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Bounds and sensitivity analysis when estimating average treatment effects with imputation and double robust estimators
Umeå universitet, Samhällsvetenskapliga fakulteten, Handelshögskolan vid Umeå universitet, Statistik.
Umeå universitet, Samhällsvetenskapliga fakulteten, Handelshögskolan vid Umeå universitet, Statistik.
(Engelska)Manuskript (preprint) (Övrigt vetenskapligt)
Abstract [en]

When estimating average causal effects of treatments with observational data, scientists often rely on the assumption of unconfoundedness. We propose a sensitivity analysis for imputation estimators and doubly robust estimators, based on bounds (defining an identification interval) for the causal effect of interest, which allow for unobserved confounders. The bounds are derived from the bias of the estimators, expressed as a function of a sensitivity parameter. We describe how such bounds can take into account sampling variation, thereby yielding an uncertainty interval. We are also able to contrast the size of potential bias due to violation of the unconfoundedness assumption, to the misspecification of the models used to explain outcome with the observed covariates. While the latter bias can in principle be made arbitrarily small with increasing sample size (by increasing the flexibility of the models used), the bias due to unobserved confounding does not disappear with increasing sample size. Through numerical experiments we illustrate the relative size of the biases due to unobserved confounders and model misspecification, as well as the empirical coverage of the uncertainty interval on which the proposed sensitivity analysis is based.

Nationell ämneskategori
Sannolikhetsteori och statistik
Forskningsämne
statistik
Identifikatorer
URN: urn:nbn:se:umu:diva-127119OAI: oai:DiVA.org:umu-127119DiVA, id: diva2:1043963
Tillgänglig från: 2016-11-01 Skapad: 2016-10-31 Senast uppdaterad: 2018-06-09
Ingår i avhandling
1. Uncertainty intervals and sensitivity analysis for missing data
Öppna denna publikation i ny flik eller fönster >>Uncertainty intervals and sensitivity analysis for missing data
2016 (Engelska)Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
Abstract [en]

In this thesis we develop methods for dealing with missing data in a univariate response variable when estimating regression parameters. Missing outcome data is a problem in a number of applications, one of which is follow-up studies. In follow-up studies data is collected at two (or more) occasions, and it is common that only some of the initial participants return at the second occasion. This is the case in Paper II, where we investigate predictors of decline in self reported health in older populations in Sweden, the Netherlands and Italy. In that study, around 50% of the study participants drop out. It is common that researchers rely on the assumption that the missingness is independent of the outcome given some observed covariates. This assumption is called data missing at random (MAR) or ignorable missingness mechanism. However, MAR cannot be tested from the data, and if it does not hold, the estimators based on this assumption are biased. In the study of Paper II, we suspect that some of the individuals drop out due to bad health. If this is the case the data is not MAR. One alternative to MAR, which we pursue, is to incorporate the uncertainty due to missing data into interval estimates instead of point estimates and uncertainty intervals instead of confidence intervals. An uncertainty interval is the analog of a confidence interval but wider due to a relaxation of assumptions on the missing data. These intervals can be used to visualize the consequences deviations from MAR have on the conclusions of the study. That is, they can be used to perform a sensitivity analysis of MAR.

The thesis covers different types of linear regression. In Paper I and III we have a continuous outcome, in Paper II a binary outcome, and in Paper IV we allow for mixed effects with a continuous outcome. In Paper III we estimate the effect of a treatment, which can be seen as an example of missing outcome data.

Ort, förlag, år, upplaga, sidor
Umeå: Umeå Universitet, 2016. s. 13
Serie
Statistical studies, ISSN 1100-8989 ; 50
Nyckelord
missing data, missing not at random, non-ignorable, set identification, uncertainty intervals, sensitivity analysis, self reported health, average causal effect, average causal effect on the treated, mixed-effects models
Nationell ämneskategori
Sannolikhetsteori och statistik
Forskningsämne
statistik
Identifikatorer
urn:nbn:se:umu:diva-127121 (URN)978-91-7601-555-1 (ISBN)
Disputation
2016-11-25, Hörsal E, Humanisthuset, Umeå Universitet, Umeå, 10:00 (Engelska)
Opponent
Handledare
Tillgänglig från: 2016-11-04 Skapad: 2016-10-31 Senast uppdaterad: 2018-06-09Bibliografiskt granskad

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Genbäck, Minnade Luna, Xavier

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