Math 2.0

Statistics Multivariate analysis Counterexample

Simpson's paradox

Builds on Contingency tableConditional probability

Counterexample

The claim refuted is this. If treatment AA has a higher success rate than treatment BB in every subgroup, then AA has the higher rate in the whole population.

Consider two subgroups, mild and severe cases, summarised in a contingency table for each subgroup.

  1. Mild cases: AA succeeds in 99 of 1010 patients (90%90\%), BB in 8080 of 100100 patients (80%80\%).
  2. Severe cases: AA succeeds in 3030 of 100100 patients (30%30\%), BB in 22 of 1010 patients (20%20\%).
  3. All cases: AA succeeds in 3939 of 110110 patients (about 35%35\%), BB in 8282 of 110110 patients (about 75%75\%).

So AA is better in each subgroup, yet BB is better overall.

Remarks

The reason is that the overall rate is a weighted average of the subgroup rates, and the weights differ between the treatments. Most patients given AA are severe cases, and most patients given BB are mild cases. In terms of conditional probability, P(S∣A,G)>P(S∣B,G)P(S \mid A, G) > P(S \mid B, G) for each subgroup GG does not imply P(S∣A)>P(S∣B)P(S \mid A) > P(S \mid B). The same reversal can happen for correlations: a trend in each group can be reversed when the groups are pooled. Which comparison is relevant depends on the causal structure, not on the numbers alone.

Reading path

To understand this page from the ground up, read these 3 pages in order. The foundations come first.

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  1. Conditional probability concept
  2. Contingency table concept
  3. Simpson's paradox counterexample

Further reading

  1. Web https://en.wikipedia.org/wiki/Simpson%27s_paradox
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