Effektestimater
Effektestimater is a term used in statistics to describe a class of estimators designed to estimate the effect of a treatment or intervention by combining a hypothesis test with estimation. The aim is to produce an estimator with favorable mean squared error properties through data-driven shrinkage toward a null value when evidence against the null is weak.
Construction: Start with a conventional estimator of the effect, such as a regression coefficient. Conduct a
Properties: Effektestimater blends estimation and testing, potentially reducing variance at the cost of introducing bias when
Relation to related concepts: It is related to the broader idea of test estimators, shrinkage estimators, and
Applications: Used in fields such as clinical trials, social science, and economics where researchers are interested
Limitations: The method requires a predefined null value and careful choice of alpha; the resulting estimator
See also: testimator, shrinkage estimator, empirical Bayes, causal inference, effect size estimation.