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

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  • Lu, Jiannan
  • Deng, Alex

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.

Suggested Citation

  • Lu, Jiannan & Deng, Alex, 2016. "Demystifying the bias from selective inference: A revisit to Dawid’s treatment selection problem," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 8-15.
    • Handle: RePEc:eee:stapro:v:118:y:2016:i:c:p:8-15
    DOI: 10.1016/j.spl.2016.06.007
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    References listed on IDEAS

    as
    1. Senn, Stephen, 2008. "A Note Concerning a Selection Paradox of Dawid's," The American Statistician, American Statistical Association, vol. 62, pages 206-210, August.
    2. Max Grazier G'Sell & Stefan Wager & Alexandra Chouldechova & Robert Tibshirani, 2016. "Sequential selection procedures and false discovery rate control," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 423-444, March.
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