Demystifying the bias from selective inference: A revisit to Dawid’s treatment selection problem

Jiannan Lu and Alex Deng

Statistics & Probability Letters, 2016, vol. 118, issue C, 8-15

Abstract: We extend the heuristic discussion in Senn (2008) on the bias from selective inference for the treatment selection problem (Dawid, 1994), by deriving the closed-form expression for the selection bias. We illustrate the advantages of our theoretical results through numerical and simulated examples.

Keywords: Bayesian inference; Posterior mean; Selection paradox; Multivariate truncated normal (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.06.007

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