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arXiv 2104.04565stat.ME
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有限总体的定制推理:条件效度和跨分布传递

Tailored inference for finite populations: conditional validity and transfer across distributions

Ying Jin, Dominik Rothenhäusler

摘要:

子总体的参数可能比超总体的参数更相关。例如,医疗保健提供者可能对治疗计划对其患者的特定子集的影响感兴趣;政策制定者可能关心政策在特定人群中的特定状态的影响。在这些情况下,重点是一个特定的有限人口,而不是一个无限的超级人口。这样的总体可以通过固定它们固有的一些属性来表征,留下无法解释的变化,如随机的测量误差。对具有固定属性的总体的推断可以建模为条件分布的推断参数。因此,期望置信区间对于实现的总体是有条件有效的,而不是在许多可能的总体抽取上边缘化。我们提供了一个统计推断框架的参数有限的人口与已知的属性。利用属性信息,我们的估计量和置信区间紧密地针对特定的有限总体。当数据来自感兴趣的总体时,我们的置信区间达到给定属性的渐近条件有效性,并且比超总体推断的置信区间短。此外,我们开发的程序来推断新的人口与不同的协变量分布的参数,置信区间也是有条件的新人口在温和的条件下有效。我们的方法扩展到固定信息具有较弱结构或仅部分观察到的情况。我们使用模拟和真实世界的数据证明了我们的方法的有效性和适用性。

英文摘要:

Parameters of sub-populations can be more relevant than super-population ones. For example, a healthcare provider may be interested in the effect of a treatment plan for a specific subset of their patients; policymakers may be concerned with the impact of a policy in a particular state within a given population. In these cases, the focus is on a specific finite population, as opposed to an infinite super-population. Such a population can be characterized by fixing some attributes that are intrinsic to them, leaving unexplained variations like measurement error as random. Inference for a population with fixed attributes can then be modeled as inferring parameters of a conditional distribution. Accordingly, it is desirable that confidence intervals are conditionally valid for the realized population, instead of marginalizing over many possible draws of populations. We provide a statistical inference framework for parameters of finite populations with known attributes. Leveraging the attribute information, our estimators and confidence intervals closely target a specific finite population. When the data is from the population of interest, our confidence intervals attain asymptotic conditional validity given the attributes, and are shorter than those for super-population inference. In addition, we develop procedures to infer parameters of new populations with differing covariate distributions; the confidence intervals are also conditionally valid for the new populations under mild conditions. Our methods extend to situations where the fixed information has a weaker structure or is only partially observed. We demonstrate the validity and applicability of our methods using simulated and real-world data.

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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