The Red Team Challenge (Part 3): Is it Feasible in Practice?

By Daniel Lakens & Leo Tiokhin

Also read Part 1 and Part 2 in this series on our Red Team Challenge.

Six weeks ago, we launched the Red Team Challenge: a feasibility study to see whether it could be worthwhile to pay people to find errors in scientific research. In our project, we wanted to see to what extent a “Red Team” - people hired to criticize a scientific study with the goal to improve it - would improve the quality of the resulting scientific work.

Currently, the way that error detection works in science is a bit peculiar. Papers go through the peer-review process and get the peer-reviewed “stamp of approval”. Then, upon publication, some of these same papers receive immediate and widespread criticism. Sometimes this even leads to formal corrections or retractions. And this happens even at some of the most prestigious scientific journals.

So, it seems that our current mechanisms of scientific quality control leave something to be desired. Nicholas Coles, Ruben Arslan, and the authors of this post (Leo Tiokhin and Daniël Lakens) were interested in whether Red Teams might be one way to improve quality control in science.

Ideally, a Red Team joins a research project from the start and criticizes each step of the process. However, doing this would have taken the duration of an entire study. At the time, it also seemed a bit premature -- we didn’t know whether anyone would be interested in a Red Team approach, how it would work in practice, and so on. So, instead, Nicholas Coles, Brooke Frohlich, Jeff Larsen, and Lowell Gaertner volunteered one of their manuscripts (a completed study that they were ready to submit for publication). We put out a call on Twitter, Facebook, and the 20% Statistician blog, and 22 people expressed interest. On May 15^th, we randomly selected five volunteers based on five areas of expertise: Åse Innes-Ker (affective science), Nicholas James (design/methods), Ingrid Aulike (statistics), Melissa Kline (computational reproducibility), and Tiago Lubiana (wildcard category). The Red Team was then given three weeks to report errors.

Our Red Team project was somewhat similar to traditional peer review, except that we 1) compensated Red Team members’ time with a $200 stipend, 2) explicitly asked the Red Teamers to identify errors in any part of the project (i.e., not just writing), 3) gave the Red Team full access to the materials, data, and code, and 4) provided financial incentives for identifying critical errors (a donation to the GiveWell charity non-profit for each unique “critical error” discovered).

The Red Team submitted 107 error reports. Ruben Arslan--who helped inspire this project with his Bug Bounty Program--served as the neutral arbiter. Ruben examined the reports, evaluated the authors’ responses, and ultimately decided whether an issue was “critical” (see this post for Ruben’s reflection on the Red Team Challenge) Of the 107 reports, Ruben concluded that there were 18 unique critical issues (for details, see this project page). Ruben decided that any major issues that potentially invalidated inferences were worth $100, minor issues related to computational reproducibility were worth $20, and minor issues that could be resolved without much work were worth $10. After three weeks, the total final donation was $660. The Red Team detected 5 major errors. These included two previously unknown limitations of a key manipulation, inadequacies in the design and description of the power analysis, an incorrectly reported statistical test in the supplemental materials, and a lack of information about the sample in the manuscript. Minor issues concerned reproducibility of code and clarifications about the procedure.

After receiving this feedback, Nicholas Coles and his co-authors decided to hold off submitting their manuscript (see this post for Nicholas’ personal reflection). They are currently conducting a new study to address some of the issues raised by the Red Team.

We consider this to be a feasibility study of whether a Red Team approach is practical and worthwhile. So, based on this study, we shouldn’t draw any conclusions about a Red Team approach in science except one: it can be done.

That said, our study does provide some food for thought. Many people were eager to join the Red Team. The study’s corresponding author, Nicholas Coles, was graciously willing to acknowledge issues when they were pointed out. And it was obvious that, had these issues been pointed out earlier, the study would have been substantially improved before being carried out. These findings make us optimistic that Red Teams can be useful and feasible to implement.

In an earlier column, the issue was raised that rewarding Red Team members with co-authorship on the subsequent paper would create a conflict of interest -- too severe criticism on the paper might make the paper unpublishable. So, instead, we paid each Red Teamer $200 for their service. We wanted to reward people for their time. We did not want to reward them only for finding issues because, before we knew that 19 unique issues would be found, we were naively worried that the Red Team might find few things wrong with the paper. In interviews with Red Team members, it became clear that the charitable donations for each issue were not a strong motivator. Instead, people were just happy to detect issues for decent pay. They didn't think that they deserved authorship for their work, and several Red Team members didn't consider authorship on an academic paper to be valuable, given their career goals.

