论文标题

加权估计器基于方差的灵敏度分析导致更有信息的界限

Variance-based sensitivity analysis for weighting estimators result in more informative bounds

论文作者

Huang, Melody, Pimentel, Samuel D.

论文摘要

加权方法是估计因果影响的流行工具。在实践中评估其鲁棒性在未观察到的混杂状态很重要。在接下来的论文中,我们介绍了一组新的灵敏度模型,称为“基于方差的灵敏度模型”。基于方差的灵敏度模型表征了省略混杂因素的偏见,即通过省略了省略混杂因素而产生的分布差异,对现有方法进行了几项显着的创新。首先,基于方差的灵敏度模型可以相对于简单的$ r^2 $参数进行参数化,该参数既标准化又有限。我们介绍了一种正式的基准测试程序,该程序允许研究人员使用观察到的协变量以一种可解释且透明的方式对合理的参数值进行推理。其次,我们表明研究人员可以在一组基于方差的灵敏度模型下估算有效的置信区间,并为研究人员提供扩展,以将其有关混杂因素的实质性知识纳入帮助,以帮助收紧间隔。最后,我们强调了我们提出的方法与现有灵敏度分析之间的联系,并从经验和理论上证明了这两个方差的敏感性模型都可以改善对现有方法的估计置信区间的稳定性和紧密性。我们说明了我们使用国家健康和营养检查调查(NHANES)研究血液汞水平的研究的拟议方法。

Weighting methods are popular tools for estimating causal effects; assessing their robustness under unobserved confounding is important in practice. In the following paper, we introduce a new set of sensitivity models called "variance-based sensitivity models". Variance-based sensitivity models characterize the bias from omitting a confounder by bounding the distributional differences that arise in the weights from omitting a confounder, with several notable innovations over existing approaches. First, the variance-based sensitivity models can be parameterized with respect to a simple $R^2$ parameter that is both standardized and bounded. We introduce a formal benchmarking procedure that allows researchers to use observed covariates to reason about plausible parameter values in an interpretable and transparent way. Second, we show that researchers can estimate valid confidence intervals under a set of variance-based sensitivity models, and provide extensions for researchers to incorporate their substantive knowledge about the confounder to help tighten the intervals. Last, we highlight the connection between our proposed approach and existing sensitivity analyses, and demonstrate both, empirically and theoretically, that variance-based sensitivity models can provide improvements on both the stability and tightness of the estimated confidence intervals over existing methods. We illustrate our proposed approach on a study examining blood mercury levels using the National Health and Nutrition Examination Survey (NHANES).

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