Assessing Sensitivity to Unconfoundedness: Estimation and Inference

DOI10.1080/07350015.2023.2183212MaRDI QIDQ6190751zbMATH OpenOpenAlexFDO

Authors Matthew A. Masten, Alexandre Poirier

Publication date 6 March 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.15716, https://figshare.com/articles/dataset/Assessing_Sensitivity_to_Unconfoundedness_Estimation_and_Inference/22140839

zbMATH Keywords

causal inferencesensitivity analysistreatment effectspartial identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Abstract: This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do inference on bounds on various treatment effect parameters, like the average treatment effect (ATE) and the average effect of treatment on the treated (ATT), under nonparametric relaxations of the unconfoundedness assumption indexed by a scalar sensitivity parameter c. These relaxations allow for limited selection on unobservables, depending on the value of c. For large enough c, these bounds equal the no assumptions bounds. Using a non-standard bootstrap method, we show how to construct confidence bands for these bound functions which are uniform over all values of c. We illustrate these methods with an empirical application to effects of the National Supported Work Demonstration program. We implement these methods in a companion Stata module for easy use in practice.

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