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Robust Inverse Sandsynligheds-vægtning (Robust IPW)×Propensity Score Weighting (PSW / IPW)×
FagområdeKausal inferensKausal inferens
FamilieRegression modelRegression model
Oprindelsesår2000-20041983 (propensity score); 2003 (efficient IPW estimator)
OphavspersonLunceford & Davidian (2004); Robins, Hernán & Brumback (2000)Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypeCausal weighting estimatorCausal inference / reweighting
Oprindelig kildeLunceford, 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 ↗
AliasserRobust IPW, Stabilized IPW, Trimmed IPW, Variance-robust IPWPSW, inverse probability weighting, IPW, propensity-based weighting
Relaterede56
ResuméRobust 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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ScholarGateSammenlign metoder: Robust Inverse Probability Weighting · Propensity Score Weighting. Hentet 2026-06-18 fra https://scholargate.app/da/compare