After talking with the Red Team members, we started to think that certain people might enjoy Red Teaming as a job – it is challenging, requires skills, and improves science. This opens up the possibility of a freelance services marketplace (such as Fiverr) for error detection, where Red Team members are hired at an hourly rate and potentially rewarded for finding errors. It should be feasible to hire people to check for errors at each phase of a project, depending on their expertise and reputation as good error-detectors. If researchers do not have money for such a service, they might be able to set up a volunteer network where people “Red Team” each other’s projects. It could also be possible for universities to create Red Teams (e.g., Cornell University has a computational reproducibility service that researchers can hire).

As scientists, we should ask ourselves when, and for which type of studies, we want to invest time and/or money to make sure that published work is as free from errors as possible. As we continue to consider ways to increase the reliability of science, a Red Team approach might be something to further explore.

Justify Your Alpha by Minimizing or Balancing Error Rates

A preprint ("Justify Your Alpha: A Primer on Two Practical Approaches") that extends the ideas in this blog post is available at: https://psyarxiv.com/ts4r6

In 1957 Neyman wrote: “it appears desirable to determine the level of significance in accordance with quite a few circumstances that vary from one particular problem to the next.” Despite this good advice, social scientists developed the norm to always use an alpha level of 0.05 as a threshold when making predictions. In this blog post I will explain how you can set the alpha level so that it minimizes the combined Type 1 and Type 2 error rates (thus efficiently making decisions), or balance Type 1 and Type 2 error rates. You can use this approach to justify your alpha level, and guide your thoughts about how to design studies more efficiently.

Neyman (1933) provides an example of the reasoning process he believed researchers should go through. He explains how a researcher might have derived an important hypothesis that H0 is true (there is no effect), and will not want to ‘throw it aside too lightly’. The researcher would choose a ow alpha level (e.g.,  0.01). In another line of research, an experimenter might be interesting in detecting factors that would lead to the modification of a standard law, where the “importance of finding some new line of development here outweighs any loss due to a certain waste of effort in starting on a false trail”, and Neyman suggests to set the alpha level to for example 0.1.

Which is worse? A Type 1 Error or a Type 2 Error?

As you perform lines of research the data you collect are used as a guide to continue or abandon a hypothesis, to use one paradigm or another. One goal of well-designed experiments is to control the error rates as you make these decisions, so that you do not fool yourself too often in the long run.

Many researchers implicitly assume that Type 1 errors are more problematic than Type 2 errors. Cohen (1988) suggested a Type 2 error rate of 20%, and hence to aim for 80% power, but wrote “.20 is chosen with the idea that the general relative seriousness of these two kinds of errors is of the order of .20/.05, i.e., that Type I errors are of the order of four times as serious as Type II errors. This .80 desired power convention is offered with the hope that it will be ignored whenever an investigator can find a basis in his substantive concerns in his specific research investigation to choose a value ad hoc”. More recently, researchers have argued that false negative constitute a much more serious problem in science (Fiedler, Kutzner, & Krueger, 2012). I always ask my 3rd year bachelor students: What do you think? Is a Type 1 error in your next study worse than a Type 2 error?

Last year I listened to someone who decided whether new therapies would be covered by the German healthcare system. She discussed Eye Movement Desensitization and Reprocessing (EMDR) therapy. I knew that the evidence that the therapy worked was very weak. As the talk started, I hoped they had decided not to cover EMDR. They did, and the researcher convinced me this was a good decision. She said that, although no strong enough evidence was available that it works, the costs of the therapy (which can be done behind a computer) are very low, it was applied in settings where no really good alternatives were available (e.g., inside prisons), and risk of negative consequences was basically zero. They were aware of the fact that there was a very high probability that EMDR was a Type 1 error, but compared to the cost of a Type 2 error, it was still better to accept the treatment. Another of my favorite examples comes from Field et al. (2004) who perform a cost-benefit analysis on whether to intervene when examining if a koala population is declining, and show the alpha should be set at 1 (one should always assume a decline is occurring and intervene). 

