sensitivity-analyst

Sensitivity Analyst

Comprehensive sensitivity analysis frameworks for causal inference and mediation studies

Use this skill when working on: unmeasured confounding assessment, E-values, tipping point analysis, measurement error sensitivity, model misspecification checks, Rosenbaum bounds, or any robustness evaluation for causal claims.

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Unmeasured Confounding

The Fundamental Problem

In causal inference, we can never directly test the assumption of no unmeasured confounding. Sensitivity analysis quantifies: "How strong would unmeasured confounding need to be to explain away our findings?"

Bias Factor Framework

For an unmeasured confounder $U$ affecting both treatment $A$ and outcome $Y$:

$$\text{Bias} = \frac{E[Y \mid A=1, U=1] - E[Y \mid A=1, U=0]}{E[Y \mid A=0, U=1] - E[Y \mid A=0, U=0]} \times \frac{P(U=1 \mid A=1) - P(U=1 \mid A=0)}{1}$$

The observed effect $\hat{\theta}$ relates to the true effect $\theta$ via:

$$\hat{\theta} = \theta \times \text{Bias Factor}$$

Sensitivity Parameters

Parameter	Definition	Range
$\gamma$	Odds ratio for U-A association	$[1, \infty)$
$\delta$	Odds ratio for U-Y association	$[1, \infty)$
$\rho$	Correlation of U with unmeasured factors	$[-1, 1]$

R Implementation

#' Sensitivity Analysis for Unmeasured Confounding
#'
#' @param estimate Point estimate of causal effect
#' @param se Standard error of estimate
#' @param gamma_range Range of treatment-confounder association
#' @param delta_range Range of outcome-confounder association
#' @return Sensitivity analysis results
sensitivity_unmeasured <- function(estimate, se,
                                    gamma_range = seq(1, 3, 0.25),
                                    delta_range = seq(1, 3, 0.25)) {

  # Create grid of sensitivity parameters
  grid <- expand.grid(gamma = gamma_range, delta = delta_range)

  # Compute bias factor for each combination
  # Using Ding & VanderWeele (2016) bias formula
  grid$bias_factor <- with(grid, (gamma * delta) / (gamma + delta - 1))

  # Adjusted estimates
  grid$adjusted_estimate <- estimate / grid$bias_factor

  # Find tipping point where CI includes 0
  z_crit <- qnorm(0.975)
  ci_lower <- estimate - z_crit * se

  # Tipping point: where adjusted CI lower bound = 0
  tipping_points <- grid[grid$adjusted_estimate - z_crit * se / grid$bias_factor <= 0, ]

  list(
    original = list(estimate = estimate, ci = c(ci_lower, estimate + z_crit * se)),
    sensitivity_grid = grid,
    tipping_points = tipping_points,
    minimum_bias_to_nullify = min(grid$bias_factor[grid$adjusted_estimate <= 0])
  )
}

---

E-Values

E-Value Definition

The E-value (VanderWeele & Ding, 2017) is the minimum strength of association that an unmeasured confounder would need to have with both treatment and outcome to fully explain away the observed effect.

For a risk ratio $RR$:

$$E\text{-value} = RR + \sqrt{RR \times (RR - 1)}$$

For the confidence interval limit:

$$E\text{-value}{CI} = RR{lower} + \sqrt{RR_{lower} \times (RR_{lower} - 1)}$$

Interpretation Guidelines

E-value	Interpretation
< 1.5	Very weak; easily explained by modest confounding
1.5 - 2.0	Weak; moderate confounding could explain
2.0 - 3.0	Moderate; substantial confounding needed
3.0 - 4.0	Strong; would require strong confounding
> 4.0	Very strong; unlikely to be fully explained

