“上帝会抛逻辑斯蒂硬币吗?”以及其他激发回归组合方法的问题

‘Does God toss logistic coins?’ and other questions that motivate regression by composition

Journal of the Royal Statistical Society. Series A: Statistics in Society · 2024
被引 1
ABS 3

中文导读

本文提出回归组合方法这一新工具,通过L'Abbé图比较广义线性模型与充分组分因果模型,解释二元结果统计模型(如逻辑斯蒂回归)的适用条件,帮助研究者理解模型选择背后的机制。

Abstract

Abstract Regression by composition is a new and flexible toolkit for building and understanding statistical models. Focusing here on regression models for a binary outcome conditional on a binary treatment and other covariates, we motivate the need for regression by composition. We do this first by exhibiting—using L’Abbé plots—the families of relationships between untreated and treated conditional outcome risks that emerge from generalized linear models for many different link functions. These are compared with the relationships (between untreated and treated risks) that arise from mechanistic sufficient component cause models, which are first principles causal models for binary outcomes. By considering mechanistic models that allow for non-monotone causal effects and by allowing sufficient causes to be associated, we expand upon similar discussions in the recent literature. We discuss conditions under which commonly used statistical models for binary data, such as logistic regression, arise from mechanistic models where the sufficient causes are associated in a particular way, as well as other situations in which the statistical models arising do not correspond to a generalized linear model but can be naturally expressed as a regression by composition model.

统计学回归分析因果推断逻辑斯蒂回归方法论