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Dynamické vážení inverzní pravděpodobností×Vážení na základě skóre sklonu (PSW / IPW)×
OborKauzální inferenceKauzální inference
RodinaRegression modelRegression model
Rok vzniku1986-20001983 (propensity score); 2003 (efficient IPW estimator)
TvůrceJames M. Robins and colleaguesRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypCausal weighting estimatorCausal inference / reweighting
Původní zdrojRobins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal structural models and causal inference in epidemiology. Epidemiology, 11(5), 550-560. DOI ↗Rosenbaum, P. R., & Rubin, D. B. (1983). The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41-55. DOI ↗
Další názvyDynamic IPW, Time-varying IPW, Longitudinal IPW, Sequential IPWPSW, inverse probability weighting, IPW, propensity-based weighting
Příbuzné46
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.Propensity score weighting is a causal-inference method that reweights observations so that the covariate distributions of treated and untreated units look exchangeable, enabling unbiased estimation of average treatment effects from observational data. Each unit receives a weight that is the inverse of its probability of receiving the treatment it actually received — a strategy formalised by Rosenbaum and Rubin (1983) and given its efficient semiparametric form by Hirano, Imbens and Ridder (2003).
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ScholarGatePorovnat metody: Dynamic Inverse Probability Weighting · Propensity Score Weighting. Získáno 2026-06-18 z https://scholargate.app/cs/compare