collaborators

6 papers

econ.EM2026

Finite Population Identification and Design-Based Sensitivity Analysis

Brendan Kline, Matthew A. Masten

We develop a new approach for quantifying uncertainty in finite populations, by using design distributions to calibrate sensitivity parameters in finite population identified sets.…

econ.EM2026

The Effect of Omitted Variables on the Sign of Regression Coefficients

Matthew A. Masten, Alexandre Poirier

We show that, depending on how the impact of omitted variables is measured, it can be substantially easier for omitted variables to flip coefficient signs than to drive them to zer…

econ.EM2026

Assessing Sensitivity to IV Exclusion and Exogeneity without First Stage Monotonicity

Paul Diegert, Matthew A. Masten, Alexandre Poirier

Exclusion and exogeneity are core assumptions in instrumental variable (IV) analyses, but their empirical validity is often debated. This paper develops new sensitivity analyses fo…

econ.EM2026

An Axiomatic Approach to Comparing Sensitivity Parameters

Paul Diegert, Matthew A. Masten, Alexandre Poirier

Many methods are available for assessing the importance of omitted variables in linear regression. These methods typically make different, non-falsifiable assumptions. Hence the da…

econ.EM2026

Assessing Omitted Variable Bias when the Controls are Endogenous

Paul Diegert, Matthew A. Masten, Alexandre Poirier

Omitted variables are one of the most important threats to the identification of causal effects. Several widely used methods assess the impact of omitted variables on empirical con…

econ.EM2025

A General Approach to Relaxing Unconfoundedness

Matthew A. Masten, Alexandre Poirier, Muyang Ren

This paper defines a general class of relaxations of the unconfoundedness assumption. This class includes several previous approaches as special cases, including the marginal sensi…