OMB Meeting Book - January 8, 2015

58

RECOMMENDATIONS 1. Use of ‘robust’ estimators for measures of center location is non-controversial, as the measure of centrality is based on central data. 2. Use of ‘robust’ estimators for measures of variation or spread is deprecated, as they will be substantially biased low. 3. A circumstance in which ‘robust’ estimators of variation might be recommended is when: a. The underlying distribution is known a priori to be normally distributed or substantial additional evidence (other than the actual data in question) supports this assertion. b. The observed data are known a priori to be contaminated with data a foreign distribution, and this contamination is exclusively found in the tails of the empirical distribution. c. The outliers present are known a priori to not be identifiable for assigned cause. This circumstance might arise, for example, in PT data where it can be supposed that substantially different variants of the method in question may be in use, and these variants cannot be identified from the information collected in the study. Inclusion of all data in such a study may result in an estimate of reproducibility standard deviation that is known a priori to be much too large. 4. In all other circumstance, reproducibility standard deviation should be estimated in the usual way after removal of outliers for assignable cause.

8

27

Recommended to OMB by Committee on Statistics: 07-17-2013 Reviewed and approved by OMB: 07-18-2013