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Updated Jun 16, 2018 7 subscribers

Anomaly Detection

Editor Jordan Anaya

The GRIMMER test: A method for testing the validity of reported measures of variability (2016)

Jordan Anaya

DOI: 10.7287/peerj.preprints.2400v1 

In this publication I extended granularity testing to variances, and as a result standard deviations and standard errors as well. Extending granularity testing to variances was nontrivial, and in fact wasn't thought possible.

Essentially I identified that variances of discrete data show a regular pattern, and only certain variances are consistent with certain means. At smaller sample sizes these patterns are not hard to see by eye, but at larger sample sizes programs were used to identify the patterns. I also described various properties of the patterns, and made a web application for testing whether variances/standard deviations/standard errors are mathematically possible.

While my code claimed these patterns exist, and the patterns had dramatic properties, it still wasn't clear whether there was a mathematical basis for the patterns and whether they would hold up at any sample size. However, a mathematical explanation for these patterns was recently posted: https://osf.io/rvgqk/. When looking at all the variances there is no rhyme or reason to them, but looking at all the variances which match a set of means reveals a simple step size. The question then becomes how to find the first variance in this set, and the authors of this preprint provide a mathematical proof for doing so.

The importance of being able to check whether standard deviations are mathematically possible can be debated. If a researcher is committing fraud it is likely just checking the means in a paper will be sufficient. However, if granularity testing is seen more as a type of "spellchecker", then obviously being able to check more statistics is valuable. In addition, given that some test statistics can be recalculated simply by knowing the means, standard deviations, and sample sizes, knowing the granularity of the means and standard deviations allows you to find the granularity of the test statistic.

A more recent use of the patterns identified in this publication is in reconstructing data. Reconstructing data can be computationally intensive, so it can be worthwhile to check if the reconstruction is even possible by looking at the granularity of the means and standard deviations. Indeed, my version of SPRITE does this, and the authors of CORVIDS are also now doing this.

While extending granularity testing to variances is a small step, it is a step nonetheless, so I am accepting my article.

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