IngentaConnect Asymptotic separability in sensitivity analysis

Authors: Gastwirth J.L.¹; Krieger A.M.²; Rosenbaum P.R.^{2, *}

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 62, Number 3, 2000 , pp. 545-555(11)

Publisher: Blackwell Publishing

Abstract:

In an observational study in which each treated subject is matched to several untreated controls by using observed pretreatment covariates, a sensitivity analysis asks how hidden biases due to unobserved covariates might alter the conclusions. The bounds required for a sensitivity analysis are the solution to an optimization problem. In general, this optimization problem is not separable, in the sense that one cannot find the needed optimum by performing a separate optimization in each matched set and combining the results. We show, however, that this optimization problem is asymptotically separable, so that when there are many matched sets a separate optimization may be performed in each matched set and the results combined to yield the correct optimum with negligible error. This is true when the Wilcoxon rank sum test or the Hodges-Lehmann aligned rank test is applied in matching with multiple controls. Numerical calculations show that the asymptotic approximation performs well with as few as 10 matched sets. In the case of the rank sum test, a table is given containing the separable solution. With this table, only simple arithmetic is required to conduct the sensitivity analysis. The method also supplies estimates, such as the Hodges-Lehmann estimate, and confidence intervals associated with rank tests. The method is illustrated in a study of dropping out of US high schools and the effects on cognitive test scores.

Keywords: Aligned rank test; Hodges-Lehmann estimate; Observational studies; Permutation inference; Randomization inference; Rank sum test; Sensitivity analysis

Language: English

Document Type: Research article

Affiliations: 1: George Washington University, Washington DC, USA 2: University of Pennsylvania, Philadelphia, USA *