Making these decisions is difficult - but it is better to think about them, then to end up with error rates that do not reflect the errors you actually want to make. As Ulrich and Miller (2019) describe, the long run error rates you actually make depend on several unknown factors, such as the true effect size, and the prior probability that the null hypothesis is true. Despite these unknowns, you can design studies that have good error rates for an effect size you are interested in, given some sample size you are planning to collect. Let's see how.

Balancing or minimizing error rates

Mudge, Baker, Edge, and Houlahan (2012) explain how researchers might want to minimize the total combined error rate. If both Type 1 as Type 2 errors are costly, then it makes sense to optimally reduce both errors as you do studies. This would make decision making overall most efficient. You choose an alpha level that, when used in the power analysis, leads to the lowest combined error rate. For example, with a 5% alpha and 80% power, the combined error rate is 5+20 = 25%, and if power is 99% and the alpha is 5% the combined error rate is 1 + 5 = 6%. Mudge and colleagues show that the increasing or reducing the alpha level can lower the combined error rate. This is one of the approaches we mentioned in our ‘Justify Your Alpha’ paper from 2018.

When we wrote ‘Justify Your Alpha’ we knew it would be a lot of work to actually develop methods that people can use. For months, I would occasionally revisit the code Mudge and colleagues used in their paper, which is an adaptation of the pwr library in R, but the code was too complex and I could not get to the bottom of how it worked. After leaving this aside for some months, during which I improved my R skills, some days ago I took a long shower and suddenly realized that I did not need to understand the code by Mudge and colleagues. Instead of getting their code to work, I could write my own code from scratch. Such realizations are my justification for taking showers that are longer than is environmentally friendly.

If you want to balance or minimize error rates, the tricky thing is that the alpha level you set determines the Type 1 error rate, but through it’s influence on the statistical power, also influenced the Type 2 error rate. So I wrote a function that examines the range of possible alpha levels (from 0 to 1) and minimizes either the total error (Type 1 + Type 2) or minimizes the difference between the Type 1 and Type 2 error rates, balancing the error rates. It then returns the alpha (Type 1 error rate) and the beta (Type 2 error). You can enter any analytic power function that normally works in R and would output the calculated power.

Minimizing Error Rates

Below is the version of the optimal_alpha function used in this blog. Yes, I am defining a function inside another function and this could all look a lot prettier - but it works for now. I plan to clean up the code when I archive my blog posts on how to justify alpha level in a journal, and will make an R package when I do.


The code requires requires you to specify the power function (in a way that the code returns the power, hence the $power at the end) for your test, where the significance level is a variable ‘x’. In this power function you specify the effect size (such as the smallest effect size you are interested in) and the sample size. In my experience, sometimes the sample size is determined by factors outside the control of the researcher. For example, you are working with a existing data, or you are studying a sample size that is limited (e.g., all students in a school). Other times, people have a maximum sample size they can feasibly collect, and accept the error rates that follow from this feasibility limitation. If your sample size is not limited, you can increase the sample size until you are happy with the error rates.

The code calculates the Type 2 error (1-power) across a range of alpha values. For example, we want to calculate the optimal alpha level for a independent t-test. Assume our smallest effect size of interest is d = 0.5, and we are planning to collect 100 participants in each group. We would normally calculate power as follows:

pwr.t.test(d = 0.5, n = 100, sig.level = 0.05, type = 'two.sample', alternative = 'two.sided')$power

This analysis tells us that we have 94% power with a 5% alpha level for our smallest effect size of interest, d = 0.5, when we collect 100 participants in each condition.

If we want to minimize our total error rates, we would enter this function in our optimal_alpha function (while replacing the sig.level argument with ‘x’ instead of 0.05, because we are varying the value to determine the lowest combined error rate).

res = optimal_alpha(power_function = pwr.t.test(d=0.5, n=100, sig.level = x, type='two.sample', alternative='two.sided')$power")

res$alpha
## [1] 0.05101728
res$beta
## [1] 0.05853977

We see that an alpha level of 0.051 slightly improved the combined error rate, since it will lead to a Type 2 error rate of 0.059 for a smallest effect size of interest of d = 0.5. The combined error rate is 0.11. For comparison, lowering the alpha level to 0.005 would lead to a much larger combined error rate of 0.25.
What would happen if we had decided to collect 200 participants per group, or only 50? With 200 participants per group we would have more than 99% power for d = 0.05, and relatively speaking, a 5% Type 1 error with a 1% Type 2 error is slightly out of balance. In the age of big data, we nevertheless researchers use such suboptimal error rates this all the time due to their mindless choice for an alpha level of 0.05. When power is large the combined error rates can be smaller if the alpha level is lowered. If we just replace 100 by 200 in the function above, we see the combined Type 1 and Type 2 error rate is the lowest if we set the alpha level to 0.00866. If you collect large amounts of data, you should really consider lowering your alpha level.

