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Bayesian Propensity Score Matching×Inverse Probability of Treatment Weighting (IPW / IPTW)×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr20122000
UrheberKaplan & Chen (2012); foundational PSM by Rosenbaum & Rubin (1983)Robins, Hernán & Brumback
TypBayesian causal inference / matchingCausal inference weighting estimator
Wegweisende QuelleKaplan, D., & Chen, J. (2012). A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. Psychometrika, 77(3), 581-609. DOI ↗Robins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. DOI ↗
AliasnamenBayesian PSM, BPSM, Bayesian matching estimator, Bayesian propensity weightingIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
Verwandt65
ZusammenfassungBayesian Propensity Score Matching (Bayesian PSM) extends classical propensity score matching by placing a prior distribution over the propensity model parameters and propagating posterior uncertainty through the matching and outcome stages. Introduced formally by Kaplan and Chen (2012), it offers a principled account of estimation uncertainty that frequentist matching commonly ignores, and allows incorporation of substantive prior knowledge about treatment selection.Inverse Probability Weighting is a causal-inference method that assigns each observation a weight equal to the inverse of its probability of receiving the treatment it actually received. Introduced by Robins, Hernán and Brumback (2000) for marginal structural models, it builds a pseudo-population in which treatment is independent of measured confounders, balancing selection bias.
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ScholarGateMethoden vergleichen: Bayesian Propensity Score Matching · Inverse Probability Weighting. Abgerufen am 2026-06-18 von https://scholargate.app/de/compare