Related papers: Revisiting Simpson's Paradox: a statistical misspe…
The well-known Simpson's Paradox, or Yule-Simpson Effect, in statistics is often illustrated by the following thought experiment: A drug may be found in a trial to increase the survival rate for both men and women, but decrease the rate for…
Dependence is undoubtedly a central concept in statistics. Though, it proves difficult to locate in the literature a formal definition which goes beyond the self-evident 'dependence = non-independence'. This absence has allowed the term…
Established frameworks to understand problems with reproducibility in science begin with the relationship between our understanding of the prior probability of a claim and the statistical certainty that should be demanded of it, and explore…
Statistics is sometimes described as the science of reasoning under uncertainty. Statistical models provide one view of this uncertainty, but what is frequently neglected is the 'invisible' portion of uncertainty: that assumed not to exist…
Propensity Score Matching (PSM) stands as a widely embraced method in comparative effectiveness research. PSM crafts matched datasets, mimicking some attributes of randomized designs, from observational data. In a valid PSM design where all…
We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…
We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs)…
We explore "omitted label contexts," in which training data is limited to a subset of the possible labels. This setting is standard among specialized human experts or specific, focused studies. By studying Simpson's paradox, we observe that…
This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…
We formalize an interpretational error that is common in statistical causal inference, termed identity slippage. This formalism is used to describe historically-recognized fallacies, and analyse a fast-growing literature in statistics and…
This paper discusses the dual interpretation of the Jeffreys--Lindley's paradox associated with Bayesian posterior probabilities and Bayes factors, both as a differentiation between frequentist and Bayesian statistics and as a pointer to…
Bad statistics make research papers unreproducible and misleading. For the most part, the reasons for such misusage of numerical data have been found and addressed years ago by experts and proper practical solutions have been presented…
In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…
Reasoning about fairness through correlation-based notions is rife with pitfalls. The 1973 University of California, Berkeley graduate school admissions case from Bickel et. al. (1975) is a classic example of one such pitfall, namely…
Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…
There has been a flurry of research in recent years on notions of fairness in ranking and recommender systems, particularly on how to evaluate if a recommender allocates exposure equally across groups of relevant items (also known as…
When a linear model is adjusted to control for additional explanatory variables the sign of a fitted coefficient may reverse. Here these reversals are studied using coefficients of determination. The resulting theory can be used to…
In 1957, Lindley published "A statistical paradox" in Biometrika, revealing a fundamental conflict between frequentist and Bayesian inference as sample size approaches infinity. We present a new paradox of a different kind: a conflict…
Mathematics is a limited component of solutions to real-world problems, as it expresses only what is expected to be true if all our assumptions are correct, including implicit assumptions that are omnipresent and often incorrect.…
Supervised machine learning and predictive models have achieved an impressive standard today, enabling us to answer questions that were inconceivable a few years ago. Besides these successes, it becomes clear, that beyond pure prediction,…