If the maximum sample size we were willing to collect was 50 per group, the optimal alpha level to reduce the combined Type 1 and Type 2 error rates is 0.13. This means that we would have a 13% probability of deciding there is an effect when the null hypothesis is true. This is quite high! However, if we had used a 5% Type 1 error rate, the power would have been 69.69%, with a 30.31% Type 2 error rate, while the Type 2 error rate is ‘only’ 16.56% after increasing the alpha level to 0.13. We increase the Type 1 error rate by 8%, to reduce the Type 2 error rate by 13.5%. This increases the overall efficiency of the decisions we make.

This example relies on the pwr.t.test function in R, but any power function can be used. For example, the code to minimize the combined error rates for the power analysis for an equivalence test would be:

res = optimal_alpha(power_function = "powerTOSTtwo(alpha=x, N=200, low_eqbound_d=-0.4, high_eqbound_d=0.4)")

Balancing Error Rates

You can choose to minimize the combined error rates, but you can also decide that it makes most sense to you to balance the error rates. For example, you think a Type 1 error is just as problematic as a Type 2 error, and therefore, you want to design a study that has balanced error rates for a smallest effect size of interest (e.g., a 5% Type 1 error rate and a 5% Type 2 error rate). Whether to minimize error rates or balance them can be specified in an additional argument in the function. The default it to minimize, but by adding error = "balance" an alpha level is given so that the Type 1 error rate equals the Type 2 error rate.

res = optimal_alpha(power_function = "pwr.t.test(d=0.5, n=100, sig.level = x, type='two.sample', alternative='two.sided')$power", error = "balance")

res$alpha
## [1] 0.05488516
res$beta
## [1] 0.05488402

Repeating our earlier example, the alpha level is 0.055, such that the Type 2 error rate, given the smallest effect size of interest and the and the sample size, is also 0.055. I feel that even though this does not minimize the overall error rates, it is a justification strategy for your alpha level that often makes sense. If both Type 1 and Type 2 errors are equally problematic, we design a study where we are just as likely to make either mistake, for the effect size we care about.

Relative costs and prior probabilities

So far we have assumed a Type 1 error and Type 2 error are equally problematic. But you might believe Cohen (1988) was right, and Type 1 errors are exactly 4 times as bad as Type 2 errors. Or you might think they are twice as problematic, or 10 times as problematic. However you weigh them, as explained by Mudge et al., 2012, and Ulrich & Miller, 2019, you should incorporate those weights into your decisions.


The function has another optional argument, costT1T2, that allows you to specify the relative cost of Type1:Type2 errors. By default this is set to 1, but you can set it to 4 (or any other value) such that Type 1 errors are 4 times as costly as Type 2 errors. This will change the weight of Type 1 errors compared to Type 2 errors, and thus also the choice of the best alpha level.

res = optimal_alpha(power_function = "pwr.t.test(d=0.5, n=100, sig.level = x, type='two.sample', alternative='two.sided')$power", error = "minimal", costT1T2 = 4)

res$alpha
## [1] 0.01918735
res$beta
## [1] 0.1211773

Now, the alpha level that minimized the weighted Type 1 and Type 2 error rates is 0.019.


