Papers › Sharp Bounds for Continuous-Valued Treatment Effects with Unobserved Confounders
Sharp Bounds for Continuous-Valued Treatment Effects with Unobserved Confounders
Jean-Baptiste Baitairian, Bernard Sebastien, Rana Jreich, Sandrine Katsahian, Agathe Guilloux
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In causal inference, treatment effects are typically estimated under the ignorability, or unconfoundedness, assumption, which is often unrealistic in observational data. By relaxing this assumption and conducting a sensitivity analysis, we introduce novel bounds and derive confidence intervals for the Average Potential Outcome (APO) - a standard metric for evaluating continuous-valued treatment or exposure effects. We demonstrate that these bounds are sharp under a continuous sensitivity model, in the sense that they give the smallest possible interval under this model, and propose a doubly robust version of our estimators. In a comparative analysis with the method of Jesson et al. (2022) (arXiv:2204.10022), using both simulated and real datasets, we show that our approach not only yields sharper bounds but also achieves good coverage of the true APO, with significantly reduced computation times.
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