Regression toward the mean Created 2026-10-03 Updated 2026-10-14
Regression toward the mean is a tendency for measurements selected because they are extreme to be less extreme on repetition. A large first reading can combine a persistent signal with unusually positive measurement error; a fresh error need not repeat that contribution. This can change the selected group's mean even when the underlying signal stays fixed and no intervention occurs.
The claim concerns a conditional expectation, not a rule that every individual moves toward the population mean. Some second readings are more extreme. Nor does an observed change establish a causal effect: selection alone can produce it. The following original normal distribution model makes both distinctions quantitative.
For causal inference, a before-and-after change among units selected by an extreme baseline reading combines any causal effect with the change expected from selection. In the synthetic model the selected-group mean falls by about with no intervention at all. Calling that entire fall an intervention effect would attribute a predictable measurement error contribution to a change in the signal.
One comparison design selects all eligible units by the same rule, then uses randomization to assign an intervention or a comparison condition, with the same measurement times and instrument in both groups. To see the principle algebraically, let assignment be independent of within the selected population, and let the intervention add a constant to the second reading: . ThenSubtracting the two expected changes isolates under these assumptions. Both groups experience the same selection tendency in expectation. A finite experiment still has sampling uncertainty; randomization does not guarantee identical realized groups. Without randomization, the same threshold alone does not establish comparable latent signals or error processes. Different selection rules, selective follow-up, changing instruments, or common temporal changes also require explicit assumptions. This is a statistical inference principle about comparisons, not evidence that any particular intervention works.
Relative risk from group compositions 2026-10-14
Let be the event of membership in the first of two groups and the event of selection. Write , and , with . Bayes' theorem gives the conditional probabilities and . Their risk ratio is the displayed expression: the unknown overall selection probability cancels. Equivalently, it is the ratio of the group-membership odds after selection to those before selection.
When both selection probabilities lie strictly between zero and one, the selection odds ratio is and generally depends on . Thus compositions alone do not identify that odds ratio or provide sample sizes for a standard error. When , the first group's observed selection rate is lower; this comparison alone does not establish a causal effect of group membership.
Simpson's paradox 2026-10-14
A comparison can have the same direction within every background stratum but reverse after pooling strata with different group compositions. For example, let unexposed event risks be in a low-risk stratum and in a high-risk stratum, and multiply the odds by for exposure within each stratum. The exposed risks are then approximately and . If 80% of unexposed subjects but only 1% of exposed subjects belong to the high-risk stratum, the pooled unexposed risk is while the pooled exposed risk is about . Every conditional odds ratio is above one, yet the pooled exposed risk is smaller. The differing background distributions create the reversal; this example does not identify a causal effect without assumptions on how exposure was assigned.
Statistical association Created 2026-09-28 Updated 2026-10-03
A statistical association is a systematic dependence between variables. It need not represent a causal effect, because it may arise from confounding, selection, or reverse causation.
This weighted median of genetic variant ratio estimates consistently estimates a common causal effect when more than half of its asymptotic weight comes from valid instrumental variables, subject to the usual sampling regularity conditions. It is a sensitivity analysis for horizontal pleiotropy, not an unconditional guarantee of validity.