为何我们不应忽视噪声

Why We Should Not Be Silent About Noise

Experimental Economics · 2005
被引 105
人大 A-ABS 3

中文导读

指出实证研究中普遍存在一个矛盾:数据分析依赖噪声假设,却很少讨论噪声的来源和性质。作者主张公开讨论噪声的本质及其影响,因为不同的噪声假设会导致不同的分析结果,忽视噪声可能带来危险。

Abstract

Abstract There is an odd contradiction about much of the empirical (experimental) literature: The data is analysed using statistical tools which presuppose that there is some noise or randomness in the data, but the source and possible nature of the noise are rarely explicitly discussed. This paper argues that the noise should be brought out into the open, and its nature and implications openly discussed. Whether the statistical analysis involves testing or estimation, the analysis inevitably is built upon some assumed stochastic structure to the noise. Different assumptions justify different analyses, which means that the appropriate type of analysis depends crucially on the stochastic nature of the noise. This paper explores such issues and argues that ignoring the noise can be dangerous.

噪声随机性统计假设方法讨论