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Analytics
Kristi Boyd 0
Trustworthy AI: 3 reasons we need it now

Who is responsible for ensuring that new AI technologies are fair and ethical? Does that responsibility land on AI developers? On innovators? On CEOs? Or is the responsibility more widespread? At SAS, we believe that it is everyone’s duty to innovate responsibly with AI. We believe that adhering to trustworthy

Analytics
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本当の原因とは何か:操作変数法(Instrumental variable mrthods)①

はじめに 統計的因果推論における1つの達成目標として「介入を行った場合には行わなかった場合と比較してどの程度結果(アウトカム)が変わったのか」という因果的な疑問に対し、定量的に答えることが挙げられるかと思います。以前のコラムでは、こういった因果効果を数学的・統計学的に議論していくために潜在アウトカムという考え方を導入し、その値を推定していくために重要ないくつかの仮定について紹介を行いました。この因果効果の推定の手法には様々なものがありますが、次回以降のコラムで紹介をする交絡調整に基づく因果効果の推定手法 (e.g., 回帰、層別化、傾向スコアを用いた手法)では、興味のある因果効果の推定値をバイアスなく得るためには、交絡や選択バイアスの調整に必要な全ての変数が完全に特定・測定されているという仮定が成立している必要があります。この仮定はデータからその成立を検証することはできず、もしもいずれかが成立しない場合には得られる推定値にはバイアスが含まれ、いわゆる残差交絡 (redidual confounding) が存在する状況となります。現実的に仮定が全て厳密に成立するケースというのは比較的稀ですので、そのような意味では大部分の研究結果(特に観察研究)・解析結果には一定のバイアスが含まれているとみることもできるかと思います。ただし交絡調整に基づく手法がダメだと言っているわけではなく、調整が不完全ながらもバイアスを軽減することは十分に意義があり、また最終的に結果に含まれるであろうバイアスの大きさとその方向(過大評価 or 過小評価)を議論することが重要かと思います。 今回のコラムでは、操作変数法(instrumental variable methods, IV methods)という因果効果の推定手法について紹介と解説を行っていきます。この推定手法は、操作変数 (instrumental variable, instrument) と呼ばれるいくつかの条件を満たす特殊な変数を利用することで因果効果の推定を行う手法になります。医学分野では、先行研究の結果(e.g., 医学的な知見)から交絡因子となりうる変数の特定・測定が比較的容易であることから先ほど言及した交絡調整に基づく推定手法が用いられるケースが比較的多いですが、経済学や社会科学といった分野ではそもそもの特定が出来なかったり、仮に交絡因子であろうと見込んだ場合であってもそれを測定することができないケースが非常に多く存在します。そのため交絡調整に基づかない手法である操作変数法というのは経済学や社会科学において、特にその理論が発展してきたという歴史的な背景があります。なお詳細については後述しますが、操作変数法は交絡因子の測定を必要としないというメリットもある一方、いくつかの検証不可能な仮定に基づく手法です。したがって、解析を行う研究・データにおいて因果効果の推定のために要求される仮定の成立を認めることがどの程度妥当であるかの議論が他の手法と同様に必要であることにご注意ください。   操作変数の3条件 操作変数法では、ある介入AのアウトカムYに対する因果効果を推定するために以下の3つの条件を満たす変数Zを利用します。この変数Zは操作変数 (instrumental variable, instrument) と呼ばれます。 操作変数の3条件 (Theree instrumental conditions)  Z is associated with A ZはAと関連する Z does not affect Y except through its potential effect on Y ZはYに対してAを介した以外の効果を持たない Z

Work & Life at SAS
Katie Seavey Pegoraro 0
Guilt vs. Regret

For several years Kim Andreaus and I have taught Powerful Tools for Caregivers, an evidence-based program that teaches skills for self-care and stress management. One of the lessons from the class that always resonates with me is the concept of guilt versus regret. Guilt is shame-based and implies there was

Analytics | Data for Good | Innovation
Jerry Williams 0
AI and sustainability: Balancing innovation with environmental impact

Artificial Intelligence (AI) can drive environmental innovation (EI) in sustainability and reduction of carbon emissions. However, the use of AI itself also comes with environmental costs. The high computational requirements of AI-based systems lead to significant energy consumption, contributing to greenhouse gas emissions. The energy consumption of AI systems can

