A general condition for avoiding effect reversal after marginalization

• 成果类型: Article
• 署名作者: Cox, DR; Wermuth, N
• 署名单位: University of Oxford; Johannes Gutenberg University of Mainz
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/1467-9868.00424
• 发表日期: 2003
• 页码: 937-941
• 关键词: contingency-tables; collapsibility

摘要

The paper examines the effect of marginalizing over a possibly unobserved background variable on the conditional relation between a response and an explanatory variable. In particular it is shown that some conclusions derived from least squares regression theory apply in general to testing independence for arbitrary distributions. It is also shown that the general condition of independence of the explanatory variable and the background ensures that monotonicity of dependence is preserved after marginalization. Relations with effect reversal and with collapsibility are sketched.