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arXiv 2008.10903stat.MEstat.AP
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统计估计的政策含义:二元结果的一般贝叶斯决策理论模型

Policy Implications of Statistical Estimates: A General Bayesian Decision-Theoretic Model for Binary Outcomes

Akisato Suzuki

摘要:

我们应该如何评估一项政策对发生冲突等不良事件的可能性的影响?显著性检验有三个局限性。首先,依赖统计显著性忽略了不确定性是一个连续尺度的事实。其次,关注标准点估计忽略了合理效应量的变化。第三,实质性意义的标准很少得到解释或证明。一个新的贝叶斯决策理论模型,“因果二元损失函数模型”,克服了这些问题。它比较了在政策干预下的预期损失和在没有干预的情况下的预期损失。这些损失的计算是基于一个特定范围的影响大小的政策,概率质量的影响大小范围内,政策的成本,以及成本的不良事件的政策打算解决。该模型比使用标准损失函数或捕获误报和漏报成本的常见统计决策理论模型更适用。我通过三个应用程序说明了模型的使用,并提供了一个R包。

英文摘要:

How should we evaluate the effect of a policy on the likelihood of an undesirable event, such as conflict? The significance test has three limitations. First, relying on statistical significance misses the fact that uncertainty is a continuous scale. Second, focusing on a standard point estimate overlooks the variation in plausible effect sizes. Third, the criterion of substantive significance is rarely explained or justified. A new Bayesian decision-theoretic model, "causal binary loss function model," overcomes these issues. It compares the expected loss under a policy intervention with the one under no intervention. These losses are computed based on a particular range of the effect sizes of a policy, the probability mass of this effect size range, the cost of the policy, and the cost of the undesirable event the policy intends to address. The model is more applicable than common statistical decision-theoretic models using the standard loss functions or capturing costs in terms of false positives and false negatives. I exemplify the model's use through three applications and provide an R package.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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