Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding

• URL: http://arxiv.org/abs/2112.11449v1
• Date: Tue, 21 Dec 2021 18:55:12 GMT
• Title: Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding
• Authors: Jacob Dorn, Kevin Guo, Nathan Kallus
• Abstract summary: We study the problem of constructing bounds on the average treatment effect in the presence of unobserved confounding. We propose novel estimators of these bounds that we call "doubly-valid/doubly-sharp" (DVDS) estimators.
• Score: 62.40420028973522
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We study the problem of constructing bounds on the average treatment effect in the presence of unobserved confounding under the marginal sensitivity model of Tan (2006). Combining an existing characterization involving adversarial propensity scores with a new distributionally robust characterization of the problem, we propose novel estimators of these bounds that we call "doubly-valid/doubly-sharp" (DVDS) estimators. Double sharpness corresponds to the fact that DVDS estimators consistently estimate the tightest possible (i.e., sharp) bounds implied by the sensitivity model even when one of two nuisance parameters is misspecified and achieve semiparametric efficiency when all nuisance parameters are suitably consistent. Double validity is an entirely new property for partial identification: DVDS estimators still provide valid, though not sharp, bounds even when most nuisance parameters are misspecified. In fact, even in cases when DVDS point estimates fail to be asymptotically normal, standard Wald confidence intervals may remain valid. In the case of binary outcomes, the DVDS estimators are particularly convenient and possesses a closed-form expression in terms of the outcome regression and propensity score. We demonstrate the DVDS estimators in a simulation study as well as a case study of right heart catheterization.

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