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Analyse de sensibilité au biais caché (Bornes de Rosenbaum / E-value)×Variables instrumentales par moindres carrés en deux étapes (VI/2SLS)×
DomaineInférence causaleInférence causale
FamilleRegression modelRegression model
Année d'origine20022009
Auteur d'originePaul R. Rosenbaum (bounds); Tyler J. VanderWeele & Peng Ding (E-value)Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory)
TypeSensitivity analysis for causal inferenceInstrumental-variables regression
Source fondatriceRosenbaum, P. R. (2002). Observational Studies (2nd ed.). Springer. ISBN: 978-0387989679Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
AliasRosenbaum bounds, E-value, hidden bias sensitivity analysis, unmeasured confounding sensitivityinstrumental variables, IV estimation, 2SLS, instrumental variable regression
Apparentées55
RésuméSensitivity analysis for hidden bias is a family of methods that quantify how strongly an unmeasured confounder would have to operate before it could overturn a causal conclusion drawn from observational data. It was crystallised by Paul Rosenbaum's sensitivity bounds (2002) and extended by VanderWeele and Ding's E-value (2017).IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009).
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ScholarGateComparer des méthodes: Sensitivity Analysis for Unmeasured Confounding · Two-Stage Least Squares (2SLS). Consulté le 2026-06-18 sur https://scholargate.app/fr/compare