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Sensitivity Analysis for Multiple Comparisons in Matched Observational Studies Through Quadratically Constrained Linear Programming

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  • Colin B. Fogarty
  • Dylan S. Small

Abstract

A sensitivity analysis in an observational study assesses the robustness of significant findings to unmeasured confounding. While sensitivity analyses in matched observational studies have been well addressed when there is a single outcome variable, accounting for multiple comparisons through the existing methods yields overly conservative results when there are multiple outcome variables of interest. This stems from the fact that unmeasured confounding cannot affect the probability of assignment to treatment differently depending on the outcome being analyzed. Existing methods allow this to occur by combining the results of individual sensitivity analyses to assess whether at least one hypothesis is significant, which in turn results in an overly pessimistic assessment of a study's sensitivity to unobserved biases. By solving a quadratically constrained linear program, we are able to perform a sensitivity analysis while enforcing that unmeasured confounding must have the same impact on the treatment assignment probabilities across outcomes for each individual in the study. We show that this allows for uniform improvements in the power of a sensitivity analysis not only for testing the overall null of no effect, but also for null hypotheses on specific outcome variables while strongly controlling the familywise error rate. We illustrate our method through an observational study on the effect of smoking on naphthalene exposure. Supplementary materials for this article are available online.

Suggested Citation

  • Colin B. Fogarty & Dylan S. Small, 2016. "Sensitivity Analysis for Multiple Comparisons in Matched Observational Studies Through Quadratically Constrained Linear Programming," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1820-1830, October.
  • Handle: RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1820-1830
    DOI: 10.1080/01621459.2015.1120675
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    Cited by:

    1. Kwonsang Lee & Dylan S. Small & Paul R. Rosenbaum, 2018. "A powerful approach to the study of moderate effect modification in observational studies," Biometrics, The International Biometric Society, vol. 74(4), pages 1161-1170, December.
    2. Nathan Kallus & Angela Zhou, 2021. "Minimax-Optimal Policy Learning Under Unobserved Confounding," Management Science, INFORMS, vol. 67(5), pages 2870-2890, May.
    3. Paul R. Rosenbaum, 2023. "A second evidence factor for a second control group," Biometrics, The International Biometric Society, vol. 79(4), pages 3968-3980, December.
    4. Paul R. Rosenbaum, 2023. "Sensitivity analyses informed by tests for bias in observational studies," Biometrics, The International Biometric Society, vol. 79(1), pages 475-487, March.
    5. Siyu Heng & Hyunseung Kang & Dylan S. Small & Colin B. Fogarty, 2021. "Increasing power for observational studies of aberrant response: An adaptive approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(3), pages 482-504, July.
    6. Xinkun Nie & Guido Imbens & Stefan Wager, 2021. "Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations," Papers 2112.04723, arXiv.org.

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