Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing
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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.
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Cited in
(12)- Sharp bounds for continuous-valued treatment effects with unobserved confounders
- Sensitivity Analysis for Quantiles of Hidden Biases in Matched Observational Studies
- Sensitivity models and bounds under sequential unmeasured confounding in longitudinal studies
- Variance-based sensitivity analysis for weighting estimators results in more informative bounds
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- A simple sensitivity analysis method for unmeasured confounders via linear programming with estimating equation constraints
- Structure learning and causal effect estimation from unbalanced groups
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