Abstract
As a crucial component of propensity score methods for reducing selection bias, propensity score estimation can only account for observed covariates. The behaviors of sensitivity and robustness of propensity score estimation to the impact of unobserved covariates or uncontrolled confounders have not been fully understood. This chapter introduces a new technique to assess the sensitivity and robustness of propensity score estimation to the impact of uncontrolled confounders. The sensitivity is defined as a change from a propensity score that is estimated from a propensity score model including all observed covariates to a potential propensity score that would be estimated from the propensity score model adding an unobserved covariate. The robustness is subsequently defined as the probability of the sensitivity would cross a pre-specified threshold. To assess the robustness, a reference distribution of the sensitivity is derived by borrowing information from observed covariates and further approximated to one of Pearson distributions. This procedure of assessment is illustrated with empirical data on substance abuse prevention for high-risk youth.
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Pan, W., Bai, H. (2016). A Robustness Index of Propensity Score Estimation to Uncontrolled Confounders. In: He, H., Wu, P., Chen, DG. (eds) Statistical Causal Inferences and Their Applications in Public Health Research. ICSA Book Series in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-41259-7_4
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