On Statistical Inference Under Selection Bias

Micha Mandel () and Yosef Rinott

Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem

Abstract: 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.

Keywords: Confidence interval; Credible set; Binomial model; Decision theory; Likelihood principle (search for similar items in EconPapers)
Pages: 13 pages
Date: 2007-12
New Economics Papers: this item is included in nep-ecm
References: View complete reference list from CitEc
Citations:

Published in The American Statistician 63 211-217 (2009)

Downloads: (external link)
http://ratio.huji.ac.il/sites/default/files/publications/dp473.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://ratio.huji.ac.il/sites/default/files/publications/dp473.pdf [302 Moved Temporarily]--> https://ratio.huji.ac.il/sites/default/files/publications/dp473.pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:huj:dispap:dp473

Access Statistics for this paper

More papers in Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem Contact information at EDIRC.
Bibliographic data for series maintained by Michael Simkin ().