[Statlist] RESEARCH SEMINAR IN STATISTICS - UNIVERSITY OF GENEVA

[Eva Cantoni]

RESEARCH SEMINAR IN STATISTICS - UNIVERSITY OF GENEVA

Organisers : .
E. Cantoni - E. Ronchetti - S. Sperlich - M-P. Victoria-Feser

Friday May 2nd, 2014
at 11h15
Room M 5220, Uni Mail (40, bd du Pont-d'Arve)

Xavier DE LUNA
Umeå University Sweden

"Testing for the unconfoundedness assumption using an instrument"

Abstract:
The identification of average causal effects of a treatment in 
observational studies is typically based either on the unconfoundedness 
assumption (all confounders are observed) or on the availability of an 
instrument (e.g., a variable affecting the treatment but not directly 
the outcome). When available, instruments may also be used to test for 
the unconfoundedness assumption, both in a parametric and nonparametric 
setting. In this talk, we present a set of assumptions on an 
instrumental variable, which allows us to test for the unconfoundedness 
assumption. These assumptions are weaker than classical instrumental 
assumptions, and for instance they do not necessarily yield 
nonparametric identification of an average causal effect. We also 
propose a test statistic for the unconfoundedness assumption based on 
the instrumental assumptions introduced. An area of application of our 
results is the case of a randomized treatment with non-compliance where 
the randomized treatment assignment can be used as an instrument to test 
whether comparing those actually treated and not treated is not 
confounded by unobserved covariates. Together with the theoretical 
results we present simulation experiments and an application to an 
observational study where the interest lies in evaluating the effect of 
job practice on employment.

Joint work with Per Johansson.

Visit the website: http://www.stat-center.unige.ch/ResSem.html

-- 
Prof. Eva Cantoni
Research Center for Statistics and
      Geneva School of Economics and Management
University of Geneva, Bd du Pont d'Arve 40, CH-1211 Genève 4
http://www.unige.ch/ses/dsec/staff/faculty/Cantoni-Eva.html