E-Value for Different Effect Measures

Measure	Formula
Risk Ratio (RR)	$E = RR + \sqrt{RR(RR-1)}$
Odds Ratio (OR)	Convert to RR approximation first
Hazard Ratio (HR)	$E = HR + \sqrt{HR(HR-1)}$ (when rare outcome)
Risk Difference	Convert to RR using baseline risk
Standardized Mean Difference	$E = \exp(0.91 \times d) + \sqrt{\exp(0.91 \times d)(\exp(0.91 \times d)-1)}$

R Implementation

#' Compute E-value for Causal Effect Estimate
#'
#' @param estimate Effect estimate (RR, OR, HR, or SMD)
#' @param lo Lower confidence limit
#' @param hi Upper confidence limit
#' @param type Type of effect measure
#' @param rare For OR/HR, is outcome rare (<15%)?
#' @return E-value and interpretation
compute_evalue <- function(estimate, lo = NULL, hi = NULL,
                           type = c("RR", "OR", "HR", "SMD"),
                           rare = TRUE) {
  type <- match.arg(type)

  # Convert to RR scale
  rr <- switch(type,
    "RR" = estimate,
    "OR" = if (rare) estimate else sqrt(estimate),  # Rare outcome approximation
    "HR" = if (rare) estimate else sqrt(estimate),
    "SMD" = exp(0.91 * estimate)
  )

  # Ensure RR >= 1 for formula (flip if protective)
  if (rr < 1) rr <- 1/rr

  # E-value formula
  evalue <- rr + sqrt(rr * (rr - 1))

  # E-value for CI
  evalue_ci <- NULL
  if (!is.null(lo)) {
    rr_lo <- switch(type,
      "RR" = lo,
      "OR" = if (rare) lo else sqrt(lo),
      "HR" = if (rare) lo else sqrt(lo),
      "SMD" = exp(0.91 * lo)
    )
    if (rr_lo < 1) rr_lo <- 1/rr_lo
    if (rr_lo >= 1) {
      evalue_ci <- rr_lo + sqrt(rr_lo * (rr_lo - 1))
    } else {
      evalue_ci <- 1
    }
  }

  # Interpretation
  interpretation <- case_when(
    evalue < 1.5 ~ "Very weak evidence; easily explained by modest confounding",
    evalue < 2.0 ~ "Weak evidence; moderate confounding could explain",
    evalue < 3.0 ~ "Moderate evidence; substantial confounding needed",
    evalue < 4.0 ~ "Strong evidence; strong confounding would be required",
    TRUE ~ "Very strong evidence; unlikely explained by confounding alone"
  )

  list(
    evalue_point = evalue,
    evalue_ci = evalue_ci,
    interpretation = interpretation,
    message = sprintf(
      "To explain away the estimate, an unmeasured confounder would need to be associated with both treatment and outcome by RR = %.2f each.",
      evalue
    )
  )
}

---

Tipping Point Analysis

Concept

Tipping point analysis identifies the specific parameter values at which conclusions would change (e.g., confidence interval includes null, effect reverses sign).

Tipping Point Types

Type	Definition	Use Case
Null tipping point	Where CI includes 0	Statistical significance
Clinical tipping point	Where effect < MCID	Clinical significance
Direction tipping point	Where effect changes sign	Effect direction

Visualization

#' Create Tipping Point Contour Plot
#'
#' @param estimate Point estimate
#' @param se Standard error
#' @param gamma_range Confounder-treatment association range
#' @param delta_range Confounder-outcome association range
#' @return ggplot2 contour plot
plot_tipping_point <- function(estimate, se,
                                gamma_range = seq(1, 5, 0.1),
                                delta_range = seq(1, 5, 0.1)) {
  library(ggplot2)

  grid <- expand.grid(gamma = gamma_range, delta = delta_range)
  grid$bias_factor <- with(grid, (gamma * delta) / (gamma + delta - 1))
  grid$adjusted <- estimate / grid$bias_factor
  grid$significant <- grid$adjusted - 1.96 * se / grid$bias_factor > 0

  ggplot(grid, aes(x = gamma, y = delta, z = adjusted)) +
    geom_contour_filled(breaks = c(-Inf, 0, estimate/2, estimate, Inf)) +
    geom_contour(aes(z = as.numeric(significant)),
                 breaks = 0.5, color = "red", linewidth = 1.5) +
    labs(
      x = "Confounder-Treatment Association (γ)",
      y = "Confounder-Outcome Association (δ)",
      title = "Tipping Point Analysis",
      subtitle = "Red line: boundary of statistical significance"
    ) +
    theme_minimal()
}

