The sensitivity of linear regression coefficients' confidence limits to the omission of a confounder
By Carrie A. Hosman, Ben B. Hansen, Paul Holland. 2009
125 citations recorded by the source corpus.
Omitted variable bias can affect treatment effect estimates obtained from observational data due to the lack of random assignment to treatment groups. Sensitivity analyses adjust these estimates to quantify the impact of potential omitted variables. This paper presents methods of sensitivity analysis to adjust interval estimates of treatment effect---both the point estimate and standard error---obtained using multiple linear regression. Central to our approach is what we term benchmarking, the use of data to establish reference points for speculation about omitted confounders. The method adapts to treatment effects that may differ by subgroup, to scenarios involving omission of multiple variables, and to combinations of covariance adjustment with propensity score stratification. We illustrate it using data from an influential study of health outcomes of patients admitted to critical care.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/c767a22cd87a0d5da8cd4227777e7d922278d8d6
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In Economics and Econometrics
In Statistics and Probability
- Dylan S. Small
- J. Hsu
- Paul R. Rosenbaum
- Bernard S. Black
- V. Atanasov
- José R. Zubizarreta
- Qingyuan Zhao
- Peng Ding
Citations in the corpus
- Shock-Based Causal Inference in Corporate Finance and Accounting Research (2015, methodology): “26For different approaches, see, e.g., Altonji et al. (2005); Hosman et al. (2010); Rosenbaum (2010).”
- Effect Modification and Design Sensitivity in Observational Studies (2013, background): “…(E-mail: rosenbaum@wharton.upenn.edu) is Professor, Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104-6340. and Nannicini (2008); Hosman, Hansen, and Holland (2010); Millimet and Tchernis (2012); Pepper (2012); and Schwartz, Li, and Reiter (2012).”