Cited by 1,088Advanced Causal Inference TechniquesStatistical Methods in EpidemiologyStatistical Methods and Bayesian Inference

Making sense of sensitivity: extending omitted variable bias

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Cinelli, Carlos, Hazlett, Chad·2020·Journal of the Royal Statistical Society Series B: Statistical Methodology

Abstract

Summary We extend the omitted variable bias framework with a suite of tools for sensitivity analysis in regression models that does not require assumptions on the functional form of the treatment assignment mechanism nor on the distribution of the unobserved confounders, naturally handles multiple confounders, possibly acting non-linearly, exploits expert knowledge to bound sensitivity parameters and can be easily computed by using only standard regression results. In particular, we introduce two novel sensitivity measures suited for routine reporting. The robustness value describes the minimum strength of association that unobserved confounding would need to have, both with the treatment and with the outcome, to change the research conclusions. The partial R2 of the treatment with the outcome shows how strongly confounders explaining all the residual outcome variation would have to be associated with the treatment to eliminate the estimated effect. Next, we offer graphical tools for elaborating on problematic confounders, examining the sensitivity of point estimates and t-values, as well as ‘extreme scenarios’. Finally, we describe problems with a common ‘benchmarking’ practice and introduce a novel procedure to bound the strength of confounders formally on the basis of a comparison with observed covariates. We apply these methods to a running example that estimates the effect of exposure to violence on attitudes toward peace.

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  • Sensitivity to omitted variable bias is tested using the Cinelli and Hazlett (2020) methodology.

    “sensitivity to omitted variable bias (OVB) is tested using the Cinelli and Hazlett (2020) methodology.”
  • Cinelli and Hazlett (2020) extends the OVB framework to analyse the sensitivity to unobserved confounders.

    “Cinelli and Hazlett (2020) extends the OVB framework to analyse the sensitivity to unobserved confounders.”
  • Econometric tools such as the Cinelli and Hazlett (2020) sensitivity analysis can help applied researchers expand knowledge on extension or technology effect when detailed information about farmers' extension participation, technology adoption behaviours and sustainability performance is available over time.

    “econometric tools, such as the Cinelli and Hazlett (2020) sensitivity analysis, can help applied researchers to expand the level of knowledge on extension or technology effect, especially when detailed information about farmers' extension participation, technology adoption behaviours and sustainability performance is available over time.”

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Research works printed but not linked: 2

  1. Imbens, G. W. and Rubin, D. B. (2015) Causal Inference in Statistics, Social, and Biomedical Sciences. New York: Cambridge University Press.
  2. Pearl, J. (2009) Causality. New York: Cambridge University Press.

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Authors
Cinelli, C., & Hazlett, C.
Affiliations
University of California, Los Angeles (US)
Corresponding author
Hazlett, Chad
Venue
Journal of the Royal Statistical Society Series B: Statistical Methodology
Published
2019-12-17
Volume
82
Issue
1
Pages
39-67
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
OpenAlex
W2996483157
Cited by
1,088
References
51
Citations by year
2026: 275 · 2025: 248 · 2024: 194 · 2023: 141 · 2022: 107 · 2021: 80 · 2020: 34 · 2019: 8 · 2015: 1
FWCI
44.97
Type
journal article
Language
en
Open access
Locations
Journal of the Royal Statistical Society Series B (Statistical Methodology) (publishedVersion)
Funders
University of California, Los Angeles
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords
omitted variable bias, sensitivity analysis, unmeasured confounding, benchmarking, expert knowledge, treatment effect estimation, violence exposure, attitudes toward peace

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