A comparison of Bayesian and Monte Carlo sensitivity analysis for unmeasured confounding. (6th April 2017)

• Record Type: Journal Article
• Authors: McCandless, Lawrence C.; Gustafson, Paul
• Is Part Of: Statistics in medicine. Volume 36:Number 18(2017)
• Page Start: 2887
• Page End: 2901
• Publication Date: 2017-04-06
• Subjects: Bayesian analysis -- causal inference -- non‐identifiable model -- sensitivity analysis; Medical statistics -- Periodicals; Statistique médicale -- Périodiques; Statistiques médicales -- Périodiques; 610.727
• DOI: 10.1002/sim.7298
• Languages: English
• ISSNs: 0277-6715

Abstract

Abstract : Bias from unmeasured confounding is a persistent concern in observational studies, and sensitivity analysis has been proposed as a solution. In the recent years, probabilistic sensitivity analysis using either Monte Carlo sensitivity analysis (MCSA) or Bayesian sensitivity analysis (BSA) has emerged as a practical analytic strategy when there are multiple bias parameters inputs. BSA uses Bayes theorem to formally combine evidence from the prior distribution and the data. In contrast, MCSA samples bias parameters directly from the prior distribution. Intuitively, one would think that BSA and MCSA ought to give similar results. Both methods use similar models and the same (prior) probability distributions for the bias parameters. In this paper, we illustrate the surprising finding that BSA and MCSA can give very different results. Specifically, we demonstrate that MCSA can give inaccurate uncertainty assessments (e.g. 95% intervals) that do not reflect the data's influence on uncertainty about unmeasured confounding. Using a data example from epidemiology and simulation studies, we show that certain combinations of data and prior distributions can result in dramatic prior‐to‐posterior changes in uncertainty about the bias parameters. This occurs because the application of Bayes theorem in a non‐identifiable model can sometimes rule out certain patterns of unmeasured confounding that are not compatible with the data. Consequently, the MCSA approach may give 95% intervals that are either too wide or too narrow and that do not have 95% frequentist coverage probability. Based on our findings, we recommend that analysts use BSA for probabilistic sensitivity analysis. Copyright © 2017 John Wiley & Sons, Ltd.