Biometrics
-
Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We therefore develop uncertainty intervals for average causal effects based on outcome regression estimators and doubly robust estimators, which provide inference taking into account both sampling variability and uncertainty due to unobserved confounders. ⋯ This is illustrated through numerical experiments where bias due to moderate unobserved confounding dominates misspecification bias for typical situations in terms of sample size and modeling assumptions. We also study the empirical coverage of the uncertainty intervals introduced and apply the results to a study of the effect of regular food intake on health. An R-package implementing the inference proposed is available.