arXiv:2603.29972stat.MEcs.LG2026-03

OBD分解结果可能因参考组选择而反转结论,需谨慎对待。

Do covariates explain why these groups differ? The choice of reference group can reverse conclusions in the Oaxaca-Blinder decomposition

  • 通过实证与模拟证明参考组选择可导致结论本质变化
  • 复杂模型如预训练Transformer下结论反转更常见
  • 建议报告双向分解结果,警惕机器学习不解决根本问题

科学家常需解释两组间结果差异的原因。例如,两家医院患者死亡率不同,可能是患者特征(协变量)差异,也可能是医疗质量差异。奥萨卡-布林德分解(Oaxaca--Blinder decomposition, OBD)是常用工具,但其结果依赖于参考组的选择,数值会随参考组变化。目前尚无系统研究说明参考组选择是否会导致实质性结论反转。本文在真实数据和模拟数据中给出存在性证明,表明参考组选择确实可能导致结论反转。实证分析显示,当OBD扩展至复杂回归模型(包括预训练Transformer)时,该敏感性更普遍。理论与实证结果共同表明,这种反转并非仅由模型误设、小样本或恶意参数引起。研究建议实践者应始终报告双向分解结果;现代机器学习与大数据无法自动消除此问题;亟需进一步研究应对该挑战。

原文摘要 · Abstract (English)

Scientists often want to explain why an outcome is different in two groups. For instance, differences in patient mortality rates across two hospitals could be due to differences in the patients themselves (covariates) or differences in medical care (outcomes given covariates). The Oaxaca--Blinder decomposition (OBD) is a standard tool to tease apart these factors. It is well known that the OBD requires choosing one of the groups as a reference, and the numerical answer can vary with the reference. To the best of our knowledge, there has been no systematic investigation into whether the choice of OBD reference can yield different substantive conclusions and how common this issue is. In the present paper, we give existence proofs in real and simulated data that the OBD references can in fact yield substantively different conclusions. Our empirical exercises find that this sensitivity is more common when the OBD is extended to more complex regression models, including a pretrained transformer. Our theoretical and empirical results together establish that these conclusion reversals are not entirely driven by model misspecification, small data, or adversarial parameter choices. Our results suggest that practitioners should always report both directions of the OBD; that modern machine learning and large datasets do not automatically resolve the conclusion reversal problem; and that further work on this problem is needed.

因果推断统计分析模型敏感性

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。