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Dynamické vážení inverzní pravděpodobností×Dvojitě robustní odhad (AIPW)×
OborKauzální inferenceKauzální inference
RodinaRegression modelRegression model
Rok vzniku1986-20002005
TvůrceJames M. Robins and colleaguesRobins & Rotnitzky; Bang & Robins
TypCausal weighting estimatorSemiparametric causal estimator
Původní zdrojRobins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗
Další názvyDynamic IPW, Time-varying IPW, Longitudinal IPW, Sequential IPWAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)
Příbuzné45
ShrnutíDynamic Inverse Probability Weighting (Dynamic IPW) estimates the causal effect of a time-varying treatment sequence by reweighting observed data to mimic a hypothetical randomised trial. Developed by Robins and colleagues in the context of marginal structural models, it handles the challenge that in longitudinal settings, past treatment affects future covariates, which in turn affect future treatment — a feedback loop that standard regression cannot untangle.Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.
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ScholarGatePorovnat metody: Dynamic Inverse Probability Weighting · Doubly Robust Estimation. Získáno 2026-06-18 z https://scholargate.app/cs/compare