Bounding the Probabilities of Benefit and Harm Through Sensitivity Parameters and Proxies

Jose M. Peña

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arXiv · 2303.05396

Bounding the Probabilities of Benefit and Harm Through Sensitivity Parameters and Proxies

Jose M. Peña

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Abstract

We present two methods for bounding the probabilities of benefit and harm under unmeasured confounding. The first method computes the (upper or lower) bound of either probability as a function of the observed data distribution and two intuitive sensitivity parameters which, then, can be presented to the analyst as a 2-D plot to assist her in decision making. The second method assumes the existence of a measured nondifferential proxy (i.e., direct effect) of the unmeasured confounder. Using this proxy, tighter bounds than the existing ones can be derived from just the observed data distribution.

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Jose M. Peña. 2023-03-08. Bounding the Probabilities of Benefit and Harm Through Sensitivity Parameters and Proxies. https://arxiv.org/abs/2303.05396

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