Simpson's Paradox with Any Given Number of Factors

Fuente: arXiv
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Autores principales: Dai, Guisheng, Wang, Weizhen
Formato: Preprint
Publicado: 2025
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author Dai, Guisheng
Wang, Weizhen
author_facet Dai, Guisheng
Wang, Weizhen
contents Simpson's Paradox is a well-known phenomenon in statistical science, where the relationship between the response variable $X$ and a certain explanatory factor of interest $A$ reverses when an additional factor $B_1$ is considered. This paper explores the extension of Simpson's Paradox to any given number $n$ of factors, referred to as the $n$-factor Simpson's Paradox. We first provide a rigorous definition of the $n$-factor Simpson's Paradox, then demonstrate the existence of a probability distribution through a geometric construction. Specifically, we show that for any positive integer $n$, it is possible to construct a probability distribution in which the conclusion about the effect of $A$ on $X$ reverses each time an additional factor $B_i$ is introduced for $i=1,...,n$. A detailed example for $n = 3$ illustrates the construction. Our results highlight that, contrary to the intuition that more data leads to more accurate inferences, the inclusion of additional factors can repeatedly reverse conclusions, emphasizing the complexity of statistical inference in the presence of multiple confounding variables.
format Preprint
id arxiv_https___arxiv_org_abs_2502_12864
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Simpson's Paradox with Any Given Number of Factors
Dai, Guisheng
Wang, Weizhen
Statistics Theory
Simpson's Paradox is a well-known phenomenon in statistical science, where the relationship between the response variable $X$ and a certain explanatory factor of interest $A$ reverses when an additional factor $B_1$ is considered. This paper explores the extension of Simpson's Paradox to any given number $n$ of factors, referred to as the $n$-factor Simpson's Paradox. We first provide a rigorous definition of the $n$-factor Simpson's Paradox, then demonstrate the existence of a probability distribution through a geometric construction. Specifically, we show that for any positive integer $n$, it is possible to construct a probability distribution in which the conclusion about the effect of $A$ on $X$ reverses each time an additional factor $B_i$ is introduced for $i=1,...,n$. A detailed example for $n = 3$ illustrates the construction. Our results highlight that, contrary to the intuition that more data leads to more accurate inferences, the inclusion of additional factors can repeatedly reverse conclusions, emphasizing the complexity of statistical inference in the presence of multiple confounding variables.
title Simpson's Paradox with Any Given Number of Factors
topic Statistics Theory
url https://arxiv.org/abs/2502.12864