Analytics
Leonora Gouveia 0
5 ways retail media networks can maximize revenue and personalization for retailers and brands

Retailers are always looking for ways to maximize customer interactions and develop new revenue opportunities, particularly in the face of social and economic challenges. Retail media networks (RMNs) have recently emerged as an attractive investment option for retailers and brands or consumer packaged goods (CPG) companies. Retail media refers to

Learn SAS | Programming Tips
Rick Wicklin 0
The joy of sets

The fundamental operations on sets are union, intersection, and set difference, all of which are supported directly in the SAS IML language. While studying another programming language, I noticed that the language supports an additional operation, namely the symmetric difference between two sets. The language also supports query functions to

Analytics | Fraud & Security Intelligence
Min-Gi Cho 0
[AML 시리즈 #3] 차세대 AML(Anti-Money Laundering) 솔루션에서 지원하는 행동 모델과 자동 선별 기능

앞선 두번의 연재를 통해 자금세탁 방지 기술이 향후 어떤 방식으로 발전되어갈 것인지, 금융기관이 현재 운영중인 자금세탁 환경을 앞으로 어떻게 변화시켜 나가야 하는지를 살펴보았습니다. 이를 위해 SAS는 ‘AML Compliance Analytics Maturity Model’을 제시했고, Maturity Model의 단계를 소개함으로써 현재 각 금융기관이 AML을 위해 내부적으로 어느 정도 데이터 분석을 적용하고 있는지에 대한 자체

Analytics | Artificial Intelligence | Data for Good | Internet of Things
Emily Johnson 0
Protecting the planet: 7 ways analytics supports sustainability

Analytics are vital to a safer future. As a renowned sustainability leader, SAS is committed to making a positive impact on our customers, employees, and the planet. Climate change is more important than ever, and the explosion of big data is essential to navigating this crisis. Learn how analytics is

Analytics | Learn SAS | Programming Tips
Rick Wicklin 0
Should you use the Wald confidence interval for a binomial proportion?

The "Teacher’s Corner" of The American Statistician enables statisticians to discuss topics that are relevant to teaching and learning statistics. Sometimes, the articles have practical relevance, too. Andersson (2023) "The Wald Confidence Interval for a Binomial p as an Illuminating 'Bad' Example," is intended for professors and masters-level students in

Analytics
Rick Wicklin 0
Means and medians of subgroups

A journal article listed the mean, median, and size for subgroups of the data, but did not report the overall mean or median. A SAS programmer wondered what, if any, inferences could be made about the overall mean and median for the data. The answer is that you can calculate

Analytics | Learn SAS
Rick Wicklin 0
Why use rank correlation?

A previous article discusses rank correlation and lists some advantages of using rank correlation. However, the article does not show examples where an analyst might prefer to report the rank correlation instead of the traditional Pearson product-moment correlation. This article provides three examples where the rank correlation is a better

Advanced Analytics | Analytics | Artificial Intelligence | Machine Learning
Héctor Cobo 0
Detección y prevención, el mecanismo para reducir los riesgos en el sector gobierno y la banca

Las organizaciones de todos los sectores iniciaron un año 2023 más conscientes de que el entorno económico, político y social no permanece estático, y que las condiciones bajo las que operan a diario pueden cambiar con relativa frecuencia. Han aprendido a ser resilientes y prestar atención a lo que sucede

Analytics | Artificial Intelligence | Machine Learning
Olivia Ojeda 0
Use-based insurance helps fleet operators obtain better rates

SAS Hackathon team, Data Hack Freaks, created an artificial intelligence (AI) and machine learning (ML) based dynamic pricing approach that allows insurance providers to adjust pricing based on the changing nature of the risk behavior of their customers. This solution has three major components: The loss ratio score, telematics score

Analytics
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Benelux Resiliency Rules Report

The SAS Resiliency Rules report explores the global resiliency landscape. This report highlights country-specific findings about the ongoing market challenges, the difference between an importance in attaining resiliency versus perceived resiliency, and the principles companies need to follow to drive business resiliency. Our research defines resiliency as the ability of

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