Multivariate one-sided testing in matched observational studies as an adversarial game

We present a multivariate one-sided sensitivity analysis for matched observational studies, appropriate when the researcher has specified that a given causal mechanism should manifest itself in effects on multiple outcome variables in a known direction. The test statistic can be thought of as the solution to an adversarial game, where the researcher determines the best linear combination of test statistics to combat nature’s presentation of the worst-case pattern of hidden bias. The corresponding optimization problem is convex, and can be solved efficiently even for reasonably sized observational studies. Asymptotically, the test statistic converges to a chi-bar-squared distribution under the null, a common distribution in order-restricted statistical inference. The test attains the largest possible design sensitivity over a class of coherent test statistics, and facilitates one-sided sensitivity analyses for individual outcome variables while maintaining familywise error control through its incorporation into closed testing procedures.

Evaluating and improving a matched comparison of antidepressants and bone density

Matching is a common approach to covariate adjustment in estimating causal effects in observational studies. It is important to assess covariate balance of the matched samples. This is usually done informally, in ways that have a number of limitations. First, there are many diagnostics, even if covariates are assessed one at a time, which raises multiplicity issues. In addition, joint distributions of covariates, even bivariate distributions, are often ignored. Further, it is an open question whether diagnostics identify the major problems. To address these issues, a formal assessment of covariate balance is developed in the current paper. Unlike the common informal diagnostics, the proposed method compares both marginal distributions and joint distributions of the matched sample with those of the benchmark, complete randomizations. The method controls the probability of falsely identifying a covariate imbalance among many comparisons, yet it has a high probability of correctly detecting and identifying a major problem. An R package met implementing the proposed method is available on CRAN.

Combining planned and discovered comparisons in observational studies

In observational studies of treatment effects, it is common to have several outcomes, perhaps of uncertain quality and relevance, each purporting to measure the effect of the treatment. A single planned combination of several outcomes may increase both power and insensitivity to unmeasured bias when the plan is wisely chosen, but it may miss opportunities in other cases. A method is proposed that uses one planned combination with only a mild correction for multiple testing and exhaustive consideration of all possible combinations fully correcting for multiple testing. The method works with the joint distribution of $\kappa^{T}\left( \mathbf{T}-\boldsymbol{\mu}\right) /\sqrt {\boldsymbol{\kappa}^{T}\boldsymbol{\Sigma\boldsymbol{\kappa}}}$ and $max_{\boldsymbol{\lambda}\neq\mathbf{0}}$$\,\lambda^{T}\left( \mathbf{T} -\boldsymbol{\mu}\right) /$$\sqrt{\boldsymbol{\lambda}^{T}\boldsymbol{\Sigma \lambda}}$ where $\kappa$ is chosen a priori and the test statistic $\mathbf{T}$ is asymptotically $N_{L}\left( \boldsymbol{\mu},\boldsymbol{\Sigma}\right) $. The correction for multiple testing has a smaller effect on the power of $\kappa^{T}\left( \mathbf{T}-\boldsymbol{\mu }\right) /\sqrt{\boldsymbol{\kappa}^{T}\boldsymbol{\Sigma\boldsymbol{\kappa} }}$ than does switching to a two-tailed test, even though the opposite tail does receive consideration when $\lambda=-\kappa$. In the application, there are three measures of cognitive decline, and the a priori comparison $\kappa$ is their first principal component, computed without reference to treatment assignments. The method is implemented in an R package sensitivitymult.