On Statistical Inference Under Selection Bias

Mandel, Micha and Rinott, Yosef (2007) On Statistical Inference Under Selection Bias. [Discussion Paper]. p. 12. Discussion Paper Series (No. 473). (Submitted)

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Abstract/Index

This note revisits the problem of selection bias, using a simple binomial example. It focuses on selection that is introduced by observing the data and making decisions prior to formal statistical analysis. Decision rules and interpretation of confidence measure and results must then be taken relative to the point of view of the decision maker, i.e., before selection or after it. Such a distinction is important since inference can be considerably altered when the decision maker's point of view changes. This note demonstrates the issue, using both the frequentist and the Bayesian paradigms.


Item Type:Report / Paper (Discussion Paper)
Research documents and activity classification:Working Papers > Non-Refereed Working Papers / of national relevance only
Divisions:Department of Business and Management
Uncontrolled Keywords:Confidence interval; Credible set; Binomial model; Decision theory; Likelihood principle.
MIUR Scientific Area:Area 13 - Economics and Statistics > SECS-P/05 Econometrics
Deposited By:Maria Teresa Nistico
Deposited On:20 Dec 2010 11:44
Last Modified:23 Apr 2013 16:31

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