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Ashley I Naimi

Publications and source records attributed to Ashley I Naimi.

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Applied Statistics Requires Scientific Context

Statistical methods are indispensable to scientific inference. However, there exists a longstanding tension across a wide range of scientific disciplines about the role that ``context'' should play in the application of statistical methods and the interpretation of statistical results. Though frequently invoked, the notion of ``scientific context'' refers to at least two distinct concepts: a set of foundational nuanced and elusive background assumptions and substantive features of a given area of study that shape the validity and reliability of statistical methods; and more quantifiable contextual issues that affect the performance of statistical methods and interpretation of statistical results. I argue here that the application and interpretation of statistical methods requires careful consideration of foundational contextual issues. To motivate the arguments, I review a recent re-formulation of the $p$-value as a measure of divergence between an observed dataset and a set of assumptions used to construct statistical measures. I use this framework to illustrate the role that context plays in two randomized trials: on low-dose aspirin for pregnancy loss, and a new inhibitor of a key biochemical pathway affecting ankylosing spondylitis. Finally, I note that the adoption of low significance thresholds in genome-wide association studies and high energy particle physics has been successful more so because of extensive validity-checking gauntlets and contextual considerations that have accompanied these low thresholds, not because of the low thresholds themselves. I use these illustrations and arguments to suggest that (i) the adoption of a universal threshold for significance testing should be abandoned as a goal of statistics reform; and (ii) the validity and optimal use of applied statistical tools requires careful consideration of nuanced scientific context.

stat.AP

The Metropolis algorithm: A useful tool for epidemiologists

The Metropolis algorithm is a Markov chain Monte Carlo (MCMC) algorithm used to simulate from parameter distributions of interest, such as generalized linear model parameters. The "Metropolis step" is a keystone concept that underlies classical and modern MCMC methods and facilitates simple analysis of complex statistical models. Beyond Bayesian analysis, MCMC is useful for generating uncertainty intervals, even under the common scenario in causal inference in which the target parameter is not directly estimated by a single, fitted statistical model. We demonstrate, with a worked example, pseudo-code, and R code, the basic mechanics of the Metropolis algorithm. We use the Metropolis algorithm to estimate the odds ratio and risk difference contrasting the risk of childhood leukemia among those exposed to high versus low level magnetic fields. This approach can be used for inference from Bayesian and frequentist paradigms and, in small samples, offers advantages over large-sample methods like the bootstrap.

stat.CO

Challenges in Obtaining Valid Causal Effect Estimates with Machine Learning Algorithms

Unlike parametric regression, machine learning (ML) methods do not generally require precise knowledge of the true data generating mechanisms. As such, numerous authors have advocated for ML methods to estimate causal effects. Unfortunately, ML algorithms can perform worse than parametric regression. We demonstrate the performance of ML-based single- and double-robust estimators. We use 100 Monte Carlo samples with sample sizes of 200, 1200, and 5000 to investigate bias and confidence interval coverage under several scenarios. In a simple confounding scenario, confounders were related to the treatment and the outcome via parametric models. In a complex confounding scenario, the simple confounders were transformed to induce complicated nonlinear relationships. In the simple scenario, when ML algorithms were used, double-robust estimators were superior to single-robust estimators. In the complex scenario, single-robust estimators with ML algorithms were at least as biased as estimators using misspecified parametric models. Double-robust estimators were less biased, but coverage was well below nominal. The use of sample splitting, inclusion of confounder interactions, reliance on a richly specified ML algorithm, and use of doubly robust estimators was the only explored approach that yielded negligible bias and nominal coverage. Our results suggest that ML based singly robust methods should be avoided.

stat.ME