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Sensitivity Analysis for Linear Estimators

Jacob Dorn, Luther Yap

arXiv 12 Sep 2023 · Econometrics

arXiv:2309.06305 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We propose a novel sensitivity analysis framework for linear estimators with identification failures that can be viewed as seeing the wrong outcome distribution. Our approach measures the degree of identification failure through the change in measure between the observed distribution and a hypothetical target distribution that would identify the causal parameter of interest. The framework yields a sensitivity analysis that generalizes existing bounds for Average Potential Outcome (APO), Regression Discontinuity (RD), and instrumental variables (IV) exclusion failure designs. Our partial identification results extend results from the APO context to allow even unbounded likelihood ratios. Our proposed sensitivity analysis consistently estimates sharp bounds under plausible conditions and estimates valid bounds under mild conditions. We find that our method performs well in simulations even when targeting a discontinuous and nearly infinite bound.

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31
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distinct cited
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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 independence1.00093100%
2Tan, Z (2006) A distributional approach for causal inference using propensity scores1.00073100%
3Frauen, D., V. Melnychuk, and S. Feuerriegel (2023) Sharp Bounds for Generalized Causal Sensitivity Analysis1.00053100%
4Tan, Z (2022) Model-assisted sensitivity analysis for treatment effects under unmeasured confounding via regularized calibrated estimation1.00053100%
5Gerard, F., M. Rokkanen, and C. Rothe (2020) Bounds on treatment effects in regression discontinuity designs with a manipulated running variable0.96911391%
6Dorn, J. and K. Guo (2023) Sharp sensitivity analysis for inverse propensity weighting via quantile balancing self0.9285480%
7Dorn, J., K. Guo, and N. Kallus (2022) Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding self0.8434475%
8Bertsimas, D., K. Imai, and M. L. Li (2022) Distributionally robust causal inference with observational data0.6443267%
9Masten, M. A., A. Poirier, and L. Zhang (2024) Assessing Sensitivity to Unconfoundedness: Estimation and Inference0.64422100%
10Ramsahai, R. R (2012) Causal Bounds and Observable Constraints for Non-deterministic Models0.64422100%

Showing the top 10 of 32 scored citations.