Porovnat metody
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| Hodnocení politik vážením inverzní pravděpodobností× | Vážení na základě skóre sklonu (PSW / IPW)× | |
|---|---|---|
| Obor | Kauzální inference | Kauzální inference |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 1952 (IPW origin); 2000s (policy evaluation application) | 1983 (propensity score); 2003 (efficient IPW estimator) |
| Tvůrce≠ | Horvitz & Thompson (1952); extended to causal policy settings by Robins, Hernan & Brumback (2000) and Imbens & Wooldridge (2009) | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| Typ≠ | Reweighting estimator for causal policy analysis | Causal inference / reweighting |
| Původní zdroj≠ | Imbens, G. W., & Wooldridge, J. M. (2009). Recent Developments in the Econometrics of Program Evaluation. Journal of Economic Literature, 47(1), 5-86. 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 názvy≠ | IPW policy evaluation, propensity-weighted policy analysis, inverse probability of treatment weighting | PSW, inverse probability weighting, IPW, propensity-based weighting |
| Příbuzné | 6 | 6 |
| Shrnutí≠ | Policy evaluation inverse probability weighting (IPW) uses estimated propensity scores to reweight observed units so that the weighted sample mimics a randomised experiment. Each unit is weighted by the inverse of its probability of receiving the policy, creating a pseudo-population in which treatment assignment is independent of observed covariates and the average treatment effect (ATE) can be read off directly. | 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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