In social science (and educational) research, we often wish to understand how robust inferences about effects are to unobserved (or controlled for) covariates, possible problems with measurement, and other sources of bias. The goal of konfound is to carry out sensitivity analysis to help analysts to quantify how robust inferences are to potential sources of bias. This R package provides tools to carry out sensitivity analysis as described in Frank, Maroulis, Duong, and Kelcey (2013) based on Rubin’s (1974) causal model as well as in Frank (2000) based on the impact threshold for a confounding variable.

Installation

You can install the CRAN version of konfound with:

install.packages("konfound")

You can install the development version from GitHub with:

install.packages("devtools")
devtools::install_github("jrosen48/konfound")

Use of konfound

pkonfound() for published studies

pkonfound(), for published studies, calculates (1) how much bias there must be in an estimate to invalidate/sustain an inference; (2) the impact of an omitted variable necessary to invalidate/sustain an inference for a regression coefficient:

library(konfound)
#> Sensitivity analysis as described in Frank, Maroulis, Duong, and Kelcey (2013) and in Frank (2000).
#> For more information visit http://konfound-it.com.
pkonfound(est_eff = 2,
std_err = .4,
n_obs = 100,
n_covariates = 3)
#> Percent Bias Necessary to Invalidate the Inference:
#> To invalidate an inference, 60.3% of the estimate would have to be due to bias. This is based on a threshold of 0.794 for statistical significance (alpha = 0.05).
#> To invalidate an inference, 60 observations would have to be replaced with cases for which the effect is 0 (RIR = 60).
#> See Frank et al. (2013) for a description of the method
#> Citation: Frank, K.A., Maroulis, S., Duong, M., and Kelcey, B. 2013. What would it take to change an inference? Using Rubin's causal model to interpret the robustness of causal inferences. Education, Evaluation and Policy Analysis, 35 437-460.
#> Impact Threshold for a Confounding Variable:
#> The minimum impact to invalidate an inference for a null hypothesis of 0 effect is based on a correlation of 0.568 with the outcome and at 0.568 with the predictor of interest (conditioning on observed covariates) based on a threshold of 0.201 for statistical significance (alpha = 0.05).
#> Correspondingly the impact of an omitted variable (as defined in Frank 2000) must be 0.568 X 0.568 = 0.323 to invalidate an inference for a null hypothesis of 0 effect.
#> See Frank (2000) for a description of the method
#> Citation: Frank, K. 2000. Impact of a confounding variable on the inference of a regression coefficient. Sociological Methods and Research, 29 (2), 147-194
#> For other forms of output, run ?pkonfound and inspect the to_return argument
#> For models fit in R, consider use of konfound().

konfound() for models fit in R

konfound() calculates the same for models fit in R. For example, here are the coefficients for a linear model fit with lm() using the built-in dataset mtcars:

m1 <- lm(mpg ~ wt + hp, data = mtcars)
m1
#>
#> Call:
#> lm(formula = mpg ~ wt + hp, data = mtcars)
#>
#> Coefficients:
#> (Intercept)           wt           hp
#>    37.22727     -3.87783     -0.03177
summary(m1)
#>
#> Call:
#> lm(formula = mpg ~ wt + hp, data = mtcars)
#>
#> Residuals:
#>    Min     1Q Median     3Q    Max
#> -3.941 -1.600 -0.182  1.050  5.854
#>
#> Coefficients:
#>             Estimate Std. Error t value Pr(>|t|)
#> (Intercept) 37.22727    1.59879  23.285  < 2e-16 ***
#> wt          -3.87783    0.63273  -6.129 1.12e-06 ***
#> hp          -0.03177    0.00903  -3.519  0.00145 **
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 2.593 on 29 degrees of freedom
#> Multiple R-squared:  0.8268, Adjusted R-squared:  0.8148
#> F-statistic: 69.21 on 2 and 29 DF,  p-value: 9.109e-12

