Month: September 2015

Are internal replications the solution to the replication crisis in Psychology? No.

Most Psychology findings are not replicable. What can be done? Stanford psychologist Michael Frank has an idea : Cumulative study sets with internal replication. ‘If I had to advocate for a single change to practice, this would be it.’ I took a look whether this makes any difference.

A recent paper in the journal Science has tried to replicate 97 statistically significant effects (Open Science Collaboration, 2015). In only 35 cases this was successful. Most findings were suddenly a lot weaker upon replication. This has led to a lot of soul searching among psychologists. Fortunately, the authors of the Science paper have made their data freely available. So, soul searching can be accompanied by trying out different ideas for improvements.

What can be done to solve Psychology’s replication crisis?

One idea to improve the situation is to demand study authors to replicate their own experiments in the same paper. Stanford psychologist Michael Frank writes:

If I had to advocate for a single change to practice, this would be it. In my lab we never do just one study on a topic, unless there are major constraints of cost or scale that prohibit that second study. Because one study is never decisive.* Build your argument cumulatively, using the same paradigm, and include replications of the key effect along with negative controls. […] If you show me a one-off study and I fail to replicate it in my lab, I will tend to suspect that you got lucky or p-hacked your way to a result. But if you show me a package of studies with four internal replications of an effect, I will believe that you know how to get that effect – and if I don’t get it, I’ll think that I’m doing something wrong.
If this argument were true, then the 41 studies which were successfully, conceptually replicated in their own paper should show higher rates of replication than the 56 studies which were not. Of the 41 internally replicated studies, 19 were replicated once, 10 twice, 8 thrice, 4 more than three times. I will treat all of these as equally internally replicated.

Are internal replications the solution? No.

internal_external_replication

So, does the data by the reprocucibility project show a difference? I made so-called violin plots, thicker parts represent more data points. In the left plot you see the reduction in effect sizes from a bigger original effect to a smaller replicated effect. The reduction associated with internally replicated effects (left) and effects which were only reported once in a paper (right) is more or less the same. In the right plot you can see the p-value of the replication attempt. The dotted line represents the arbitrary 0.05 threshold used to determine statistical significance. Again, replicators appear to have had as hard a task with effects that were found more than once in a paper as with effects which were only found once.

If you do not know how to read these plots, don’t worry. Just focus on this key comparison. 29% of internally replicated effects could also be replicated by an independent team (1 effect was below p = .055 and is not counted here). The equivalent number of not internally replicated effects is 41%. A contingency table Bayes factor test (Gunel & Dickey, 1974) shows that the null hypothesis of no difference is 1.97 times more likely than the alternative. In other words, the 12 %-point replication advantage for non-replicated effects does not provide convincing evidence for an unexpected reversed replication advantage. The 12%-point difference is not due to statistical power. Power was 92% on average in the case of internally replicated and not internally replicated studies. So, the picture doesn’t support internal replications at all. They are hardly the solution to Psychology’s replication problem according to this data set.

The problem with internal replications

I believe that internal replications do not prevent many questionable research practices which lead to low replication rates, e.g., sampling until significant and selective effect reporting. To give you just one infamous example which was not part of this data set: in 2011 Daryl Bem showed his precognition effect 8 times. Even with 7 internal replications I still find it unlikely that people can truly feel future events. Instead I suspect that questionable research practices and pure chance are responsible for the results. Needless to say, independent research teams were unsuccessful in replication attempts of Bem’s psi effect (Ritchie et al., 2012; Galak et al., 2012). There are also formal statistical reasons which make papers with many internal replications even less believable than papers without internal replications (Schimmack, 2012).

What can be done?

In my previous post I have shown evidence for questionable research practices in this data set. These lead to less replicable results. Pre-registering studies makes questionable research practices a lot harder and science more reproducible. It would be interesting to see data on whether this hunch is true.

[update 7/9/2015: Adjusted claims in paragraph starting ‘If you do not know how to read these plots…’ to take into account the different denominators for replicated and unreplicated effects. Lee Jussim pointed me to this.]

[update 24/10/2015: Adjusted claims in paragraph starting ‘If you do not know how to read these plots…’ to provide correct numbers, Bayesian analysis and power comparison.]

