Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing

Jacob Dorn and Kevin Guo

Journal of the American Statistical Association, 2023, vol. 118, issue 544, 2645-2657

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 article 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, which we show gives bounds that are too wide even asymptotically. This analysis is based on new partial identification results for Tan’s marginal sensitivity model. Supplementary materials for this article are available online.

Date: 2023
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/01621459.2022.2069572 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:jnlasa:v:118:y:2023:i:544:p:2645-2657

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/UASA20

DOI: 10.1080/01621459.2022.2069572

Access Statistics for this article

Journal of the American Statistical Association is currently edited by Xuming He, Jun Liu, Joseph Ibrahim and Alyson Wilson

More articles in Journal of the American Statistical Association from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().