Transparent Parametrizations of Models for Potential Outcomes

Thomas S. Richardson, Robin J. Evans and James M. Robins

in Bayesian Statistics 9

Published in print October 2011 | ISBN: 9780199694587
Published online January 2012 | e-ISBN: 9780191731921 | DOI:
Transparent Parametrizations of Models for Potential Outcomes

Show Summary Details


We consider causal models involving three binary variables: a randomized assignment Z, an exposure measure X, and a final response Y. We focus particular attention on the situation in which there may be confounding of X and Y, while at the same time measures of the effect of X on Y are of primary interest. In the case where Z has no effect on Y, other than through Z, this is the instrumental variable model. Many causal quantities of interest are only partially identified. We first show via an example that the resulting posteriors may be highly sensitive to the specification of the prior distribution over compliance types. To address this, we present several novel “transparent” re‐parametrizations of the likelihood that separate the identified and non‐ identified parts of the parameter. In addition, we develop parametrizations that are robust to model mis‐specification under the “intent‐to‐treat” null hypothesis that Z and Y are independent.

Keywords: Bounds; Continuous Covariates; Exclusion Restriction; Instrumental Inequality; ITT‐Null‐Robust; Model Mis‐Specification; Parametrization; Prior Sensitivity

Chapter.  24695 words.  Illustrated.

Subjects: Probability and Statistics

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.