Multivariate one-sided testing in matched observational studies as an adversarial game
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Publication:5145697
DOI10.1093/BIOMET/ASAA024zbMATH Open1457.62179arXiv1812.07728OpenAlexW3032992438MaRDI QIDQ5145697FDOQ5145697
M. A. Olson, Colin B. Fogarty, Peter Cohen
Publication date: 21 January 2021
Published in: Biometrika (Search for Journal in Brave)
Abstract: We present a multivariate one-sided sensitivity analysis for matched observational studies, appropriate when the researcher has specified that a given causal mechanism should manifest itself in effects on multiple outcome variables in a known direction. The test statistic can be thought of as the solution to an adversarial game, where the researcher determines the best linear combination of test statistics to combat nature's presentation of the worst-case pattern of hidden bias. The corresponding optimization problem is convex, and can be solved efficiently even for reasonably sized observational studies. Asymptotically the test statistic converges to a chi-bar-squared distribution under the null, a common distribution in order restricted statistical inference. The test attains the largest possible design sensitivity over a class of coherent test statistics, and facilitates one-sided sensitivity analyses for individual outcome variables while maintaining familywise error control through is incorporation into closed testing procedures.
Full work available at URL: https://arxiv.org/abs/1812.07728
Convex programming (90C25) Hypothesis testing in multivariate analysis (62H15) Causal inference from observational studies (62D20) Applications of game theory (91A80)
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