Cumulative differences between subpopulations
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Comparing the differences in outcomes (that is, in "dependent variables") between two subpopulations is often most informative when comparing outcomes only for individuals from the subpopulations who are similar according to "independent variables." The independent variables are generally known as "scores," as in propensity scores for matching or as in the probabilities predicted by statistical or machine-learned models, for example. If the outcomes are discrete, then some averaging is necessary to reduce the noise arising from the outcomes varying randomly over those discrete values in the observed data. The traditional method of averaging is to bin the data according to the scores and plot the average outcome in each bin against the average score in the bin. However, such binning can be rather arbitrary and yet greatly impacts the interpretation of displayed deviation between the subpopulations and assessment of its statistical significance. Fortunately, such binning is entirely unnecessary in plots of cumulative differences and in the associated scalar summary metrics that are analogous to the workhorse statistics of comparing probability distributions – those due to Kolmogorov and Smirnov and their refinements due to Kuiper. The present paper develops such cumulative methods for the common case in which no score of any member of the subpopulations being compared is exactly equal to the score of any other member of either subpopulation.
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