Sensitivity Analysis in the Generalization of Experimental Results (2202.03408v1)

Abstract: Randomized controlled trials (RCT's) allow researchers to estimate causal effects in an experimental sample with minimal identifying assumptions. However, to generalize or transport a causal effect from an RCT to a target population, researchers must adjust for a set of treatment effect moderators. In practice, it is impossible to know whether the set of moderators has been properly accounted for. In the following paper, I propose a three parameter sensitivity analysis for generalizing or transporting experimental results using weighted estimators, with several advantages over existing methods. First, the framework does not require assumptions on the underlying data generating process for either the experimental sample selection mechanism or treatment effect heterogeneity. Second, I show that the sensitivity parameters are guaranteed to be bounded and propose several tools researchers can use to perform sensitivity analysis: (1) graphical and numerical summaries for researchers to assess how robust a point estimate is to killer confounders; (2) an extreme scenario analysis; and (3) a formal benchmarking approach for researchers to estimate potential sensitivity parameter values using existing data. Finally, I demonstrate that the proposed framework can be easily extended to the class of doubly robust, augmented weighted estimators. The sensitivity analysis framework is applied to a set of Jobs Training Program experiments.