P-value meaning + rows highlighting
Hello Micha,
I want to clarify the meaning of the P-value (P-wert), because there are still some confusing parts.
As you wrote in the handbook, the P-value is logarithm of probability, that the individual observation belongs to the base population. If this logarithm is lower, than logarithm of the significance level alpha, then the zero hypothesis should be rejected (= the observation did not belong to the base population/observations set). Is this correct, please?
As far if it is correct, then there is not clear, how the rows highlighting in accordance to P-value works. The previous statement splits the interval of possible results into two parts only - the part above significance level logarithm, where is the zero hypothesis valid, and the part under the significance level logarithm, where the zero hypothesis should be rejected. But in row highlighting settings is at the P-value two predefined values, which means the interval of possible values is splitted into three parts, instead of two.
Moreover - at the row highlighting settings is speaking about P as about probability in percents. Then, if we are in default JAG3D settings speaking about 99,9 % probability (significance level 0,1 %) at the test statistic settings, makes no sense, why are the default values at the row highlighting settings setted to 1.0 and 5.0, instead of lets say, 95 and 99.9.
Then I want also to be clarified the behavior of highlighting. The P-value highlighting is not matching the exact value of logarithm of significance level, which is for 0,1 % (= 0,001) = -6,91, there are some rows highlighted regardless the condition log(p) > log(alpha). I guess this behavior is caused by adjustment of significance level alpha, using B-method, for each observation individually, therefore the exact value of log(alpha) is for individual observations varying from the base value -6.91, am I right?
Shortly spoken - I am asking for help, how to properly set the row highlighting in accordance to P-value, possible with brief explanation, how all mentioned values are connected together.
Big thanks for response and have a nice day!
Vlastimil