Similarly, you can take into account prior probabilities that either the null is true (and you will observe a Type 1 error), or that the alternative hypothesis is true (and you will observe a Type 2 error). By incorporating these expectations, you can minimize or balance error rates in the long run (assuming your priors are correct). Priors can be specified using the prior_H1H0 argument, which by default is 1 (H1 and H0 are equally likely). Setting it to 4 means you think the alternative hypothesis (and hence, Type 2 errors) are 4 times more likely than that the null hypothesis (and Type 1 errors).


res = optimal_alpha(power_function = "pwr.t.test(d=0.5, n=100, sig.level = x, type='two.sample', alternative='two.sided')$power", error = "minimal", prior_H1H0 = 2)

res$alpha
## [1] 0.07901679
res$beta
## [1] 0.03875676

If you think H1 is four times more likely to be true than H0, you need to worry less about Type 1 errors, and now the alpha that minimizes the weighted error rates is 0.079. It is always difficult to decide upon priors (unless you are Omniscient Jones) but even if you ignore them, you are making the decision that H1 and H0 are equally plausible.

Conclusion

You can't abandon a practice without an alternative. Minimizing the combined error rate, or balancing error rates, provide two alternative approaches to the normative practice of setting the alpha level to 5%. Together with the approach to reduce the alpha level as a function of the sample size, I invite you to explore ways to set error rates based on something else than convention. A downside of abandoning mindless statistics is that you need to think of difficult questions. How much more negative is a Type 1 error than a Type 2 error? Do you have an ideas about the prior probabilities? And what is the smallest effect size of interest? Answering these questions is difficult, but considering them is important for any study you design. The experiments you make might very well be more informative, and more efficient. So give it a try.

References

Cohen, J. (1988). Statistical power analysis for the behavioral sciences (2nd ed). Hillsdale, N.J: L. Erlbaum Associates.

Fiedler, K., Kutzner, F., & Krueger, J. I. (2012). The Long Way From α-Error Control to Validity Proper: Problems With a Short-Sighted False-Positive Debate. Perspectives on Psychological Science, 7(6), 661–669. https://doi.org/10.1177/1745691612462587

Lakens, D., Adolfi, F. G., Albers, C. J., Anvari, F., Apps, M. A. J., Argamon, S. E., … Zwaan, R. A. (2018). Justify your alpha. Nature Human Behaviour, 2, 168–171. https://doi.org/10.1038/s41562-018-0311-x

 Miller, J., & Ulrich, R. (2019). The quest for an optimal alpha. PLOS ONE, 14(1), e0208631. https://doi.org/10.1371/journal.pone.0208631 

Mudge, J. F., Baker, L. F., Edge, C. B., & Houlahan, J. E. (2012). Setting an Optimal α That Minimizes Errors in Null Hypothesis Significance Tests. PLOS ONE, 7(2), e32734. https://doi.org/10.1371/journal.pone.0032734

The New Heuristics

You can derive the age of a researcher based on the sample size they were told to use in a two independent group design. When I started my PhD, this number was 15, and when I ended, it was 20. This tells you I did my PhD between 2005 and 2010. If your number was 10, you have been in science much longer than I have, and if your number is 50, good luck with the final chapter of your PhD.

All these numbers are only sporadically the sample size you really need. As with a clock stuck at 9:30 in the morning, heuristics are sometimes right, but most often wrong. I think we rely way too often on heuristics for all sorts of important decisions we make when we do research. You can easily test whether you rely on a heuristic, or whether you can actually justify a decision you make. Ask yourself: Why?

I vividly remember talking to a researcher in 2012, a time where it started to become clear that many of the heuristics we relied on were wrong, and there was a lot of uncertainty about what good research practices looked like. She said: ‘I just want somebody to tell me what to do’. As psychologists, we work in a science where the answer to almost every research question is ‘it depends’. It should not be a surprise the same holds for how you design a study. For example, Neyman & Pearson (1933) perfectly illustrate how a statistician can explain the choices that need to be made, but in the end, only the researcher can make the final decision:

Due to a lack of training, most researchers do not have the skills to make these decisions. They need help, but do not even always have access to someone who can help them. It is therefore not surprising that articles and books that explain how to use useful tool provide some heuristics to get researchers started. An excellent example of this is Cohen’s classic work on power analysis. Although you need to think about the statistical power you want, as a heuristic, a minimum power of 80% is recommended. Let’s take a look at how Cohen (1988) introduces this benchmark.

It is rarely ignored. Note that we have a meta-heuristic here. Cohen argues a Type 1 error is 4 times as serious as a Type 2 error, and the Type 1 error is at 5%. Why? According to Fisher (1935) because it is a ‘convenient convention’. We are building a science on heuristics built on heuristics.