Sensitivity analysis for the effect for wt on mpg can be carried out as follows, specifying the fitted model object:

konfound(m1, wt)
#> Percent Bias Necessary to Invalidate the Inference:
#> To invalidate an inference, 66.629% of the estimate would have to be due to bias. This is based on a threshold of -1.294 for statistical significance (alpha = 0.05).
#> To invalidate an inference, 21 observations would have to be replaced with cases for which the effect is 0 (RIR = 21).
#> See Frank et al. (2013) for a description of the method
#> Citation: Frank, K.A., Maroulis, S., Duong, M., and Kelcey, B. 2013. What would it take to change an inference? Using Rubin's causal model to interpret the robustness of causal inferences. Education, Evaluation and Policy Analysis, 35 437-460.
#> Impact Threshold for a Confounding Variable:
#> The minimum impact to invalidate an inference for a null hypothesis of 0 effect is based on a correlation of 0.791 with the outcome and at 0.791 with the predictor of interest (conditioning on observed covariates) based on a threshold of -0.366 for statistical significance (alpha = 0.05).
#> Correspondingly the impact of an omitted variable (as defined in Frank 2000) must be 0.791 X 0.791 = 0.626 to invalidate an inference for a null hypothesis of 0 effect.
#> See Frank (2000) for a description of the method
#> Citation: Frank, K. 2000. Impact of a confounding variable on the inference of a regression coefficient. Sociological Methods and Research, 29 (2), 147-194
#> For more detailed output, consider setting to_return to table
#> To consider other predictors of interest, consider setting test_all to TRUE.

mkonfound for meta-analyses including sensitivity analysis

We can use an existing dataset, such as the CSV file here.

d <- read.csv("https://msu.edu/~kenfrank/example%20dataset%20for%20mkonfound.csv")
#>           t  df
#> 1  7.076763 178
#> 2  4.127893 193
#> 3  1.893137  47
#> 4 -4.166395 138
#> 5 -1.187599  97
#> 6  3.585478  87
mkonfound(d, t, df)
#> # A tibble: 30 x 7
#>         t    df action      inference       pct_bias_to_change_inf…   itcv r_con
#>     <dbl> <int> <chr>       <chr>                             <dbl>  <dbl> <dbl>
#>  1  7.08    178 to_invalid… reject_null                       68.8   0.378 0.614
#>  2  4.13    193 to_invalid… reject_null                       50.6   0.168 0.41
#>  3  1.89     47 to_sustain  fail_to_reject…                    5.47 -0.012 0.11
#>  4 -4.17    138 to_invalid… reject_null                       50.3   0.202 0.449
#>  5 -1.19     97 to_sustain  fail_to_reject…                   39.4  -0.065 0.255
#>  6  3.59     87 to_invalid… reject_null                       41.9   0.19  0.436
#>  7  0.282   117 to_sustain  fail_to_reject…                   85.5  -0.131 0.361
#>  8  2.55     75 to_invalid… reject_null                       20.6   0.075 0.274
#>  9 -4.44    137 to_invalid… reject_null                       53.0   0.225 0.475
#> 10 -2.05    195 to_invalid… reject_null                        3.51  0.006 0.077
#> # … with 20 more rows

Overview of available functionality

The above functions have a number of extensions; the below tables represent how pkonfound() and konfound() can be used:

Outcome Predictor: Continuous Predictor: Binary
Continuous pkonfound(est_eff, std_err, n_obs, n_covariates) pkonfound(est_eff, std_err, n_obs, n_covariates)
Logistic pkonfound(est_eff, std_err, n_obs, n_covariates, model_type = 'logistic') pkonfound(est_eff, std_err, n_obs, n_covariates, n_treat, model_type = 'logistic') or pkonfound(a, b, c, d)
Outcome Predictor: Continuous Predictor: Binary
Continuous konfound(m, var) konfound(m, var)
Logistic konfound(m, var) konfound(m, var, two_by_two = TRUE)

Note that there are additional arguments for each of thes functions; see ?pkonfound() or ?konfound() for more details.

Other information

We prefer for issues to be filed via GitHub (link to the issues page for konfound here) though we also welcome questions or feedback via email (see the DESCRIPTION file).