Hunting for a cut point — how to manufacture a p-value
a result appears where there was none
Try the threshold in seventeen places and keep the best one, and a result appears where there was nothing at all.
In lesson 14 we cut at the median. Why the median?
Convention, mostly. It does give equal group sizes and therefore good power — but there is no
biological reason anywhere that says "above 5.73% infiltration something is different".
So what if we cut somewhere else?
The 10th percentile, the 20th, … the 90th. Let us try seventeen places.
At the median (50th percentile) p = 0.365 — no result at all. And yet…
PythonRuns in your browser
Look at the table. At the median it is p = 0.365. Nothing there.
But cut at the 20th percentile (an infiltration rate of 2.03%) and it is p = 0.0077.
Comfortably under 0.05 — a number you could put in a paper.
Eight of the seventeen places give p < 0.05.
Pick one of them and write "TIL is a prognostic factor in lung adenocarcinoma (p = 0.008)"?
It would not be a lie. The arithmetic is right. But it is not honest.
Switch cancer types and watch the p-value curve. In breast cancer it drops to a 635th of the median's p.
Loading…
In every cancer type the "best place" beats the median — of course it does. That is how it was chosen.
PythonRuns in your browser
So what should you do? There are three roads.
Decide before you look at the data — pre-register the threshold, or take the value
a previous study used. The cleanest road.
Do not cut — put the infiltration rate into a Cox regression as a continuous value.
There is no threshold to choose, so no freedom to abuse. Power is usually better too.
Admit the search and correct for it — report that you looked at several places,
and use a p-value that accounts for that search. A permutation test (lesson 19) can build one.
The worst road is looking at seventeen places and reporting one.
The reader has no way of knowing.
🤔 Check yourself
p = 0.365 at the median and p = 0.008 at the 20th percentile. What is the honest report?
Answer Correctness of the arithmetic is not the issue. The issue is hiding how many times you tried. Disclose it and presenting the 20th-percentile result as an exploratory finding is perfectly legitimate.
🤔 Check yourself
Which is NOT an advantage of keeping the value continuous in a Cox regression?
Answer To use it clinically you eventually have to make a decision somewhere, and that needs a threshold. That is exactly the weakness of a continuous model — statistically better, less convenient to use.