such, the Bayes factor is an evidence measure which is inferentially relevant
to researchers as it quantifies how much the data have increased
($\BF_{01} > 1$) or decreased ($\BF_{01} < 1$) the odds of the null hypothesis
$H_{0}$ relative to the alternative $H_{1}$. Bayes factors are symmetric
($\BF_{01} = 1/\BF_{10}$), so if a Bayes factor is oriented toward the null
hypothesis ($\BF_{01}$), it can easily be transformed to a Bayes factor oriented
toward the alternative ($\BF_{10}$), and vice versa.

The data thus provide evidence for the null hypothesis if the Bayes factor is
larger than one ($\BF_{01} > 1$), whereas a Bayes factor around one indicates
absence of evidence for either hypothesis ($\BF_{01} \approx 1$).

% Bayes factor have also been proposed for the replication setting. Specifically,
% the replication Bayes factor \citep{Verhagen2014}.


\begin{figure}[!htb]
<< "plot-null-findings-rpcb-br", fig.height = 8.5 >>=
ggplot(data = rpcbNull) +
    facet_wrap(~ id, scales = "free", ncol = 4) +
    geom_hline(yintercept = 0, lty = 2, alpha = 0.5) +
    geom_pointrange(aes(x = "Original", y = smdo, ymin = smdo - 2*so,
                        ymax = smdo + 2*so)) +
    geom_pointrange(aes(x = "Replication", y = smdr, ymin = smdr - 2*sr,
                        ymax = smdr + 2*sr)) +
    geom_text(aes(x = "Replication", y = pmax(smdr + 2.1*sr, smdo + 2.1*so),
                  label = paste("'BF'['01']",
                                ifelse(BFrformat == "< 1/1000", "", "=="),
                                BFrformat)),
              parse = TRUE, size = 3,
              nudge_y = -0.5) +
    labs(x = "", y = "Standardized mean difference (SMD)") +
    theme_bw() +
    theme(panel.grid.minor = element_blank(),
          panel.grid.major.x = element_blank())

@
\caption{Standardized mean difference effect estimates with 95\% confidence
  interval for the ``null findings'' (with $p_{o} > 0.05$) and their replication
  studies from the Reproducibility Project: Cancer Biology \citep{Errington2021}.
  The identifier above each plot indicates (Original paper number, Experiment
  number, Effect number, Internal replication number). The data were downloaded
  from \url{https://doi.org/10.17605/osf.io/e5nvr}. The relevant variables were
  extracted from the file ``\texttt{RP\_CB Final Analysis - Effect level
    data.csv}''.}
\label{fig:nullfindings}
\end{figure}


\bibliographystyle{apalikedoiurl}
\bibliography{bibliography}

\appendix

\section{Note on $p$-values}


\todo[inline]{SP: I have used the original $p$-values as reported in the data
  set to select the studies in the figure . I think in this way we have the data
  correctly identified as the RPCP paper reports that there are 20 null findings
  in the ``All outcomes'' category. I wonder how they go from the all outcomes
  category to the ``effects'' category (15 null findings), perhaps pool the
  internal replications by meta-analysis? I think it would be better to stay in
  the all outcomes category, but of course it needs to be discussed. Also some
  of the $p$-values were probably computed in a different way than under
  normality (e.g., the $p$-value from (47, 1, 6, 1) under normality is clearly
  significant).}

\begin{figure}[!htb]
<< "plot-p-values", fig.height = 3.5 >>=
## check discrepancy between reported and recomputed p-values for null results
pbreaks <- c(0.005, 0.02, 0.05, 0.15, 0.4)
ggplot(data = rpcbNull, aes(x = po, y = po2)) +
    geom_abline(intercept = 0, slope = 1, alpha = 0.2) +
    geom_vline(xintercept = 0.05, alpha = 0.2, lty = 2) +
    geom_hline(yintercept = 0.05, alpha = 0.2, lty = 2) +
    geom_point(alpha = 0.8, shape = 21, fill = "darkgrey") +
    geom_label_repel(data = filter(rpcbNull, po2 < 0.05),
                     aes(x = po, y = po2, label = id), alpha = 0.8, size = 3,
                     min.segment.length = 0, box.padding = 0.7) +
    labs(x = bquote(italic(p["o"]) ~ "(reported)"),
         y =  bquote(italic(p["o"]) ~ "(recomputed under normality)")) +
    scale_x_log10(breaks = pbreaks, label = scales::percent) +
    scale_y_log10(breaks = pbreaks, labels = scales::percent) +
    coord_fixed(xlim = c(min(c(rpcbNull$po2, rpcbNull$po)), 1),
                ylim = c(min(c(rpcbNull$po2, rpcbNull$po)), 1)) +
    theme_bw() +
    theme(panel.grid.minor = element_blank())


@
\caption{Reported versus recomputed under normality two-sided $p$-values from
  original studies declared as ``null findings'' ($p_{o} > 0.05$) in
  Reproducibility Project: Cancer Biology \citep{Errington2021}.}
\end{figure}

<< "sessionInfo1", eval = Reproducibility, results = "asis" >>=
## print R sessionInfo to see system information and package versions
## used to compile the manuscript (set Reproducibility = FALSE, to not do that)
cat("\\newpage \\section*{Computational details}")
@

<< "sessionInfo2", echo = Reproducibility, results = Reproducibility >>=
cat(paste(Sys.time(), Sys.timezone(), "\n"))
sessionInfo()
@

\end{document}