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摘要翻译：
逐步回归建立程序是常用的应用统计工具，尽管它们众所周知的缺点。虽然它们的许多局限性在文献中已经被广泛讨论，但个体统计拟合度量的其他方面的使用，特别是在高维逐步回归环境中，还没有。当群体匹配可能是更大的关注点时，给予个体匹配以首要地位，就像使用p-值和$R^2$一样，可能会导致错误的决策。逐步回归最重要的用途之一是在医疗保健中，这些工具将数千亿美元分配给健康计划，登记不同预测医疗保健成本的个人。这一“风险调整”制度的主要目标是向保健计划传达激励措施，使其公平地提供保健服务，其中一个组成部分是不歧视可能昂贵的个人或群体获得或护理的机会。通过一个例子，我们讨论了高维逐步回归策略问题中p-值和$R^2$的一些具体限制，另外还考虑了组级公平性度量。
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英文标题：
《Limitations of P-Values and $R^2$ for Stepwise Regression Building: A
Fairness Demonstration in Health Policy Risk Adjustment》
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作者：
Sherri Rose and Thomas G. McGuire
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最新提交年份：
2018
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Computer Science 计算机科学
二级分类：Computers and Society 计算机与社会
分类描述：Covers impact of computers on society, computer ethics, information technology and public policy, legal aspects of computing, computers and education. Roughly includes material in ACM Subject Classes K.0, K.2, K.3, K.4, K.5, and K.7.
涵盖计算机对社会的影响、计算机伦理、信息技术和公共政策、计算机的法律方面、计算机和教育。大致包括ACM学科类K.0、K.2、K.3、K.4、K.5和K.7中的材料。
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英文摘要：
Stepwise regression building procedures are commonly used applied statistical tools, despite their well-known drawbacks. While many of their limitations have been widely discussed in the literature, other aspects of the use of individual statistical fit measures, especially in high-dimensional stepwise regression settings, have not. Giving primacy to individual fit, as is done with p-values and $R^2$, when group fit may be the larger concern, can lead to misguided decision making. One of the most consequential uses of stepwise regression is in health care, where these tools allocate hundreds of billions of dollars to health plans enrolling individuals with different predicted health care costs. The main goal of this "risk adjustment" system is to convey incentives to health plans such that they provide health care services fairly, a component of which is not to discriminate in access or care for persons or groups likely to be expensive. We address some specific limitations of p-values and $R^2$ for high-dimensional stepwise regression in this policy problem through an illustrated example by additionally considering a group-level fairness metric.
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PDF链接：
https://arxiv.org/pdf/1803.05513
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