---

Measurement Error Sensitivity

Types of Measurement Error

Type	Description	Effect on Estimates
Non-differential	Error unrelated to other variables	Usually biases toward null
Differential	Error depends on treatment/outcome	Can bias in either direction
Systematic	Consistent over/under-reporting	Shifts estimates
Random	Noise around true value	Attenuates relationships

Measurement Error in Mediation

For mediation with misclassified mediator:

$$\hat{a}\hat{b} = ab \times \text{Attenuation Factor}$$

where:

$$\text{Attenuation} = \frac{\text{Sensitivity} + \text{Specificity} - 1}{1}$$

R Implementation for Misclassification

#' Sensitivity Analysis for Mediator Misclassification
#'
#' @param indirect_effect Observed indirect effect
#' @param se_indirect Standard error
#' @param sens_range Sensitivity range to explore
#' @param spec_range Specificity range to explore
#' @return Corrected estimates grid
sensitivity_misclassification <- function(indirect_effect, se_indirect,
                                           sens_range = seq(0.7, 1, 0.05),
                                           spec_range = seq(0.7, 1, 0.05)) {

  grid <- expand.grid(sensitivity = sens_range, specificity = spec_range)

  # Attenuation factor
  grid$attenuation <- grid$sensitivity + grid$specificity - 1


  # Corrected indirect effect (assuming non-differential)
  grid$corrected_effect <- indirect_effect / grid$attenuation

  # Corrected SE (approximate)
  grid$corrected_se <- se_indirect / grid$attenuation

  # CI
  grid$ci_lower <- grid$corrected_effect - 1.96 * grid$corrected_se
  grid$ci_upper <- grid$corrected_effect + 1.96 * grid$corrected_se

  # Identify where conclusions change
  original_significant <- (indirect_effect - 1.96 * se_indirect) > 0
  grid$conclusion_change <- (grid$ci_lower > 0) != original_significant

  list(
    original = list(
      effect = indirect_effect,
      se = se_indirect,
      significant = original_significant
    ),
    sensitivity_grid = grid,
    robust_region = grid[!grid$conclusion_change, ],
    vulnerable_region = grid[grid$conclusion_change, ]
  )
}

---

Model Misspecification

Types of Misspecification

1. Functional form: Linear when true relationship is nonlinear
2. Omitted variables: Missing important confounders
3. Incorrect distribution: Wrong error distribution assumed
4. Heterogeneity: Ignoring effect modification

Specification Curve Analysis

Test how results vary across defensible model specifications:

#' Specification Curve Analysis
#'
#' @param data Dataset
#' @param outcome Outcome variable name
#' @param treatment Treatment variable name
#' @param mediator Mediator variable name
#' @param covariate_sets List of covariate sets to try
#' @param model_types Vector of model types to try
#' @return Specification curve results
specification_curve <- function(data, outcome, treatment, mediator,
                                 covariate_sets,
                                 model_types = c("linear", "logistic")) {

  results <- list()
  spec_id <- 1

  for (covs in covariate_sets) {
    for (model_type in model_types) {

      # Fit mediator model
      m_formula <- as.formula(paste(mediator, "~", treatment, "+",
                                     paste(covs, collapse = "+")))

