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Augmentovaný marginální strukturální model strojového učení (ML-MSM)×Vážení na základě skóre sklonu (PSW / IPW)×
OborKauzální inferenceKauzální inference
RodinaRegression modelRegression model
Rok vzniku2000 (MSM); 2011 (ML-augmented via targeted learning)1983 (propensity score); 2003 (efficient IPW estimator)
TvůrceRobins, Hernan & Brumback (MSM, 2000); van der Laan & Rose (ML augmentation, TMLE framework, 2011)Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypCausal inference / semiparametric weighted regressionCausal 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 názvyML-MSM, ML-augmented MSM, data-adaptive MSM, TMLE-MSMPSW, inverse probability weighting, IPW, propensity-based weighting
Příbuzné56
ShrnutíThe machine learning-augmented marginal structural model combines the causal rigour of Robins et al.'s MSM framework with flexible, data-adaptive ML algorithms for estimating propensity scores and outcome models. By replacing parametric nuisance models with ensemble learners or neural networks, ML-MSMs recover valid causal estimates under confounding without relying on correctly specified parametric forms.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: Machine Learning-Augmented Marginal Structural Model · Propensity Score Weighting. Získáno 2026-06-17 z https://scholargate.app/cs/compare