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For sensitivity analysis against unmeasured confounding, we build on the marginal sensitivity model (MSM) and propose a new model, deMSM, by incorporating a second constraint on the shift of potential outcome distributions caused by…

Methodology · Statistics 2025-05-21 Yi Zhang , Wenfu Xu , Zhiqiang Tan

This paper introduces the $f$-sensitivity model, a new sensitivity model that characterizes the violation of unconfoundedness in causal inference. It assumes the selection bias due to unmeasured confounding is bounded "on average"; compared…

Methodology · Statistics 2022-09-07 Ying Jin , Zhimei Ren , Zhengyuan Zhou

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…

Econometrics · Economics 2024-03-26 Timothy Christensen , Benjamin Connault

Sensitivity analysis for unmeasured confounding under incremental propensity score interventions remains relatively underdeveloped. Incremental interventions define stochastic treatment regimes by multiplying the odds of treatment, offering…

Methodology · Statistics 2026-01-27 Shuying Shen , Valerio Bacak , Edward H. Kennedy

Sensitivity analysis for the unconfoundedness assumption is crucial in observational studies. For this purpose, the marginal sensitivity model (MSM) gained popularity recently due to its good interpretability and mathematical properties.…

Methodology · Statistics 2024-02-27 Yao Zhang , Qingyuan Zhao

Causal approaches to fairness have seen substantial recent interest, both from the machine learning community and from wider parties interested in ethical prediction algorithms. In no small part, this has been due to the fact that causal…

Machine Learning · Computer Science 2019-08-17 Niki Kilbertus , Philip J. Ball , Matt J. Kusner , Adrian Weller , Ricardo Silva

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

Methodology · Statistics 2025-12-10 Mengqi Lin , Colin Fogarty

An observational study may be biased for estimating causal effects by failing to control for unmeasured confounders. This paper proposes a new quantity called the "sensitivity value", which is defined as the minimum strength of unmeasured…

Methodology · Statistics 2017-05-24 Qingyuan Zhao

Sensitivity to unmeasured confounding is not typically a primary consideration in designing treated-control comparisons in observational studies. We introduce a framework allowing researchers to optimize robustness to omitted variable bias…

Methodology · Statistics 2024-07-19 Melody Huang , Dan Soriano , Samuel D. Pimentel

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

Sensitivity analysis is important to assess the impact of unmeasured confounding in causal inference from observational studies. The marginal sensitivity model (MSM) provides a useful approach in quantifying the influence of unmeasured…

Methodology · Statistics 2025-04-14 Yi Zhang , Wenfu Xu , Zhiqiang Tan

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

Methodology · Statistics 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…

Artificial Intelligence · Computer Science 2026-05-19 Yu Wang , Xiangchen Liu , Siguang Li

Causal inference necessarily relies upon untestable assumptions; hence, it is crucial to assess the robustness of obtained results to violations of identification assumptions. However, such sensitivity analysis is only occasionally…

Methodology · Statistics 2025-05-19 Tobias Freidling , Qingyuan Zhao

Recent work has focused on the potential and pitfalls of causal identification in observational studies with multiple simultaneous treatments. Building on previous work, we show that even if the conditional distribution of unmeasured…

Methodology · Statistics 2025-03-28 Jiajing Zheng , Alexander D'Amour , Alexander Franks

Inferring the causal effect of a non-randomly assigned exposure on an outcome requires adjusting for common causes of the exposure and outcome to avoid biased conclusions. Notwithstanding the efforts investigators routinely make to measure…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

Unmeasured confounding remains a critical challenge in causal inference for the social sciences. This paper proposes a sensitivity analysis framework to systematically evaluate how unmeasured confounders influence statistical inference in…

Methodology · Statistics 2025-04-21 Cheng Lin , Jose M. Pena , Adel Daoud

The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…

Methodology · Statistics 2025-09-17 Han Cui , Xinran Li