Economics at your fingertips  

The probability of a robust inference for internal validity and its applications in regression models

Tenglong Li and Kenneth A. Frank

Papers from

Abstract: The internal validity of observational study is often subject to debate. In this study, we define the unobserved sample based on the counterfactuals and formalize its relationship with the null hypothesis statistical testing (NHST) for regression models. The probability of a robust inference for internal validity, i.e., the PIV, is the probability of rejecting the null hypothesis again based on the ideal sample which is defined as the combination of the observed and unobserved samples, provided the same null hypothesis has already been rejected for the observed sample. When the unconfoundedness assumption is dubious, one can bound the PIV of an inference based on bounded belief about the mean counterfactual outcomes, which is often needed in this case. Essentially, the PIV is statistical power of the NHST that is thought to be built on the ideal sample. We summarize the process of evaluating internal validity with the PIV into a six-step procedure and illustrate it with an empirical example (i.e., Hong and Raudenbush (2005)).

Date: 2020-05
New Economics Papers: this item is included in nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link) Latest version (application/pdf)

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:

Access Statistics for this paper

More papers in Papers from
Bibliographic data for series maintained by arXiv administrators ().

Page updated 2020-07-05
Handle: RePEc:arx:papers:2005.12784