2010년 8월 5일 목요일

Simpson's paradox

위키정의:
In probability and statistics, Simpson's paradox (or the Yule-Simpson effect) is an apparent paradox in which a correlation (trend) present in different groups is reversed when the groups are combined. This result is often encountered in social-science and medical-science statistics, and it occurs when frequency data are hastily given causal interpretations. Simpson's Paradox disappears when any causal relations are derived systematically – i.e. through formal analysis.




예를 보면 쉽다.

1)
데이비드는 1995, 1996년 모두 데릭보다 성적이 좋지만 2년의 결과를 합치면 좋지 않다.


















 19951996 Combined 
Derek Jeter 12/48 .250183/582 .314 195/630 .310 
David Justice104/411 .253 45/140 .321 149/551 .270 



2) 신장결석에 대한 두 가지 치료법에 대한 비교.










  Treatment A Treatment B
 성공률 78% (273/350) 83% (289/350)


전체 성공률만 보면, 치료법 B가 좋아보인다.

하지만 나누어 보면,  결과가 너무 달라진다.











Treatment ATreatment B
Small Stones93% (81/87)87% (234/270)
Large Stones73% (192/263)69% (55/80)
Both78% (273/350)83% (289/350)








At best, Simpson's Paradox is used to argue that association is not causation.
At worst, Simpson's Paradox is used to argue that induction is impossible in observational studies.







참고.
http://en.wikipedia.org/wiki/Simpson's_paradox
web.augsburg.edu/~schield/MiloPapers/99ASA.pdf



티스토리를 오랜만에 사용하는데..
글쓰기가 너무 불편.. ;;

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