Estimand information

An estimand is a quantity that is to be estimated in a statistical analysis.^[1] The term is used to distinguish the target of inference from the method used to obtain an approximation of this target (i.e., the estimator) and the specific value obtained from a given method and dataset (i.e., the estimate).^[2] For instance, a normally distributed random variable $X$ has two defining parameters, its mean $\mu$ and variance $\sigma ^{2}$ . A variance estimator:

$s^{2}=\sum _{i=1}^{n}\left.\left(x_{i}-{\bar {x}}\right)^{2}\right/(n-1)$ ,

yields an estimate of 7 for a data set $x=\left\{2,3,7\right\}$ ; then $s^{2}$ is called an estimator of $\sigma ^{2}$ , and $\sigma ^{2}$ is called the estimand.

^ Lundberg, Ian; Johnson, Rebecca; Stewart, Brandon M. (2021). "What Is Your Estimand? Defining the Target Quantity Connects Statistical Evidence to Theory". American Sociological Review. 86 (3): 532–565. doi:10.1177/00031224211004187. ISSN 0003-1224. S2CID 235405612.
^ Mosteller, F.; Tukey, J. W. (1987) [1968]. "Data Analysis, including Statistics". The Collected Works of John W. Tukey: Philosophy and Principles of Data Analysis 1965–1986. Vol. 4. CRC Press. pp. 601–720 [p. 633]. ISBN 0-534-05101-4 – via Google Books.

[:0-1] Lundberg, Ian; Johnson, Rebecca; Stewart, Brandon M. (2021). "What Is Your Estimand? Defining the Target Quantity Connects Statistical Evidence to Theory". American Sociological Review. 86 (3): 532–565. doi:10.1177/00031224211004187. ISSN 0003-1224. S2CID 235405612.

[2] Mosteller, F.; Tukey, J. W. (1987) [1968]. "Data Analysis, including Statistics". The Collected Works of John W. Tukey: Philosophy and Principles of Data Analysis 1965–1986. Vol. 4. CRC Press. pp. 601–720 [p. 633]. ISBN 0-534-05101-4 – via Google Books.

Estimand information

and 8 Related for: Estimand information

Estimand

Parameter

Missing data

Estimator

Weighted arithmetic mean

Bias of an estimator

Study heterogeneity

Neil Shephard