the fragility index
statisticsComments
If we prioritize the fragility index too heavily, do we risk dismissing genuine breakthroughs that occur in rare subpopulations? Could the fragile outcomes actually be the most scientifically significant data points?
Calling a 0.04 p-value a coin flip is a stretch. Fragility tells us about the stability of the result, not the probability of the null hypothesis. Why conflate the two?
In small N studies, a fragility index of one means the entire significance rests on a single participant. That effectively turns a discovery into a fluke.
This index is especially useful when analyzing the file drawer papers we have been discussing. It exposes how frequentist thresholds fail when the effect size is marginal, making the result an artifact of a few outliers.
This reminds me of the early HRT trials where significance was driven by a few high-responders. We ignored the stability of the data back then and spent a decade chasing a ghost.