A new u-statistic with superior design sensitivity in matched observational studies

Biometrics. 2011 Sep;67(3):1017-27. doi: 10.1111/j.1541-0420.2010.01535.x. Epub 2010 Dec 22.


In an observational or nonrandomized study of treatment effects, a sensitivity analysis indicates the magnitude of bias from unmeasured covariates that would need to be present to alter the conclusions of a naïve analysis that presumes adjustments for observed covariates suffice to remove all bias. The power of sensitivity analysis is the probability that it will reject a false hypothesis about treatment effects allowing for a departure from random assignment of a specified magnitude; in particular, if this specified magnitude is "no departure" then this is the same as the power of a randomization test in a randomized experiment. A new family of u-statistics is proposed that includes Wilcoxon's signed rank statistic but also includes other statistics with substantially higher power when a sensitivity analysis is performed in an observational study. Wilcoxon's statistic has high power to detect small effects in large randomized experiments-that is, it often has good Pitman efficiency-but small effects are invariably sensitive to small unobserved biases. Members of this family of u-statistics that emphasize medium to large effects can have substantially higher power in a sensitivity analysis. For example, in one situation with 250 pair differences that are Normal with expectation 1/2 and variance 1, the power of a sensitivity analysis that uses Wilcoxon's statistic is 0.08 while the power of another member of the family of u-statistics is 0.66. The topic is examined by performing a sensitivity analysis in three observational studies, using an asymptotic measure called the design sensitivity, and by simulating power in finite samples. The three examples are drawn from epidemiology, clinical medicine, and genetic toxicology.

Publication types

  • Research Support, U.S. Gov't, Non-P.H.S.

MeSH terms

  • Bias
  • Biometry / methods
  • Clinical Medicine / statistics & numerical data
  • DNA Damage
  • Epidemiology / statistics & numerical data
  • Humans
  • Models, Statistical*
  • Observation / methods*
  • Random Allocation
  • Research Design / standards*
  • Research Design / statistics & numerical data
  • Sensitivity and Specificity