Hodges-Lehmann Point Estimates of Treatment Effect in Observational Studies

Abstract

A Hodges-Lehmann point estimate of an additive treatment effect is a robust estimate derived from the randomization distribution of a rank test. This article shows how to carry out a sensitivity analysis for such an estimate in an observational study where treatments are not randomly assigned. Two cases are discussed in detail: matched pairs and the comparison of two unmatched groups. The method uses a model for the distribution of treatment assignments when hidden biases may be present. This model has previously been used for sensitivity analysis of significance levels and confidence intervals.

Key Words:

• Rank test
• Sensitivity analysis