On Statistical Inference Under Selection Bias

Micha Mandel () and Yosef Rinott

Discussion Paper Series from Center for Rationality and Interactive Decision Theory, 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)
New Economics Papers: this item is included in nep-ecm
Date: 2007-12
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