— — —
Bem DJ (2011). Feeling the future: experimental evidence for anomalous retroactive influences on cognition and affect. Journal of personality and social psychology, 100 (3), 407-25 PMID: 21280961

Galak, J., LeBoeuf, R., Nelson, L., & Simmons, J. (2012). Correcting the past: Failures to replicate psi. Journal of Personality and Social Psychology, 103 (6), 933-948 DOI: 10.1037/a0029709

Gunel, E., & Dickey, J. (1974). Bayes Factors for Independence in Contingency Tables. Biometrika, 61(3), 545–557. http://doi.org/10.2307/2334738

Open Science Collaboration (2015). PSYCHOLOGY. Estimating the reproducibility of psychological science. Science (New York, N.Y.), 349 (6251) PMID: 26315443

Ritchie SJ, Wiseman R, & French CC (2012). Failing the future: three unsuccessful attempts to replicate Bem’s ‘retroactive facilitation of recall’ effect. PloS one, 7 (3) PMID: 22432019

Schimmack U (2012). The ironic effect of significant results on the credibility of multiple-study articles. Psychological methods, 17 (4), 551-66 PMID: 22924598
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code for reproducing the figure (if you find mistakes, please tell me!):

## Estimating the association between internal replication and independent reproducibility of an effect

#Richard Kunert for Brain's Idea 5/9/2015

# a lot of code was taken from the reproducibility project code here https://osf.io/vdnrb/

# installing/loading the packages:
library(devtools)
source_url('https://raw.githubusercontent.com/FredHasselman/toolboxR/master/C-3PR.R')
in.IT(c('ggplot2','RColorBrewer','lattice','gridExtra','plyr','dplyr','httr','extrafont'))

#loading the data
RPPdata <- get.OSFfile(code='https://osf.io/fgjvw/',dfCln=T)$df
RPPdata <- dplyr::filter(RPPdata, !is.na(T.pval.USE.O),!is.na(T.pval.USE.R), complete.cases(RPPdata$T.r.O,RPPdata$T.r.R))#97 studies with significant effects

#prepare IDs for internally replicated effects and non-internally replicated effects
idIntRepl <- RPPdata$Successful.conceptual.replications.O > 0
idNotIntRepl <- RPPdata$Successful.conceptual.replications.O == 0

# Get ggplot2 themes predefined in C-3PR
mytheme <- gg.theme("clean")

#restructure data in data frame
dat <- data.frame(EffectSizeDifference = as.numeric(c(c(RPPdata$T.r.R[idIntRepl]) - c(RPPdata$T.r.O[idIntRepl]),
                                                          c(RPPdata$T.r.R[idNotIntRepl]) - c(RPPdata$T.r.O[idNotIntRepl]))),
                  ReplicationPValue = as.numeric(c(RPPdata$T.pval.USE.R[idIntRepl],
                                                   RPPdata$T.pval.USE.R[idNotIntRepl])),
                  grp=factor(c(rep("Internally Replicated Studies",times=sum(idIntRepl)),
                               rep("Internally Unreplicated Studies",times=sum(idNotIntRepl))))
  )

# Create some variables for plotting
dat$grp <- as.numeric(dat$grp)
probs   <- seq(0,1,.25)

# VQP PANEL A: reduction in effect size -------------------------------------------------

# Get effect size difference quantiles and frequencies from data
qtiles <- ldply(unique(dat$grp),
                function(gr) quantile(round(dat$EffectSizeDifference[dat$grp==gr],digits=4),probs,na.rm=T,type=3))
freqs  <- ldply(unique(dat$grp),
                function(gr) table(cut(dat$EffectSizeDifference[dat$grp==gr],breaks=qtiles[gr,],na.rm=T,include.lowest=T,right=T)))
labels <- sapply(unique(dat$grp),
                 function(gr)levels(cut(round(dat$EffectSizeDifference[dat$grp==gr],digits=4), breaks = qtiles[gr,],na.rm=T,include.lowest=T,right=T)))

# Get regular violinplot using package ggplot2
g.es <- ggplot(dat,aes(x=grp,y=EffectSizeDifference)) + geom_violin(aes(group=grp),scale="width",color="grey30",fill="grey30",trim=T,adjust=.7)
# Cut at quantiles using vioQtile() in C-3PR
g.es0 <- vioQtile(g.es,qtiles,probs)
# Garnish (what does this word mean???)
g.es1 <- g.es0 +
  ggtitle("Effect size reduction") + xlab("") + ylab("Replicated - Original Effect Size") + 
  xlim("Internally Replicated", "Not Internally Replicated") +
  mytheme + theme(axis.text.x = element_text(size=20))
# View
g.es1


# VQP PANEL B: p-value -------------------------------------------------

# Get p-value quantiles and frequencies from data
qtiles <- ldply(unique(dat$grp),
                function(gr) quantile(round(dat$ReplicationPValue[dat$grp==gr],digits=4),probs,na.rm=T,type=3))
freqs  <- ldply(unique(dat$grp),
                function(gr) table(cut(dat$ReplicationPValue[dat$grp==gr],breaks=qtiles[gr,],na.rm=T,include.lowest=T,right=T)))
labels <- sapply(unique(dat$grp),
                 function(gr)levels(cut(round(dat$ReplicationPValue[dat$grp==gr],digits=4), breaks = qtiles[gr,],na.rm=T,include.lowest=T,right=T)))

