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When subjects go missing from an experiment and the reason they went missing is related to what their outcome would have been, no amount of covariate adjustment will fix the problem. The package takes the other route: rather than assume the missingness away, it reports the range of average treatment effects consistent with the data, and it offers a research design that makes that range small enough to be useful.

The design

Worst-case bounds fill in every missing outcome with the smallest and largest values the outcome could take. The resulting interval is honest, and it is usually far too wide to settle anything. Double sampling narrows it. After the first round of data collection, draw a random sample of the nonrespondents and pursue them harder: pay more, call again, send an interviewer. Because those subjects are a random sample of the nonrespondents, their recovered outcomes stand in for all of them, and only the residual group who refuse twice needs worst-case treatment. In the application shipped with the package, chasing 100 of 536 nonrespondents cut the width of the 95 percent confidence interval from 3.50 to 1.23.

The estimators

estimator_ev

Worst-case (Manski) bounds from a single round of data collection.

estimator_ds

Double-sampling bounds, with analytic variances and Imbens-Manski confidence intervals. The estimator of Coppock, Gerber, Green, and Kern (2017).

estimator_ds_sens

Double-sampling bounds at a chosen value of delta, the fraction of follow-up nonrespondents for whom ignorability is allowed to fail.

sensitivity_ds

A search over delta for the point at which the confidence interval starts to include zero.

estimator_trim

Lee (2009) trimming bounds, which assume monotone selection instead of a bounded outcome.

estimator_ev, estimator_ds, and estimator_ds_sens accept a strata argument for poststratification on a discrete covariate. The identified set is the same either way; poststratification estimates it more precisely, and by the law of total variance the asymptotic variance is no larger. Every estimator has a tidy() method and a formula interface for use with DeclareDesign.

Where to start

vignette("attrition") walks through the design and all five estimators on the replication data in levendusky, reproducing the published table as it goes.

References

Coppock, Alexander, Alan S. Gerber, Donald P. Green, and Holger L. Kern (2017). Combining Double Sampling and Bounds to Address Nonignorable Missing Outcomes in Randomized Experiments. Political Analysis 25(2):188-206. doi:10.1017/pan.2016.6

Imbens, Guido W., and Charles F. Manski (2004). Confidence Intervals for Partially Identified Parameters. Econometrica 72(6):1845-1857.

Lee, David S. (2009). Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects. Review of Economic Studies 76(3):1071-1102.

Author

Maintainer: Alexander Coppock acoppock@gmail.com

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