Sensitivity analysis for incomplete data via unmeasured confounding

We present a method to analyze sensitivity of frequentist inferences to potential nonignorability of the missingness mechanism. Rather than starting from the selection model, as is typical in such analyses, we assume that the missingness arises through unmeasured confounding. Our model permits the development of measures of sensitivity that are analogous to those for unmeasured confounding in observational studies. We define an index of sensitivity, denoted MinNI, to be the minimum degree of nonignorability needed to change the mean value of the estimate of interest by a designated amount. We apply our model to sensitivity analysis for a proportion, but the idea readily generalizes to more complex situations.