Sensitivity Analysis for Linear Estimators

• Tác giả: Jacob Dorn, Luther Yap
• Ngôn ngữ: eng
• Ký hiệu phân loại: 521.36 Celestial mechanics
• Thông tin xuất bản: 2023
• Bộ sưu tập: Metadata
• ID: 198184

Tóm tắt

Comment: Previously circulated as Sensitivity Analysis for Linear EstimandsWe propose a novel sensitivity analysis framework for linear estimators with identification failures that can be viewed as seeing the wrong outcome distribution. Our approach measures the degree of identification failure through the change in measure between the observed distribution and a hypothetical target distribution that would identify the causal parameter of interest. The framework yields a sensitivity analysis that generalizes existing bounds for Average Potential Outcome (APO), Regression Discontinuity (RD), and instrumental variables (IV) exclusion failure designs. Our partial identification results extend results from the APO context to allow even unbounded likelihood ratios. Our proposed sensitivity analysis consistently estimates sharp bounds under plausible conditions and estimates valid bounds under mild conditions. We find that our method performs well in simulations even when targeting a discontinuous and nearly infinite bound.