There has been a lot of discussion about how we need to improve psychological science in practice, and what good research practices look like. In my view, we will not have real progress when we replace old heuristics by new heuristics. People regularly complain to me about people who use what I would like to call ‘The New Heuristics’ (instead of The New Statistics), or ask me to help them write a rebuttal to a reviewer who is too rigidly applying a new heuristic. Let me give some recent examples.

People who used optional stopping in the past, and have learned this is p-hacking, think you can not look at the data as it comes in (you can, when done correctly, using sequential analyses, see Lakens, 2014). People make directional predictions, but test them with two-sided tests (even when you can pre-register your directional prediction). They think you need 250 participants (as an editor of a flagship journal claimed), even though there is no magical number that leads to high enough accuracy. They think you always need to justify sample sizes based on a power analysis (as a reviewer of a grant proposal claimed when rejecting a proposal) even though there are many ways to justify sample sizes. They argue meta-analysis is not a ‘valid technique’ only because the meta-analytic estimate can be biased (ignoring meta-analyses have many uses, including an analysis of heterogeneity, and all tests can be biased). They think all research should be preregistered or published as Registered Reports, even when the main benefit (preventing inflation of error rates for hypothesis tests due to flexibility in the data analysis) is not relevant for all research psychologists do. They think p-values are invalid and should be removed from scientific articles, even when in well-designed controlled experiments they might be the outcome of interest, especially early on in new research lines. I could go on.

Change is like a pendulum, swinging from one side to the other of a multi-dimensional space. People might be too loose, or too strict, too risky, or too risk-averse, too sexy, or too boring. When there is a response to newly identified problems, we often see people overreacting. If you can’t justify your decisions, you will just be pushed from one extreme on one of these dimensions to the opposite extreme. What you need is the weight of a solid justification to be able to resist being pulled in the direction of whatever you perceive to be the current norm. Learning The New Heuristics (for example setting the alpha level to 0.005 instead of 0.05) is not an improvement – it is just a change.

If we teach people The New Heuristics, we will get lost in the Bog of Meaningless Discussions About Why These New Norms Do Not Apply To Me. This is a waste of time. From a good justification it logically follows whether something applies to you or not. Don’t discuss heuristics – discuss justifications.

‘Why’ questions come at different levels. Surface level ‘why’ questions are explicitly left to the researcher – no one else can answer them. Why are you collecting 50 participants in each group? Why are you aiming for 80% power? Why are you using an alpha level of 5%? Why are you using this prior when calculating a Bayes factor? Why are you assuming equal variances and using Student’s t-test instead of Welch’s t-test? Part of the problem I am addressing here is that we do not discuss which questions are up to the researcher, and which are questions on a deeper level that you can simply accept without needing to provide a justification in your paper. This makes it relatively easy for researchers to pretend some ‘why’ questions are on a deeper level, and can be assumed without having to be justified. A field needs a continuing discussion about what we expect researchers to justify in their papers (for example by developing improved and detailed reporting guidelines). This will be an interesting discussion to have. For now, let’s limit ourselves to surface level questions that were always left up to researchers to justify (even though some researchers might not know any better than using a heuristic). In the spirit of the name of this blog, let’s focus on 20% of the problems that will improve 80% of what we do.

My new motto is ‘Justify Everything’ (it also works as a hashtag: #JustifyEverything). Your first response will be that this is not possible. You will think this is too much to ask. This is because you think that you will have to be able to justify everything. But that is not my view on good science. You do not have the time to learn enough to be able to justify all the choices you need to make when doing science. Instead, you could be working in a team of as many people as you need so that within your research team, there is someone who can give an answer if I ask you ‘Why?’. As a rule of thumb, a large enough research team in psychology has between 50 and 500 researchers, because that is how many people you need to make sure one of the researchers is able to justify why research teams in psychology need between 50 and 500 researchers.

Until we have transitioned into a more collaborative psychological science, we will be limited in how much and how well we can justify our decisions in our scientific articles. But we will be able to improve. Many journals are starting to require sample size justifications, which is a great example of what I am advocating for. Expert peer reviewers can help by pointing out where heuristics are used, but justifications are possible (preferably in open peer review, so that the entire community can learn). The internet makes it easier than ever before to ask other people for help and advice. And as with anything in a job as difficult as science, just get started. The #Justify20% hashtag will work just as well for now.