9,782 research outputs found
Identification, Inference and Sensitivity Analysis for Causal Mediation Effects
Causal mediation analysis is routinely conducted by applied researchers in a
variety of disciplines. The goal of such an analysis is to investigate
alternative causal mechanisms by examining the roles of intermediate variables
that lie in the causal paths between the treatment and outcome variables. In
this paper we first prove that under a particular version of sequential
ignorability assumption, the average causal mediation effect (ACME) is
nonparametrically identified. We compare our identification assumption with
those proposed in the literature. Some practical implications of our
identification result are also discussed. In particular, the popular estimator
based on the linear structural equation model (LSEM) can be interpreted as an
ACME estimator once additional parametric assumptions are made. We show that
these assumptions can easily be relaxed within and outside of the LSEM
framework and propose simple nonparametric estimation strategies. Second, and
perhaps most importantly, we propose a new sensitivity analysis that can be
easily implemented by applied researchers within the LSEM framework. Like the
existing identifying assumptions, the proposed sequential ignorability
assumption may be too strong in many applied settings. Thus, sensitivity
analysis is essential in order to examine the robustness of empirical findings
to the possible existence of an unmeasured confounder. Finally, we apply the
proposed methods to a randomized experiment from political psychology. We also
make easy-to-use software available to implement the proposed methods.Comment: Published in at http://dx.doi.org/10.1214/10-STS321 the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Nonparametric Bounds and Sensitivity Analysis of Treatment Effects
This paper considers conducting inference about the effect of a treatment (or
exposure) on an outcome of interest. In the ideal setting where treatment is
assigned randomly, under certain assumptions the treatment effect is
identifiable from the observable data and inference is straightforward.
However, in other settings such as observational studies or randomized trials
with noncompliance, the treatment effect is no longer identifiable without
relying on untestable assumptions. Nonetheless, the observable data often do
provide some information about the effect of treatment, that is, the parameter
of interest is partially identifiable. Two approaches are often employed in
this setting: (i) bounds are derived for the treatment effect under minimal
assumptions, or (ii) additional untestable assumptions are invoked that render
the treatment effect identifiable and then sensitivity analysis is conducted to
assess how inference about the treatment effect changes as the untestable
assumptions are varied. Approaches (i) and (ii) are considered in various
settings, including assessing principal strata effects, direct and indirect
effects and effects of time-varying exposures. Methods for drawing formal
inference about partially identified parameters are also discussed.Comment: Published in at http://dx.doi.org/10.1214/14-STS499 the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Assumptions of IV Methods for Observational Epidemiology
Instrumental variable (IV) methods are becoming increasingly popular as they
seem to offer the only viable way to overcome the problem of unobserved
confounding in observational studies. However, some attention has to be paid to
the details, as not all such methods target the same causal parameters and some
rely on more restrictive parametric assumptions than others. We therefore
discuss and contrast the most common IV approaches with relevance to typical
applications in observational epidemiology. Further, we illustrate and compare
the asymptotic bias of these IV estimators when underlying assumptions are
violated in a numerical study. One of our conclusions is that all IV methods
encounter problems in the presence of effect modification by unobserved
confounders. Since this can never be ruled out for sure, we recommend that
practical applications of IV estimators be accompanied routinely by a
sensitivity analysis.Comment: Published in at http://dx.doi.org/10.1214/09-STS316 the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Adoption and Impact of Improved Groundnut Varieties on Rural Poverty: Evidence from Rural Uganda
This paper evaluates the ex-post impact of adopting improved groundnut varieties on crop income and rural poverty in rural Uganda. The study utilizes cross-sectional farm household data collected in 2006 in seven districts of Uganda. We estimated the average adoption premium using propensity score matching (PSM), poverty dominance analysis tests, and a linear regression model to check robustness of results. Poverty dominance analysis tests and linear regression estimates are based on matched observations of adopters and non-adopters obtained from the PSM. This helped us estimate the true welfare effect of technology adoption by controlling for the role of selection problem on production and adoption decisions. Furthermore, we checked covariate balancing with a standardized bias measure and sensitivity of the estimated adoption effect to unobserved selection bias, using the Rosenbaum bounds procedure. The paper computes income-based poverty measures and investigates their sensitivity to the use of different poverty lines. We found that adoption of improved groundnut technologies has a significant positive impact on crop income and poverty reduction. These results are not sensitive to unobserved selection bias; therefore, we can be confident that the estimated adoption effect indicates a pure effect of improved groundnut technology adoption.groundnut technology adoption, crop income, poverty alleviation, propensity score matching, switching regression, stochastic dominance, Rosenbaum bounds, Uganda
Online reputation management: estimating the impact of management responses on consumer reviews
We investigate the relationship between a firm’s use of management responses and its online reputation. We focus on the hotel industry and present several findings. First, hotels are likely to start responding following a negative shock to their ratings. Second, hotels respond to positive, negative, and neutral reviews at roughly the same rate. Third, by exploiting variation in the rate with which hotels respond on different review platforms and variation in the likelihood with which consumers are exposed to management responses, we find a 0.12-star increase in ratings and a 12% increase in review volume for responding hotels. Interestingly, when hotels start responding, they receive fewer but longer negative reviews. To explain this finding, we argue that unsatisfied consumers become less likely to leave short indefensible reviews when hotels are likely to scrutinize them. Our results highlight an interesting trade-off for managers considering responding: fewer negative ratings at the cost of longer and more detailed negative feedback.Accepted manuscrip
Clarifying causal mediation analysis for the applied researcher: Defining effects based on what we want to learn
The incorporation of causal inference in mediation analysis has led to
theoretical and methodological advancements -- effect definitions with causal
interpretation, clarification of assumptions required for effect
identification, and an expanding array of options for effect estimation.
However, the literature on these results is fast-growing and complex, which may
be confusing to researchers unfamiliar with causal inference or unfamiliar with
mediation. The goal of this paper is to help ease the understanding and
adoption of causal mediation analysis. It starts by highlighting a key
difference between the causal inference and traditional approaches to mediation
analysis and making a case for the need for explicit causal thinking and the
causal inference approach in mediation analysis. It then explains in
as-plain-as-possible language existing effect types, paying special attention
to motivating these effects with different types of research questions, and
using concrete examples for illustration. This presentation differentiates two
perspectives (or purposes of analysis): the explanatory perspective (aiming to
explain the total effect) and the interventional perspective (asking questions
about hypothetical interventions on the exposure and mediator, or
hypothetically modified exposures). For the latter perspective, the paper
proposes tapping into a general class of interventional effects that contains
as special cases most of the usual effect types -- interventional direct and
indirect effects, controlled direct effects and also a generalized
interventional direct effect type, as well as the total effect and overall
effect. This general class allows flexible effect definitions which better
match many research questions than the standard interventional direct and
indirect effects
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