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Bayesovské vážení inverzní pravděpodobnosti×Bayesovské rozdíly v rozdílech×
OborKauzální inferenceKauzální inference
RodinaRegression modelRegression model
Rok vzniku20152015-2023
TvůrceSaarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020)Li & Marchand (formal Bayesian DiD framework); Brodersen et al. (Bayesian causal inference in time series)
TypBayesian causal weighting estimatorBayesian causal inference / panel regression
Původní zdrojSaarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On risk prediction and characterisation of treatment effects in a Bayesian framework using the propensity score. Statistics in Medicine, 34(14), 2170-2185. link ↗Li, F., & Marchand, J. (2023). Bayesian inference for difference-in-differences. Econometrics Journal, 26(3), 509-529. link ↗
Další názvyBayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weightingBayesian DiD, Bayes DiD, Bayesian diff-in-diff, Bayesian panel causal estimator
Příbuzné65
ShrnutíBayesian Inverse Probability Weighting (Bayesian IPW) extends the classical IPW estimator by placing prior distributions over the propensity-score model parameters and propagating that uncertainty into the causal-effect estimate. The result is a posterior distribution for the average treatment effect that fully accounts for both propensity-score estimation uncertainty and outcome-model uncertainty, enabling credible-interval inference rather than relying on asymptotic approximations.Bayesian Difference-in-Differences applies Bayesian statistical inference to the classic DiD design, replacing frequentist point estimates with full posterior distributions over the treatment effect. This yields not only an estimate of the causal effect but also a coherent probability statement about its magnitude and uncertainty, making it especially useful when sample sizes are modest or informative prior knowledge is available.
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ScholarGatePorovnat metody: Bayesian Inverse Probability Weighting · Bayesian Difference-in-Differences. Získáno 2026-06-15 z https://scholargate.app/cs/compare