Local sensitivity approximations for selectivity bias
UNSPECIFIED. (2001) Local sensitivity approximations for selectivity bias. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 63 (Part 4). pp. 871-895. ISSN 1369-7412Full text not available from this repository.
Observational data analysis is often based on tacit assumptions of ignorability or randomness. The paper develops a general approach to local sensitivity analysis for selectivity bias, which aims to study the sensitivity of inference to small departures from such assumptions. If M is a model assuming ignorability, we surround M by a small neighbourhood Ar defined in the sense of Kullback-Leibler divergence and then compare the inference for models in Ar with that for M. Interpretable bounds for such differences are developed. Applications to missing data and to observational comparisons are discussed. Local approximations to sensitivity analysis are model robust and can be applied to a wide range of statistical problems.
|Item Type:||Journal Article|
|Subjects:||Q Science > QA Mathematics|
|Journal or Publication Title:||JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY|
|Publisher:||BLACKWELL PUBL LTD|
|Number of Pages:||25|
|Page Range:||pp. 871-895|
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