EconPapers    
Economics at your fingertips  
 

Inference for Non‐random Samples

J. B. Copas and H. G. Li

Journal of the Royal Statistical Society Series B, 1997, vol. 59, issue 1, 55-95

Abstract: Observational data are often analysed as if they had resulted from a controlled study, and yet the tacit assumption of randomness can be crucial for the validity of inference. We take some simple statistical models and supplement them by adding a parameter θ which reflects the degree of non‐randomness in the sample. For a randomized study θ is known to be 0. We examine the profile log‐likelihood for θ and the sensitivity of inference to small non‐zero values of θ. Particular models cover the analysis of survey data with item non‐response, the paired comparison t‐test and two group comparisons using observational data with covariates. Some practical examples are discussed. Allowing for sampling bias increases the uncertainty of estimation and weakens the significance of treatment effects, sometimes substantially so.

Date: 1997
References: Add references at CitEc
Citations: View citations in EconPapers (18)

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00055

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:bla:jorssb:v:59:y:1997:i:1:p:55-95

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-19
Handle: RePEc:bla:jorssb:v:59:y:1997:i:1:p:55-95