  For learning about the causal effect of a treatment, a randomized controlled
trial (RCT) is considered the gold standard. However, randomizing treatment is
sometimes unethical or infeasible, and instead an observational study may be
conducted. While some aspects of a well designed RCT cannot be replicated in an
observational study, one aspect that can is to have a protocol with
prespecified hypotheses about prespecified outcomes and a prespecified
analysis. We illustrate the value of protocols for observational studies in
three applications -- the effect of playing high school football on later life
mental functioning, the effect of police seizing a gun when arresting a
domestic violence suspect on future domestic violence and the effect of
mountaintop mining on health. We then discuss methodologies for observational
study protocols. We discuss considerations for protocols that are similar
between observational studies and RCTs, and considerations that are different.
The considerations that are different include (i) whether the protocol should
be specified before treatment assignment is known or after; (ii) how multiple
outcomes should be incorporated into the planned analysis and (iii) how
subgroups should be incorporated into the planned analysis. We conclude with
discussion of a few open problems in the methodology of observational study
protocols.
