Format

Send to

Choose Destination
See comment in PubMed Commons below
Epidemiology. 2008 Sep;19(5):652-4; discussion 657-8. doi: 10.1097/EDE.0b013e318181b3e3.

Transposed conditionals, shrinkage, and direct and indirect unbiasedness.

Author information

  • 1Department of Statistics, University of Glasgow, UK. stephen@stats.gla.ac.uk

Abstract

Unbiasedness as conventionally understood is not a necessary property of good inferences. Such unbiasedness is "direct"--it guarantees that, on average, an estimate equals the thing it is estimating (the parameter). Strange as it may seem, this does not mean that the parameter is on average equal to its estimate. This would require the very different property of inverse unbiasedness. When this phenomenon is understood, shrinkage of results can be seen to be a necessary fact of life.

Comment in

[PubMed - indexed for MEDLINE]
PubMed Commons home

PubMed Commons

0 comments
How to join PubMed Commons

    Supplemental Content

    Full text links

    Icon for Lippincott Williams & Wilkins
    Loading ...
    Write to the Help Desk