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Information geometry of Statistical inference with selective sample S. Eguchi, ISM & GUAS This talk is a part of co-work with J. Copas, University of Warwick.

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Presentation on theme: "Information geometry of Statistical inference with selective sample S. Eguchi, ISM & GUAS This talk is a part of co-work with J. Copas, University of Warwick."— Presentation transcript:

1 Information geometry of Statistical inference with selective sample S. Eguchi, ISM & GUAS This talk is a part of co-work with J. Copas, University of Warwick

2 Local Sensitivity Approximation for Selectivity Bias. J. Copas and S. Eguchi J. Royal Statist. Soc. B, 63 (2001), 871-895. (http://www.ism.ac.jp/~eguchi/recent_preprint.html)

3 Summary

4 Statistical model Probability model

5 Near parametric exact parametric non-parametric near-parametric

6 Def. (X, Y, Z) is ignorable Ignorability

7 Observational status

8 Binary response with missing

9 Non-ignorable cases

10 Small degree of non-ignorability

11 Distributional expression

12 Tangent space and neighborhood

13 Exponential map

14 Tubular Neighborhood M

15 Decomposition

16 tangent and normal

17 Conditional Distribution

18 Calibration

19 Rosenbaum’s log odd ratio

20 Counterfactual

21 Guide line

22 Non-ignorable missing

23 Selectivity region

24

25 Unstable or Misspecifying

26 Regression formulation

27 Heckman model

28 Likelihood

29 Likelihood analysis where

30 Profile likelihood of 

31 N = 1435, n = 1323 

32 Skin cancer data

33 Various pattern of bias

34 Group comparison

35 Non-random allocation

36 Selection bias

37 Effect of sentence Z = 1 prison Z = 2 community service Z = 3 probation Y = ratio of reconviction Logistic model

38 Selectivity regions Probation effect Community service effect 01 ‐1‐1 ‐1‐1 1 0     C.I.

39 two-group comparison

40 Likelihood

41 Analysis

42 UK National Hearing Survey The effect of occupational noise Case (high level noise) Control Response Y is threshold of 3kHz sound

43 Case mean Control mean Pooled s. d. t-statistic Standard analysis supports high significance Conventional result

44 Non-random allocation

45 Future problem

46 Arnold,B.C. and Strauss, D.J. (1991) Bivariate distributions with conditionals in prescribed exponential families. J.Roy.Statist.Soc., B, 53, 365-376. Begg,C.B., Satagopan, J.M. and Berwick, M.(1998) A new strategy for evaluating the impact of epidemiologic risk factors for cancer with application to melanoma. J. Am. Statist. Assoc., 93, 415-426. Bowater, R.J.,Copas, J.B., Machado, O.A. and Davis, A.C. (1996) Hearing impairment and the log-normal distribution. Applied Statistics, 45, 203-217. Chambers, R.L.and Welsh, A.H. (1993) Log-linear models for survey data with non- ignorable non-response. J.Roy.Statist.Soc., B, 55, 157-170. Copas, J. B.and Li, H. G. (1997) Inference for non-random samples (with discussion). J. Roy. Statist. Soc.,B, 59,55-95. Copas, J.B. and Marshall, P. (1998) The offender group reconviction scale:a statistical reconviction score for use by probation offers. Applie Statistics, 47, 159-171. References

47 Cornfeld,J.,Haenszel,W.,Hammond,E.C.,Lilien eld,A.M.,Shimkin,M.B.and Wyn- der,E.L.(1959) Smoking and lung cancer:recent evidence and a discussion of some questions. J.Nat.Cancer Institute, 22, 173-203. Davis,A.C.(1995) Hearing in Adults. London:Whurr. Foster, J.J.and Smith,P.W.F.(1998) Model based inference for categorical survey data subject to nonignorable nonresponse. J. Roy. Statist. Soc, B, 60, 57-70. Heckman, J.J.(1976) The common structure of statistical models of truncation,sample selection and limited dependent variables,and a simple estimator for such models. Ann. Economic and Social Measurement, 5, 475-492. Heckman, J.J. (1979) Sample selection bias as a specifcation error. Econometrica, 47, 153-161. Kershaw, C. (1999) Reconvictions of offenders sentenced or discharged from prison in 1994, England and Wales. Home Office Statistical Bulletin, 5/99. London: HMSO.

48 Lin, D.Y., Pasty, B.M.and Kronmal, R.A.(1998) Assessing the sensitivity of regression results to unmeasured confounders in observational studies. Biometrics, 54,948-963. Little, R. J. A. (1985) A note about models for selectivity bias. Econometrica, 53, 1469-1474. Little,R.J.A. (1995) Modelling the dropout mechanism in repeated-measures studies J. Am. Statist. Assoc., 90, 1112-1121. Little,R.J.A. and Rubin, D.A.(1987) Statistical Analysis with Missing Data. New York: Wiley. McCullagh, P. and Nelder, J.A. (1989) Generalize Linear Models. 2nd ed. London: Chapman and Hall. Rosenbaum, P.R. (1987) Sensitivity analysis for certain permutation inferences in matched observational studies. Biometrika, 74,13-26. Rosenbaum, P.R. (1995) Observational Studies. New York: Springer

49 Rosenbaum, P.R. and Krieger,A.M.(1990) Sensitivity of two-sample permutation inferences in observational studies.J.Am.Statist.Assoc., 85, 493-498. Rosenbaum, P.R. and Rubin,D.B.(1983)Assessing sensitivity to an unobserved binary covariate in an observational study with binary outcome. J. Roy. Statist. Soc., B, 45, 212-218. Scharfstein, D,O., Rotnitzy, A. and Robins, J. M. (1999) Adjusting for non- ignorable drop-out using semiparametric nonresponse models (with discussion). J. Amer. Statist.Assoc.,94, 1096-1146. Schlesselman,J.J.(1978)Assessing effects of confounding variables. Am. J. Epidemiology, 108, 3-8. White,H.(1982)Maximum likelihood estimation of misspecified models. Econometrica, 50, 1-26.


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