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Comparison

Nominal Level, Branch-Conditional Error and Whole-Procedure Error

When an analysis includes a data-dependent choice, three error rates are easy to confuse. The error probabilities below are evaluated under the same specified model in which the null hypothesis is true and the stated assumptions hold.

  • The nominal level (alpha), for example .05, is the target, or upper bound, for false rejection that a test is designed to meet when it is chosen in advance. A valid test keeps its false-rejection probability at or below alpha; it attains alpha exactly only when it is exactly calibrated.
  • A branch-conditional rate is the probability of false rejection given that the data led to one branch of a procedure, for example the datasets for which a preliminary check selected a particular test. It is defined only for a branch that has a positive probability of occurring.
  • The whole-procedure rate is the probability that the complete procedure, including every data-dependent choice, ends in rejection. When the branches are mutually exclusive and together cover every possible dataset, it is the sum of the branch rates, each weighted by the probability of its branch: P(reject)=∑bP(reject∣b)×P(b)P(\text{reject}) = \sum_{b} P(\text{reject} \mid b) \times P(b), where the sum runs over the branches bb that have positive probability. Branches with probability zero are omitted, because their conditional rates are undefined.

Data-dependent choices can move branch rates above or below the nominal level, and the whole-procedure rate can end up above, below or close to it, so it is the complete procedure that has to be evaluated. A whole-procedure rate below the target, such as .04 against .05, is conservative, not too liberal.

(Advanced, optional: when the null hypothesis covers many possible models, a guarantee at level alpha has to hold for every one of them, not just for one convenient case.)

Background on marginal and conditional probability: Goodfellow, Bengio and Courville, Deep Learning (2016), sections 3.4–3.5.

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Updated 2026-10-18

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Research Methods in Psychology - 4th American Edition @ KPU

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