      # Fit outcome model
      y_formula <- as.formula(paste(outcome, "~", treatment, "+", mediator, "+",
                                     paste(covs, collapse = "+")))

      if (model_type == "linear") {
        m_model <- lm(m_formula, data = data)
        y_model <- lm(y_formula, data = data)
      } else {
        m_model <- glm(m_formula, data = data, family = binomial)
        y_model <- glm(y_formula, data = data, family = binomial)
      }

      # Extract coefficients
      a <- coef(m_model)[treatment]
      b <- coef(y_model)[mediator]
      indirect <- a * b

      results[[spec_id]] <- data.frame(
        spec_id = spec_id,
        covariates = paste(covs, collapse = ", "),
        model_type = model_type,
        a_path = a,
        b_path = b,
        indirect_effect = indirect,
        n_covariates = length(covs)
      )

      spec_id <- spec_id + 1
    }
  }

  results_df <- do.call(rbind, results)

  # Summary statistics
  list(
    specifications = results_df,
    summary = data.frame(
      median_effect = median(results_df$indirect_effect),
      mean_effect = mean(results_df$indirect_effect),
      sd_effect = sd(results_df$indirect_effect),
      min_effect = min(results_df$indirect_effect),
      max_effect = max(results_df$indirect_effect),
      prop_positive = mean(results_df$indirect_effect > 0),
      prop_significant = NA
    ),
    n_specifications = nrow(results_df)
  )
}

---

Rosenbaum Bounds

Framework

Rosenbaum bounds quantify how sensitive causal conclusions are to hidden bias in observational studies using matched designs.

Sensitivity Parameter Γ

$\Gamma$ represents the maximum ratio of odds of treatment for two matched subjects:

$$\frac{1}{\Gamma} \leq \frac{P(A_i = 1 \mid X_i)}{P(A_j = 1 \mid X_j)} \times \frac{1 - P(A_j = 1 \mid X_j)}{1 - P(A_i = 1 \mid X_i)} \leq \Gamma$$

Interpretation

Γ Value	Interpretation
1.0	No hidden bias (randomization)
1.1 - 1.3	Sensitive to small hidden bias
1.3 - 2.0	Moderately robust
2.0 - 3.0	Robust to substantial bias
> 3.0	Very robust

R Implementation

#' Rosenbaum Bounds for Matched Study
#'
#' @param outcome_diff Vector of within-pair outcome differences
#' @param gamma_range Range of sensitivity parameter
#' @return Bounds on p-values
rosenbaum_bounds <- function(outcome_diff, gamma_range = seq(1, 3, 0.1)) {

  n <- length(outcome_diff)

  # Signed rank statistic
  ranks <- rank(abs(outcome_diff))
  W_obs <- sum(ranks[outcome_diff > 0])

  results <- data.frame(gamma = gamma_range)
  results$p_upper <- NA
  results$p_lower <- NA

  for (i in seq_along(gamma_range)) {
    gamma <- gamma_range[i]

    # Upper bound: worst case p-value
    # Uses hypergeometric distribution approximation
    p_treat <- gamma / (1 + gamma)

    # Expected value and variance under gamma
    E_W <- sum(ranks) * p_treat
    V_W <- sum(ranks^2) * p_treat * (1 - p_treat)

    # Normal approximation
    z_upper <- (W_obs - E_W) / sqrt(V_W)
    results$p_upper[i] <- 1 - pnorm(z_upper)

    # Lower bound
    p_treat_low <- 1 / (1 + gamma)
    E_W_low <- sum(ranks) * p_treat_low
    V_W_low <- sum(ranks^2) * p_treat_low * (1 - p_treat_low)
    z_lower <- (W_obs - E_W_low) / sqrt(V_W_low)
    results$p_lower[i] <- 1 - pnorm(z_lower)
  }

  # Find critical gamma
  results$significant_upper <- results$p_upper < 0.05
  critical_gamma <- min(results$gamma[!results$significant_upper], na.rm = TRUE)

  list(
    bounds = results,
    critical_gamma = critical_gamma,
    interpretation = sprintf(
      "Results would be sensitive to hidden bias if Γ > %.2f",
      critical_gamma
    )
  )
}

