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Sensitivity analysis of unmeasured confounding in causal inference based on exponential tilting and super learner

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  • Mi Zhou
  • Weixin Yao

Abstract

Causal inference under the potential outcome framework relies on the strongly ignorable treatment assumption. This assumption is usually questionable in observational studies, and the unmeasured confounding is one of the fundamental challenges in causal inference. To this end, we propose a new sensitivity analysis method to evaluate the impact of the unmeasured confounder by leveraging ideas of doubly robust estimators, the exponential tilt method, and the super learner algorithm. Compared to other existing methods of sensitivity analysis that parameterize the unmeasured confounder as a latent variable in the working models, the exponential tilting method does not impose any restrictions on the structure or models of the unmeasured confounders. In addition, in order to reduce the modeling bias of traditional parametric methods, we propose incorporating the super learner machine learning algorithm to perform nonparametric model estimation and the corresponding sensitivity analysis. Furthermore, most existing sensitivity analysis methods require multivariate sensitivity parameters, which make its choice difficult and subjective in practice. In comparison, the new method has a univariate sensitivity parameter with a nice and simple interpretation of log-odds ratios for binary outcomes, which makes its choice and the application of the new sensitivity analysis method very easy for practitioners.

Suggested Citation

  • Mi Zhou & Weixin Yao, 2023. "Sensitivity analysis of unmeasured confounding in causal inference based on exponential tilting and super learner," Journal of Applied Statistics, Taylor & Francis Journals, vol. 50(3), pages 744-760, February.
  • Handle: RePEc:taf:japsta:v:50:y:2023:i:3:p:744-760
    DOI: 10.1080/02664763.2021.1999398
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