Observational error
Observational error (or measurement error) is the difference between a measured value of a quantity and its unknown true value.[1] Such errors are inherent in the measurement process; for example lengths measured with a ruler calibrated in whole centimeters will have a measurement error of several millimeters. The error or uncertainty of a measurement can be estimated, and is specified with the measurement as, for example, 32.3 ± 0.5 cm. (A mistake or blunder in the measurement process will give an incorrect value, rather than one subject to known measurement error.)
"Systematic bias" redirects here. For the sociological and organizational phenomenon, see Systemic bias.
Measurement errors can be divided into two components: random and systematic.[2]
Random errors are errors in measurement that lead to measurable values being inconsistent when repeated measurements of a constant attribute or quantity are taken. Systematic errors are errors that are not determined by chance but are introduced by repeatable processes inherent to the system.[3] Systematic error may also refer to an error with a non-zero mean, the effect of which is not reduced when observations are averaged. For example, length measurements with a ruler accurately calibrated in whole centimeters will be subject to random error; a ruler incorrectly calibrated will also produce systematic error.
Measurement errors can be summarized in terms of accuracy and precision.
Measurement error should not be confused with measurement uncertainty.
Characterization[edit]
Measurement errors can be divided into two components: random error and systematic error.[2]
Random error is always present in a measurement. It is caused by inherently unpredictable fluctuations in the readings of a measurement apparatus or in the experimenter's interpretation of the instrumental reading. Random errors show up as different results for ostensibly the same repeated measurement. They can be estimated by comparing multiple measurements and reduced by averaging multiple measurements.
Systematic error is predictable and typically constant or proportional to the true value. If the cause of the systematic error can be identified, then it usually can be eliminated. Systematic errors are caused by imperfect calibration of measurement instruments or imperfect methods of observation, or interference of the environment with the measurement process, and always affect the results of an experiment in a predictable direction. Incorrect zeroing of an instrument is an example of systematic error in instrumentation.
The Performance Test Standard PTC 19.1-2005 "Test Uncertainty", published by the American Society of Mechanical Engineers (ASME), discusses systematic and random errors in considerable detail. In fact, it conceptualizes its basic uncertainty categories in these terms.
Random error can be caused by unpredictable fluctuations in the readings of a measurement apparatus, or in the experimenter's interpretation of the instrumental reading; these fluctuations may be in part due to interference of the environment with the measurement process. The concept of random error is closely related to the concept of precision. The higher the precision of a measurement instrument, the smaller the variability (standard deviation) of the fluctuations in its readings.
Surveys[edit]
The term "observational error" is also sometimes used to refer to response errors and some other types of non-sampling error.[1] In survey-type situations, these errors can be mistakes in the collection of data, including both the incorrect recording of a response and the correct recording of a respondent's inaccurate response. These sources of non-sampling error are discussed in Salant and Dillman (1994) and Bland and Altman (1996).[4][5]
These errors can be random or systematic. Random errors are caused by unintended mistakes by respondents, interviewers and/or coders. Systematic error can occur if there is a systematic reaction of the respondents to the method used to formulate the survey question. Thus, the exact formulation of a survey question is crucial, since it affects the level of measurement error.[6] Different tools are available for the researchers to help them decide about this exact formulation of their questions, for instance estimating the quality of a question using MTMM experiments. This information about the quality can also be used in order to correct for measurement error.[7][8]
Effect on regression analysis[edit]
If the dependent variable in a regression is measured with error, regression analysis and associated hypothesis testing are unaffected, except that the R2 will be lower than it would be with perfect measurement.
However, if one or more independent variables is measured with error, then the regression coefficients and standard hypothesis tests are invalid.[9] This is known as attenuation bias.[10]