The sensitivity of linear regression coefficients' confidence limits to the omission of a confounder

Abstract

Omitted variable bias can affect treatment effect estimates obtained from observational data due to the lack of random assignment to treatment groups. Sensitivity analyses adjust these estimates to quantify the impact of potential omitted variables. This paper presents methods of sensitivity analysis to adjust interval estimates of treatment effect---both the point estimate and standard error---obtained using multiple linear regression. Central to our approach is what we term benchmarking, the use of data to establish reference points for speculation about omitted confounders. The method adapts to treatment effects that may differ by subgroup, to scenarios involving omission of multiple variables, and to combinations of covariance adjustment with propensity score stratification. We illustrate it using data from an influential study of health outcomes of patients admitted to critical care.

Published in at http://dx.doi.org/10.1214/09-AOAS315 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (3)

• Causal Inference Through Potential Outcomes and Principal Stratification: Application to Studies with "Censoring" Due to Death
• The sensitivity of linear regression coefficients' confidence limits to the omission of a confounder
• Covariate Balance in Simple, Stratified and Clustered Comparative Studies

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