rms (version 6.7-1)

sensuc: Sensitivity to Unmeasured Covariables


Performs an analysis of the sensitivity of a binary treatment (\(X\)) effect to an unmeasured binary confounder (\(U\)) for a fitted binary logistic or an unstratified non-time-dependent Cox survival model (the function works well for the former, not so well for the latter). This is done by fitting a sequence of models with separately created \(U\) variables added to the original model. The sequence of models is formed by simultaneously varying \(a\) and \(b\), where \(a\) measures the association between \(U\) and \(X\) and \(b\) measures the association between \(U\) and \(Y\), where \(Y\) is the outcome of interest. For Cox models, an approximate solution is used by letting \(Y\) represent some binary classification of the event/censoring time and the event indicator. For example, \(Y\) could be just be the event indicator, ignoring time of the event or censoring, or it could be \(1\) if a subject failed before one year and \(0\) otherwise. When for each combination of \(a\) and \(b\) the vector of binary values \(U\) is generated, one of two methods is used to constrain the properties of \(U\). With either method, the overall prevalence of \(U\) is constrained to be prev.u. With the default method (or.method="x:u y:u"), \(U\) is sampled so that the \(X:U\) odds ratio is \(a\) and the \(Y:U\) odds ratio is \(b\). With the second method, \(U\) is sampled according to the model \(logit(U=1 | X, Y) = \alpha + \beta*Y + \gamma*X\), where \(\beta=\log(b)\) and \(\gamma=\log(a)\) and \(\alpha\) is determined so that the prevalence of \(U=1\) is prev.u. This second method results in the adjusted odds ratio for \(Y:U\) given \(X\) being \(b\) whereas the default method forces the unconditional (marginal) \(Y:U\) odds ratio to be \(b\). Rosenbaum uses the default method.

There is a plot method for plotting objects created by sensuc. Values of \(a\) are placed on the x-axis and observed marginal odds or hazards ratios for \(U\) (unadjusted ratios) appear on the y-axis. For Cox models, the hazard ratios will not agree exactly with \(X\):event indicator odds ratios but they sometimes be made close through judicious choice of the event function. The default plot uses four symbols which differentiate whether for the \(a,b\) combination the effect of \(X\) adjusted for \(U\) (and for any other covariables that were in the original model fit) is positive (usually meaning an effect ratio greater than 1) and "significant", merely positive, not positive and non significant, or not positive but significant. There is also an option to draw the numeric value of the \(X\) effect ratio at the \(a\),\(b\) combination along with its \(Z\) statistic underneath in smaller letters, and an option to draw the effect ratio in one of four colors depending on the significance of the \(Z\) statistic.


# fit <- lrm(formula=y ~ x + other.predictors, x=TRUE, y=TRUE)  #or
# fit <- cph(formula=Surv(event.time,event.indicator) ~ x + other.predictors,
#            x=TRUE, y=TRUE)

sensuc(fit, or.xu=seq(1, 6, by = 0.5), or.u=or.xu, prev.u=0.5, constrain.binary.sample=TRUE, or.method=c("x:u y:u","u|x,y"), event=function(y) if(is.matrix(y))y[,ncol(y)] else 1*y)

# S3 method for sensuc plot(x, ylim=c((1+trunc(min(x$effect.u)-.01))/ ifelse(type=='numbers',2,1), 1+trunc(max(x$effect.u)-.01)), xlab='Odds Ratio for X:U', ylab=if(x$type=='lrm')'Odds Ratio for Y:U' else 'Hazard Ratio for Y:U', digits=2, cex.effect=.75, cex.z=.6*cex.effect, delta=diff(par('usr')[3:4])/40, type=c('symbols','numbers','colors'), pch=c(15,18,5,0), col=c(2,3,1,4), alpha=.05, impressive.effect=function(x)x > 1,...)


sensuc returns an object of class "sensuc" with the following elements: OR.xu

(vector of desired \(X:U\) odds ratios or \(a\) values), OOR.xu

(observed marginal \(X:U\) odds ratios), OR.u (desired \(Y:U\) odds ratios or \(b\) values), effect.x (adjusted odds or hazards ratio for \(X\) in a model adjusted for \(U\) and all of the other predictors), effect.u (unadjusted \(Y:U\) odds or hazards ratios), effect.u.adj

