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Sensitivity Analysis

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Targeted Learning in Data Science

Abstract

Causal inference problems are often tackled through the study of parameters of the distribution of a sequence of counterfactual variables, that represent the outcome in a hypothetical world where an intervention is enforced. The fundamental problem of causal inference is that, for a given individual, we only observe one such counterfactual outcome: the outcome under the treatment level actually assigned. Therefore, it is necessary to make certain untestable assumptions to identify the distribution of the missing counterfactual outcomes from the distribution of the observed data. One common such assumption is that the treatment mechanism does not depend on unmeasured factors that are causally related to the outcome. This assumption is often referred to as nonignorability of treatment assignment (Rubin 1976) or the (sequential) randomization assumption (van der Laan and Robins 2003).

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Correspondence to Iván Díaz .

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Díaz, I., Luedtke, A.R., van der Laan, M.J. (2018). Sensitivity Analysis. In: Targeted Learning in Data Science. Springer Series in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-65304-4_27

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