# Get regular violinplot using package ggplot2
g.pv <- ggplot(dat,aes(x=grp,y=ReplicationPValue)) + geom_violin(aes(group=grp),scale="width",color="grey30",fill="grey30",trim=T,adjust=.7)
# Cut at quantiles using vioQtile() in C-3PR
g.pv0 <- vioQtile(g.pv,qtiles,probs)
# Garnish (I still don't know what this word means!)
g.pv1 <- g.pv0 + geom_hline(aes(yintercept=.05),linetype=2) +
  ggtitle("Independent replication p-value") + xlab("") + ylab("Independent replication p-value") + 
  xlim("Internally Replicated", "Not Internally Replicated")+
  mytheme + theme(axis.text.x = element_text(size=20))
# View
g.pv1

#put two plots together
multi.PLOT(g.es1,g.pv1,cols=2)</pre>
<pre>
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Why are Psychological findings mostly unreplicable?

Take 97 psychological effects from top journals which are claimed to be robust. How many will replicate? Brian Nosek and his huge team tried it out and the results were sobering, to say the least. How did we get here? The data give some clues.

Sometimes the title of a paper just sounds incredible. Estimating the reproducibility of psychological science. No one had ever systematically, empirically investigated this for any science. Doing so would require huge resources. The countless authors on this paper which appeared in Science last week went to great lengths to try anyway and their findings are worrying.

When they tried to replicate 97 statistically significant effects with 92% power (i.e. a nominal 92% chance of finding the effect should it exist as claimed by the original discoverers), 89 statistically significant effect should pop up. Only 35 did. Why weren’t 54 more studies replicated?

The team behind this article also produced 95% Confidence Intervals of the replication study effect sizes. Despite their name, only 83% of them should contain the original effect size (see here why). Only 47% actually did. Why were most effect sizes much smaller in the replication?

One reason for poor replication: sampling until significant

I believe much has to do with so-called questionable research practices which I blogged about before. The consequences of this are directly visible in the openly available data of this paper. Specifically, I am focussing on the widespread practice of sampling more participants until a test result is statistically desirable, i.e. until you get a p-value below the arbitrary threshold of 0.05. The consequence is this:

KunertFig5

Focus on the left panel first. The green replication studies show a moderate relation between the effect size they found and their pre-determined sample size. This is to be expected as the replicators wanted to be sure that they had sufficient statistical power to find their effects. Expecting small effects (lower on vertical axis) makes you plan in more participants (further right on horizontal axis). The replicators simply sampled their pre-determined number, and then analysed the data. Apparently, such a practice leads to a moderate correlation between measured effect size and sample size because what the measured effect size will be is uncertain when you start sampling.

The red original studies show a stronger relation between the effect size they found and their sample size. They must have done more than just smart a priori power calculations. I believe that they sampled until their effect was statistically significant, going back and forth between sampling and analysing their data. If, by chance, the first few participants showed the desired effect quite strongly, experimenters were happy with overestimating their effect size and stopped early. These would be red data values in the top left of the graph. If, on the other hand, the first few participants gave equivocal results, the experimenters continued for as long as necessary. Notice how this approach links sample size to the effect size measured in the experiment, hence the strong statistical relation. The approach by the replicators links the sample size merely to the expected effect size estimated before the experiment, hence the weaker association with the actually measured effect size.

The right panel shows a Bayesian correlation analysis of the data. What you are looking at is the belief in the strength of the correlation, called the posterior distribution. The overlap of the distributions can be used as a measure of believing that the correlations are not different. The overlap is less than 7%. If you are more inclined to believe in frequentist statistics, the associated p-value is .001 (Pearson and Filon’s z = 3.355). Therefore, there is strong evidence that original studies display a stronger negative correlation between sample size and measured effect size than replication studies.

The approach which – I believe – has been followed by the original research teams should be accompanied by adjustments of the p-value (see Lakens, 2014 for how to do this). If not, you misrepresent your stats and lower the chances of replication, as shown in simulation studies (Simmons et al., 2011). It is estimated that 70% of psychological researchers have sampled until their result was statistically significant without correcting their results for this (John et al., 2012). This might very well be one of the reasons why replication rates in Psychology are far lower than what they should be.

So, one approach to boosting replication rates might be to do what we claim to do anyways and what the replication studies have actually done: aquiring data first, analysing it second. Alternatively, be open about what you did and correct your results appropriately. Otherwise, you might publish nothing more than a fluke finding with no basis.

[24/10/2015: Added Bayesian analysis and changed figure. Code below is from old figure.]

[27/11/2015: Adjusted percentage overlap of posterior distributions.]

