Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Robustní vážení inverzní pravděpodobností (Robust IPW)× | Vážení na základě skóre sklonu (PSW / IPW)× | |
|---|---|---|
| Obor | Kauzální inference | Kauzální inference |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 2000-2004 | 1983 (propensity score); 2003 (efficient IPW estimator) |
| Tvůrce≠ | Lunceford & Davidian (2004); Robins, Hernán & Brumback (2000) | Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting) |
| Typ≠ | Causal weighting estimator | Causal inference / reweighting |
| Původní zdroj≠ | Lunceford, J. K., & Davidian, M. (2004). Stratification and weighting via the propensity score in estimation of causal treatment effects: a comparative study. Statistics in Medicine, 23(19), 2937-2960. 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 | Robust IPW, Stabilized IPW, Trimmed IPW, Variance-robust IPW | PSW, inverse probability weighting, IPW, propensity-based weighting |
| Příbuzné≠ | 5 | 6 |
| Shrnutí≠ | Robust Inverse Probability Weighting is a causal inference estimator that reweights observed units by stabilized or trimmed propensity score weights, then applies sandwich or bootstrap variance estimation to guard against model misspecification, extreme weights, and inflated standard errors. It extends standard IPW to improve finite-sample performance and inferential reliability in observational studies. | 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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