Model-assisted sensitivity analysis for treatment effects under unmeasured confounding via regularized calibrated estimation

TL;DR

This paper develops new methods for sensitivity analysis of treatment effects under unmeasured confounding, providing population bounds, estimators, and confidence intervals that are robust to model misspecification, using regularized calibrated estimation.

Contribution

It introduces novel population bounds, doubly robust estimators, and confidence intervals for treatment effects under unmeasured confounding, utilizing regularized calibrated estimation with Lasso penalties.

Findings

Relaxed population bounds depend on outcome quantile regression.

Doubly robust estimators are developed for misspecified models.

Simulation and empirical study demonstrate method effectiveness.

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, recently derived by Dorn, Guo, and Kallus. 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.