— — —
John LK, Loewenstein G, & Prelec D (2012). Measuring the prevalence of questionable research practices with incentives for truth telling. Psychological science, 23 (5), 524-32 PMID: 22508865

Lakens, D. (2014). Performing high-powered studies efficiently with sequential analyses European Journal of Social Psychology, 44 (7), 701-710 DOI: 10.1002/ejsp.2023

Open Science Collaboration (2015). Estimating the reproducibility of psychological science. Science (New York, N.Y.), 349 (6251) PMID: 26315443

Simmons, J., Nelson, L., & Simonsohn, U. (2011). False-Positive Psychology: Undisclosed Flexibility in Data Collection and Analysis Allows Presenting Anything as Significant Psychological Science, 22 (11), 1359-1366 DOI: 10.1177/0956797611417632

— — —

code for reproducing the figure (if you find mistakes, please tell me!):

## Estimating the association between sample size and effect size from data provided by the reproducibility project https://osf.io/vdnrb/

#Richard Kunert for Brain's Idea 3/9/2015
#load necessary libraries
library(httr)
library(Hmisc)
library(ggplot2)
library(cocor)

#get raw data from OSF website
info &lt;- GET('https://osf.io/fgjvw/?action=download', write_disk('rpp_data.csv', overwrite = TRUE)) #downloads data file from the OSF
MASTER &lt;- read.csv("rpp_data.csv")[1:167, ]
colnames(MASTER)[1] &lt;- "ID" # Change first column name to ID to be able to load .csv file

#restrict studies to those with appropriate data
studies&lt;-MASTER$ID[!is.na(MASTER$T_r..O.) &amp; !is.na(MASTER$T_r..R.)] ##to keep track of which studies are which
studies&lt;-studies[-31]##remove one problem study with absurdly high sample size (N = 23,0047)

#set font size for plotting
theme_set(theme_gray(base_size = 30))

#prepare correlation coefficients
dat_rank &lt;- data.frame(sample_size_O = rank(cbind(MASTER$T_N_O_for_tables[studies])),
sample_size_R = rank(cbind(MASTER$T_N_R_for_tables[studies])),
effect_size_O = rank(cbind(MASTER$T_r..O.[studies])),
effect_size_R = rank(cbind(MASTER$T_r..R.[studies])))
corr_O_Spearm = rcorr(dat_rank$effect_size_O, dat_rank$sample_size_O, type = "spearman")#yes, I know the type specification is superfluous
corr_R_Spearm = rcorr(dat_rank$effect_size_R, dat$sample_size_R, type = "spearman")

#compare Spearman correlation coefficients using cocor (data needs to be ranked in order to produce Spearman correlations!)
htest = cocor(formula=~sample_size_O + effect_size_O | sample_size_R + effect_size_R,
data = dat_rank, return.htest = FALSE)

#visualisation
#prepare data frame
dat_vis &lt;- data.frame(study = rep(c("Original", "Replication"), each=length(studies)),
sample_size = rbind(cbind(MASTER$T_N_O_for_tables[studies]), cbind(MASTER$T_N_R_for_tables[studies])),
effect_size = rbind(cbind(MASTER$T_r..O.[studies]), cbind(MASTER$T_r..R.[studies])))

#The plotting call
plot.new
ggplot(data=dat_vis, aes(x=sample_size, y=effect_size, group=study)) +#the basic scatter plot
geom_point(aes(color=study),shape=1,size=4) +#specify marker size and shape
scale_colour_hue(l=50) + # Use a slightly darker palette than normal
geom_smooth(method=lm,   # Add linear regression lines
se=FALSE,    # Don't add shaded confidence region
size=2,
aes(color=study))+#colour lines according to data points for consistency
geom_text(aes(x=750, y=0.46,
label=sprintf("Spearman rho = %1.3f (p = %1.3f)",
corr_O_Spearm$r[1,2], corr_O_Spearm$P[1,2]),
color="Original", hjust=0)) +#add text about Spearman correlation coefficient of original studies
guides(color = guide_legend(title=NULL)) + #avoid additional legend entry for text
geom_text(aes(x=750, y=0.2,
label=sprintf("Spearman rho = %1.3f (p = %1.3f)",
corr_R_Spearm$r[1,2], corr_R_Spearm$P[1,2]),
color="Replication", hjust=0))+#add text about Spearman correlation coefficient of replication studies
geom_text(x=1500, y=0.33,
label=sprintf("Difference: Pearson &amp; Filon z = %1.3f (p = %1.3f)",
htest@pearson1898$statistic, htest@pearson1898$p.value),
color="black", hjust=0)+#add text about testing difference between correlation coefficients
guides(color = guide_legend(title=NULL))+#avoid additional legend entry for text
ggtitle("Sampling until significant versus a priori power analysis")+#add figure title
labs(x="Sample Size", y="Effect size r")#add axis titles