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Activity Number:
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180
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Type:
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Invited
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Date/Time:
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Monday, August 7, 2006 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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| Abstract - #304987 |
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Title:
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Sensitivity Analysis for Instrumental Variables Regression with Overidentifying Restrictions
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Author(s):
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Dylan S. Small*+
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Companies:
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University of Pennsylvania
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Address:
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400 Huntsman Hall, 3730 Walnut Street, Philadelphia, PA, 19104,
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Keywords:
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instrumental variables ; causal inference ; structural equations models
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Abstract:
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Instrumental variables (IV) regression is a method for making causal inferences about the effect of a treatment when there are unmeasured confounders. The method requires one or more valid IV; a valid IV is a variable that is independent of unmeasured confounders and has no direct effect on the outcome. Often there is uncertainty about the validity of proposed IVs. When more than one IV is proposed, the validity of the IVs can be tested via the ``overidentifying restrictions test.' However, the test has no power versus certain alternatives. To fully address uncertainty about the validity of the proposed IVs, we develop a method of sensitivity analysis that makes full use of the information provided by the overidentifying restrictions test, but provides more information by exploring sensitivity to invalidity of the proposed IVs in directions for which the test has low power.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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