Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing
通过分位数平衡开展逆倾向加权的锐敏感性分析
Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been measured. This paper introduces a robust sensitivity analysis for IPW that estimates the range of treatment effects compatible with a given amount of unobserved confounding. The estimated range converges to the narrowest possible interval (under…