The effects of model selection on confidence intervals for the size of a closed population
Open accessAbstract
One encounters in the literature estimates of some rates of genetic and congenital disorders based on log-linear methods to model possible interactions among sources. Often the analyst chooses the simplest model consistent with the data for estimation of the size of a closed population and calculates confidence intervals on the assumption that this simple model is correct. However, despite an apparent excellent fit of the data to such a model, we note here that the resulting confidence intervals may well be misleading in that they can fail to provide an adequate coverage probability. We illustrate this with a simulation for a hypothetical population based on data reported in the literature from three sources. The simulated nominal 95 per cent confidence intervals contained the modelled population size only 30 per cent of the time. Only if external considerations justify the assumption of plausible interactions of sources would use of the simpler model's interval be justified.
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Alternative proportional hazards models that also fit the data well but lead to substantively different estimated effect sizes, standard errors, or predictions are commonplace.
“Models like M ∗∗ are commonplace: for striking examples see Regal and Hook (1991), Draper (1995), Madigan and York (1995), Kass and Raftery (1995), and Raftery (1996).”
From Bayesian model averaging: a tutorial (with comments by M. Clyde, David Draper and E. I. George, and a rejoinder by the authors (1999) · cites this paper as Regal and Hook (1991)
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Hoeting, J. A., Madigan, D., Raftery, A. E., & Volinsky, C. T. (1999) · Statistical Science · doi:10.1214/ss/1009212519 · Cited by 4,118 · see citing works
Simulation Study of Confounder-Selection Strategies
Maldonado, G., & Greenland, S. (1993) · American Journal of Epidemiology · doi:10.1093/oxfordjournals.aje.a116813 · Cited by 2,491 · see citing works
Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
Madigan, D., & Raftery, A. E. (1994) · Journal of the American Statistical Association · doi:10.1080/01621459.1994.10476894 · Cited by 1,205 · see citing works
Model uncertainty, data mining and statistical inference
Chatfield, C. (1995) · Journal of the Royal Statistical Society. Series A (Statistics in Society) · doi:10.2307/2983440 · Cited by 1,103 · see citing works
York, J., Madigan, D., Heuch, I., & Lie, R. T. (1995) · Applied Statistics · doi:10.2307/2986347 · Cited by 52 · see citing works
- Authors
- Regal, R. R., & Hook, E. B.
- Affiliations
- University of Minnesota, Duluth (US)
- University of California, Berkeley (US)
- Venue
- Statistics in Medicine
- Publisher
- Wiley
- Published
- 1991-05
- Volume
- 10
- Issue
- 5
- Pages
- 717-721
- ISSN
- 0277-6715 (ISSN-L)
- 1097-0258
- OpenAlex
- W1965205209
- Cited by
- 71
- References
- 0
- Citations by year
- 2025: 1 · 2024: 2 · 2022: 3 · 2021: 2 · 2020: 2 · 2019: 1 · 2018: 1 · 2016: 1 · 2014: 4 · 2013: 1 · 2012: 1
- FWCI
- 4.04
- Type
- journal article
- Language
- en
- Open access
- hybrid
- doi.org
- Locations
- Statistics in Medicine (publishedVersion, cc-by)
- PubMed (publishedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Census and Population Estimation
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Keywords
- model selection, confidence intervals, log-linear models, coverage probability, genetic disorders, congenital disorders, disease incidence estimation, interval estimation
- MeSH terms
- Humans, Models, Theoretical, New York, Population Density, Confidence Intervals, Spinal Dysraphism
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