P for novices // P para novatos

p...
What is p value (also called significance)? How does it work? Curiously enough, many collegues at the hospital clearly know how to interpret a p value (i.e, they can tell you if a study is significant or not), but have trouble trying to explain the exact meaning of, say, a p = 0. 01.
In practice most of us would answer: if p is lower than 0.05, the result of the study is significant. If higher, non significant. Simple. But what does it mean?
So let´s go for it. Imagine we are comparing two treatments A and B. And imagine there is no real difference between A and B, in terms of their efficacy. We call p the probability that,  when you perform a statistical test (whichever you need, we will try to roughly cover that in a future post), you FIND a difference by chance.
In other words, when you perform your test you have a chance that it does not show reality, but on the contrary get a false result. And, as there is no difference between A and B, that false result means that you SEE a difference.
And p value has nothing to do with the difference of the effect found (A being 10%, 30% or 70% more effective than B). You may find a tiny difference between the effectiveness of the two drugs, with a very significant p value. Or a huge difference with a clearly non significant p.
In fact p is like a friend. You can trust or not your friend (that is the p value) on what he tells you (that is the difference between A and B that you find; 2%, 25%, or whatever).
Why 0.05? Well that is a value everyone has agreed upon. It does not come from a formula or anything. When we try our test, if p= 0.05, it means that we want to be wrong once every 20 times at most.


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p...
¿Qué es la p (también llamada significación estadística)? ¿Cómo funciona? Cusiosamente, muchos colegas del hospital saben interpretar un valor de p (por ejemplo, pueden decir si un estudio es significativo o no) pero tienen problemas para definir el significado exacto de una p de 0,01 (por ejemplo).
En la práctica, diríamos que una p menor de 0,05 es significativa, y mayor, no significativa, pero ¿que quiere decir esto?
Vamos allá. Imaginemos que tenemos dos tratamientos A y B, y que no hay diferencias en cuanto a su eficacia (son igualmente eficaces). Llamamos p a la probabilidad de encontrar una diferencia entre A y B simplemente por azar (recordemos que no hay diferencias entre A y B).
El valor de la p no tiene nada que ver con la diferencia entre tratamientos (entre A y B puede haber una diferencia de eficacia del 10 , del 30 o del 70%). Por ejemplo, se puede encontrar una diferencia muy pequeña entre A y B con una p enrormemente significativa, o una gran diferencia con una p claramente no significativa.
En realidad p es como un amigo. Lo que nos dice nuestro amigo es la diferencia entre A y B. La probabilidad de que se equivoque es la p.
¿Por qué 0,05? Por puro acuerdo. No viene de de ninguna fórmula. Cuando p= 0,05 significa que en nuestro test estadístico nos vamos a equivocar 1 de cada 20 veces.