Model-assisted sensitivity analysis for treatment effects under unmeasured confounding via regularized calibrated estimation
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- 3 May 2024
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 86 (5) , 1339-1363
Abstract
Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds and doubly robust estimating functions. We also derive new, relaxed population bounds, depending on weighted linear outcome quantile regression. At the sample level, we develop new methods and theory for obtaining not only doubly robust point estimators for the relaxed population bounds with respect to misspecification of a propensity score model or an outcome mean regression model, but also model-assisted confidence intervals which are valid if the propensity score model is correctly specified, but the outcome quantile and mean regression models may be misspecified. The relaxed population bounds reduce to the sharp bounds if outcome quantile regression is correctly specified. For a linear outcome mean regression model, the confidence intervals are also doubly robust. Our methods involve regularized calibrated estimation, with Lasso penalties but carefully chosen loss functions, for fitting propensity score and outcome mean and quantile regression models. We present a simulation study and an empirical application to an observational study on the effects of right-heart catheterization. The proposed method is implemented in the R package RCALsa.Keywords
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Funding Information
- NIH (grant 1R01LM014257)
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