---

Sensitivity Analysis for Mediation

Sequential Ignorability Sensitivity

For natural indirect effects, sensitivity to violation of sequential ignorability:

#' Mediation Sensitivity Analysis
#'
#' Following Imai, Keele, & Yamamoto (2010)
#'
#' @param mediation_result Result from mediation analysis
#' @param rho_range Correlation between M and Y errors
#' @return Sensitivity results
sensitivity_mediation <- function(a_coef, b_coef, indirect_effect,
                                   se_indirect,
                                   rho_range = seq(-0.5, 0.5, 0.05)) {

  results <- data.frame(rho = rho_range)

  # Bias from correlation
  # Approximate bias formula from Imai et al.
  results$adjusted_indirect <- indirect_effect * (1 - rho_range^2)

  # Adjusted inference
  results$ci_lower <- results$adjusted_indirect - 1.96 * se_indirect
  results$ci_upper <- results$adjusted_indirect + 1.96 * se_indirect
  results$significant <- results$ci_lower > 0 | results$ci_upper < 0

  # Find critical rho
  original_sign <- sign(indirect_effect)
  critical_rho <- min(abs(rho_range[sign(results$adjusted_indirect) != original_sign]))

  list(
    sensitivity_grid = results,
    critical_rho = critical_rho,
    interpretation = sprintf(
      "Indirect effect sign would change if |ρ| > %.2f",
      critical_rho
    ),
    robust_range = results[results$significant, "rho"]
  )
}

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Sensitivity Analysis Checklist

Pre-Analysis Planning

• Identify key assumptions being made
• Determine which assumptions are most uncertain
• Select appropriate sensitivity analysis methods
• Define tipping points of interest
• Plan visualization strategy

Analysis Execution

• Compute E-values for main effects
• Conduct unmeasured confounding analysis
• Test sensitivity to measurement error (if applicable)
• Run specification curve analysis
• Compute Rosenbaum bounds (if matched design)

Reporting Template

## Sensitivity Analysis

### Unmeasured Confounding

The E-value for our main finding (RR = X.XX) is E = X.XX, indicating that
an unmeasured confounder would need to be associated with both treatment
and outcome by a risk ratio of at least X.XX each to fully explain away
the observed effect. This represents [interpretation] confounding.

### Tipping Point Analysis

Figure X shows the sensitivity of our conclusions to unmeasured confounding.
The observed effect would be nullified if [specific conditions].

### Measurement Error

Under the assumption of [non-differential/differential] measurement error,
our results remain significant for mediator sensitivity values above X%
and specificity above X%.

### Robustness to Model Specification

Across [N] alternative model specifications varying [covariates/functional
forms/etc.], the median indirect effect was X.XX (range: X.XX to X.XX).
[XX%] of specifications yielded statistically significant positive effects.

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References

Foundational Papers

• VanderWeele, T. J., & Ding, P. (2017). Sensitivity analysis in observational research: Introducing the E-value. Annals of Internal Medicine
• Rosenbaum, P. R. (2002). Observational Studies
• Ding, P., & VanderWeele, T. J. (2016). Sensitivity analysis without assumptions. Epidemiology

Mediation-Specific

• Imai, K., Keele, L., & Yamamoto, T. (2010). Identification, inference and sensitivity analysis for causal mediation effects. Statistical Science
• VanderWeele, T. J. (2010). Bias formulas for sensitivity analysis for direct and indirect effects. Epidemiology

Measurement Error

• Carroll, R. J., et al. (2006). Measurement Error in Nonlinear Models
• Buonaccorsi, J. P. (2010). Measurement Error: Models, Methods, and Applications

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Version: 1.0.0 Created: 2025-12-08 Domain: Sensitivity analysis for causal inference Applications: Mediation analysis, observational studies, matched designs