(adjusted \(Y:U\) odds or hazards ratios), \(Z\) (Z-statistics), prev.u

(input to sensuc), cond.prev.u (matrix with one row per \(a\),\(b\)

combination, specifying prevalences of \(U\) conditional on \(Y\) and \(X\)

combinations), and type ("lrm" or "cph").



result of lrm or cph with x=TRUE, y=TRUE. The first variable in the right hand side of the model formula must have been the binary \(X\) variable, and it may not interact with other predictors.


result of sensuc


vector of possible odds ratios measuring the \(X:U\) association.


vector of possible odds ratios measuring the \(Y:U\) association. Default is or.xu.


desired prevalence of \(U=1\). Default is 0.5, which is usually a "worst case" for sensitivity analyses.


By default, the binary \(U\) values are sampled from the appropriate distributions conditional on \(Y\) and \(X\) so that the proportions of \(U=1\) in each sample are exactly the desired probabilities, to within the closeness of \(n\times\)probability to an integer. Specify constrain.binary.sample=FALSE to sample from ordinary Bernoulli distributions, to allow proportions of \(U=1\) to reflect sampling fluctuations.


see above


a function classifying the response variable into a binary event for the purposes of constraining the association between \(U\) and \(Y\). For binary logistic models, event is left at its default value, which is the identify function, i.e, the original \(Y\) values are taken as the events (no other choice makes any sense here). For Cox models, the default event function takes the last column of the Surv object stored with the fit. For rare events (high proportion of censored observations), odds ratios approximate hazard ratios, so the default is OK. For other cases, the survival times should be considered (probably in conjunction with the event indicators), although it may not be possible to get a high enough hazard ratio between \(U\) and \(Y\) by sampling \(U\) by temporarily making \(Y\) binary. See the last example which is for a 2-column Surv object (first column of response variable=event time, second=event indicator). When dichotomizing survival time at a given point, it is advantageous to choose the cutpoint so that not many censored survival times preceed the cutpoint. Note that in fitting Cox models to examine sensitivity to \(U\), the original non-dichotomized failure times are used.


y-axis limits for plot


x-axis label


y-axis label


number of digits to the right of the decimal point for drawing numbers on the plot, for type="numbers" or type="colors".


character size for drawing effect ratios


character size for drawing \(Z\) statistics


decrement in \(y\) value used to draw \(Z\) values below effect ratios


specify "symbols" (the default), "numbers", or "colors" (see above)


4 plotting characters corresponding to positive and significant effects for \(X\), positive and non-significant effects, not positive and not significant, not positive but significant


4 colors as for pch


significance level


a function of the odds or hazard ratio for \(X\) returning TRUE for a positive effect. By default, a positive effect is taken to mean a ratio exceeding one.


optional arguments passed to plot


Frank Harrell
Mark Conaway
Department of Biostatistics
Vanderbilt University School of Medicine
fh@fharrell.com, mconaway@virginia.edu


Rosenbaum, Paul R (1995): Observational Studies. New York: Springer-Verlag.

Rosenbaum P, Rubin D (1983): Assessing sensitivity to an unobserved binary covariate in an observational study with binary outcome. J Roy Statist Soc B 45:212--218.

Lee WC (2011): Bounding the bias of unmeasured factors with confounding and effect-modifying potentials. Stat in Med 30:1007-1017.

See Also

lrm, cph, sample


Run this code
x <- sample(0:1, 500,TRUE)
y <- sample(0:1, 500,TRUE)
y[1:100] <- x[1:100]  # induce an association between x and y
x2 <- rnorm(500)

f <- lrm(y ~ x + x2, x=TRUE, y=TRUE)

#Note: in absence of U odds ratio for x is exp(2nd coefficient)

g <- sensuc(f, c(1,3))

# Note: If the generated sample of U was typical, the odds ratio for
# x dropped had U been known, where U had an odds ratio
# with x of 3 and an odds ratio with y of 3


# Fit a Cox model and check sensitivity to an unmeasured confounder

# require(survival)
# f <- cph(Surv(d.time,death) ~ treatment + pol(age,2)*sex, x=TRUE, y=TRUE)
# sensuc(f, event=function(y) y[,2] & y[,1] < 365.25 )
# Event = failed, with event time before 1 year
# Note: Analysis uses f$y which is a 2-column Surv object

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