2021/04/27 by Jose M. Peña, Peña, Jose M. · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Advanced Causal Inference Techniques #Decision-Making and Behavioral Economics #FOS: Computer and information sciences #Health Systems, Economic Evaluations, Quality of Life #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME)
paper · pdf · doi:10.48550/arxiv.2104.13020
openalex publication_date 2021/04/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We present a method for assessing the sensitivity of the true causal effect to unmeasured confounding. The method requires the analyst to set two intuitive parameters. Otherwise, the method is assumption-free. The method returns an interval that contains the true causal effect, and whose bounds are arbitrarily sharp, i.e. practically attainable. We show experimentally that our bounds can be tighter than those obtained by the method of Ding and VanderWeele (2016a) which, moreover, requires to set one more parameter than our method. Finally, we extend our method to bound the natural direct and indirect effects when there are measured mediators and unmeasured exposure-outcome confounding.