统计学家

“多控一个变量更严谨”可能是错的:碰撞变量如何凭空造出相关性

你在回归里多加一个协变量时,心里想的是“排除混杂,更干净”。但在因果推断里,有一类变量叫 collider(碰撞变量),控制了它,反而会在 X 和 Y 之间打开一条本来不存在的相关路径。这不是哲学提醒,而是能算出数字的偏倚。 经典例子是 Berkson 的医院偏倚(Berkson, 1946)。设人群中疾病 A 与疾病 B 完全独立,患病率都约 10%。住院条件是“得了 A 或者得了…

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