Abstract
We propose an alternative resolution of Simpson's paradox in multiple classification experiments, using a different maximum likelihood estimator. In the center of our analysis is a formal representation of free choice and randomization that is based on the notion of incompatible measurements.
We first introduce a representation of incompatible measurements as a collection of sets of outcomes. This leads to a natural generalization of Kolmogoroff's axioms of probability. We then discuss the existence and uniqueness of the maximum likelihood estimator for a probability weight on such a generalized sample space, given absolute frequency data.
As a first example, we discuss an estimation problem with censured data that classically admits only biased ad hoc estimators.
Next, we derive an explicit solution of the maximum likelihood estimation problem for a large class of experiments that arise from various kids of compositions of sample spaces. We identify the (categorical) direct sum of sample spaces as a representation of “free choice,” and the (categorical) direct product as a representation of “randomization.”
Finally, we apply the foregoing discussion to the case of multiple classification experiments in order to show that there is no Simpson's paradox if the difference between free choice and randomization is recognized in the structure of the experiment.
A comparison between our new estimator and the “usual” calculation can be summarized as follows: Pooling the data over one classification factor in the “usual” way in fact destroys or ignores the information contained in it, whereas our proposed maximum likelihood estimator is a proper marginal over this factor that “averages out” the information contained in it. The estimators agree with each other in the case of proportional sample sizes.
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Work supported by the Swiss National Science Foundation.
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Kläy, M.P., Foulis, D.J. Maximum likelihood estimation on generalized sample spaces: An alternative resolution of Simpson's paradox. Found Phys 20, 777–799 (1990). https://doi.org/10.1007/BF01889691
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DOI: https://doi.org/10.1007/BF01889691