Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing
From MaRDI portal
Publication:6185563
DOI10.1080/01621459.2022.2069572arXiv2102.04543OpenAlexW3128842655MaRDI QIDQ6185563FDOQ6185563
Authors: Kevin Guo 
Publication date: 8 January 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Abstract: Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been measured. This paper introduces a robust sensitivity analysis for IPW that estimates the range of treatment effects compatible with a given amount of unobserved confounding. The estimated range converges to the narrowest possible interval (under the given assumptions) that must contain the true treatment effect. Our proposal is a refinement of the influential sensitivity analysis by Zhao, Small, and Bhattacharya (2019), which we show gives bounds that are too wide even asymptotically. This analysis is based on new partial identification results for Tan (2006)'s marginal sensitivity model.
Full work available at URL: https://arxiv.org/abs/2102.04543
Recommendations
- Sensitivity analysis for causal inference using inverse probability weighting
- Sensitivity analysis for inverse probability weighting estimators via the percentile bootstrap
- Improving Effect Estimates by Limiting the Variability in Inverse Propensity Score Weights
- Estimating quantile sensitivities
- Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis
- Robust estimation of inverse probability weights for marginal structural models
- Quantile sensitivity estimation
- Balancing covariates via propensity score weighting
- Semiparametric inverse propensity weighting for nonignorable missing data
Cites Work
- The elements of statistical learning. Data mining, inference, and prediction
- Shape-constrained partial identification of a population mean under unknown probabilities of sample selection
- Generalized random forests
- Design of observational studies
- Regression Quantiles
- Multivariate regression models for panel data
- On the application of probability theory to agricultural experiments. Essay on principles. Section 9. Translated from the Polish and edited by D. M. Dąbrowska and T. P. Speed
- A Distributional Approach for Causal Inference Using Propensity Scores
- Double/debiased machine learning for treatment and structural parameters
- Consistent nonparametric regression. Discussion
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Covariance adjustment in radomized experiments and observational studies
- Quantile regression forests
- Conditional quantile processes based on series or many regressors
- Training, wages, and sample selection: estimating sharp bounds on treatment effects
- Title not available (Why is that?)
- On asymptotically efficient estimation in semiparametric models
- Kernel and nearest-neighbor estimation of a conditional quantile
- Bounds on the conditional and average treatment effect with unobserved confounding factors
- Sharp identification regions in models with convex moment predictions
- Efficiency bounds for missing data models with semiparametric restrictions
- On the Fundamental Lemma of Neyman and Pearson
- Pattern–Mixture and Selection Models for Analysing Longitudinal Data with Monotone Missing Patterns
- Effect Modification and Design Sensitivity in Observational Studies
- Calibrating sensitivity analyses to observed covariates in observational studies
- Estimation and Testing of the Union Wage Effect Using Panel Data
- Sensitivity analysis for certain permutation inferences in matched observational studies
- Policy learning with observational data
- Conditional moment models with data missing at random
- Sensitivity analysis for inverse probability weighting estimators via the percentile bootstrap
- Flexible sensitivity analysis for observational studies without observable implications
- Interval estimation of population means under unknown but bounded probabilities of sample selection
- Making sense of sensitivity: extending omitted variable bias
- Identification of Treatment Effects Under Conditional Partial Independence
- Sample-constrained partial identification with application to selection bias
This page was built for publication: Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6185563)
