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Bayesovské vážení inverzní pravděpodobnosti×Bayesovské párování skóre sklonu×
OborKauzální inferenceKauzální inference
RodinaRegression modelRegression model
Rok vzniku20152012
TvůrceSaarela, Stephens, Moodie & Klein (2015); Liao & Zigler (2020)Kaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)
TypBayesian causal weighting estimatorBayesian causal inference / matching
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 ↗Kaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609. DOI ↗
Další názvyBayesian IPW, BIPW, Bayesian propensity-weighted estimation, Bayesian marginal structural weightingBayesian PSM, BPSM, Bayesian matching estimator, Bayesian propensity weighting
Příbuzné66
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 Propensity Score Matching (Bayesian PSM) extends classical propensity score matching by placing a prior distribution over the propensity model parameters and propagating posterior uncertainty through the matching and outcome stages. Introduced formally by Kaplan and Chen (2012), it offers a principled account of estimation uncertainty that frequentist matching commonly ignores, and allows incorporation of substantive prior knowledge about treatment selection.
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ScholarGatePorovnat metody: Bayesian Inverse Probability Weighting · Bayesian Propensity Score Matching. Získáno 2026-06-18 z https://scholargate.app/cs/compare