Multiple testing in statistical analysis of systems-based information retrieval experiments

Abstract

High-quality reusable test collections and formal statistical hypothesis testing together support a rigorous experimental environment for information retrieval research. But as Armstrong et al. [2009b] recently argued, global analysis of experiments suggests that there has actually been little real improvement in ad hoc retrieval effectiveness over time. We investigate this phenomenon in the context of simultaneous testing of many hypotheses using a fixed set of data. We argue that the most common approaches to significance testing ignore a great deal of information about the world. Taking into account even a fairly small amount of this information can lead to very different conclusions about systems than those that have appeared in published literature. We demonstrate how to model a set of IR experiments for analysis both mathematically and practically, and show that doing so can cause p -values from statistical hypothesis tests to increase by orders of magnitude. This has major consequences on the interpretation of experimental results using reusable test collections: it is very difficult to conclude that anything is significant once we have modeled many of the sources of randomness in experimental design and analysis.