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Assessing Sensitivity to Unconfoundedness: Estimation and Inference

Matthew A. Masten, Alexandre Poirier, Linqi Zhang

arXiv 31 Dec 2020 · Econometrics · publishedJournal of Business and Economic Statistics (2023) · 20 citations (OpenAlex)

arXiv:2012.15716 · PDF · DOI · OpenAlex · Extracted main text

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.

Citation extraction

38
references
112
in-text mentions
38
distinct cited
2
self-citations
16,122
main-text words

appendix boundary found by appendix_command · 45% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Masten, M. A. and A. Poirier (2018) Identification of treatment effects under conditional partial independence self1.000133100%
2Masten, M. A. and A. Poirier (2020) Inference on breakdown frontiers self1.00085100%
3Imbens, G. W (2003) Sensitivity to exogeneity assumptions in program evaluation0.87462100%
4Fang, Z. and A. Santos (2019) Inference on directionally differentiable functions0.83014657%
5Imbens, G. W. and D. B. Rubin (2015) Causal Inference for Statistics, Social, and Biomedical Sciences0.81142100%
6Manpower Demonstration Research Corporation (MDRC (1983) Summary and Findings of the National Supported Work Demonstration0.73732100%
7Hong, H. and J. Li (2018) The numerical delta method0.64422100%
8van der Vaart, A. and J. Wellner (1996) Weak Convergence and Empirical Processes: With Applications to Statistics0.6308525%
9Rosenbaum, P. R (1995) Observational Studies0.58531100%
10Rosenbaum, P. R (2002) Observational Studies0.58531100%

Showing the top 10 of 38 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Sensitivity Analysis for Linear Estimators0.64422
2Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing0.40511
3Changes-in-Changes for Ordered Choice Models with Underreporting0.40511
4A General Approach to Relaxing Unconfoundedness0.40511
5Bayesian Robustness Values for Modern Causal Panel Estimators via Riesz Representations0.40511