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Bayesian Propensity Score Weighting×Inverse Probability of Treatment Weighting (IPW / IPTW)×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr20092000
UrheberMcCandless, Gustafson & AustinRobins, Hernán & Brumback
TypBayesian causal weighting estimatorCausal inference weighting estimator
Wegweisende QuelleMcCandless, L. C., Gustafson, P., & Austin, P. C. (2009). Bayesian propensity score analysis for observational data. Statistics in Medicine, 28(1), 94–112. 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 PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weightingIPW, IPTW, inverse probability of treatment weighting, marginal structural model weighting
Verwandt65
ZusammenfassungBayesian Propensity Score Weighting estimates causal treatment effects in observational data by combining a Bayesian model for the propensity score with inverse probability weighting. By placing a prior over propensity-score parameters and propagating posterior uncertainty through the weighting step, this approach yields fully probabilistic uncertainty intervals for the average treatment effect, accounting for the uncertainty in both the score model and the outcome.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 Weighting · Inverse Probability Weighting. Abgerufen am 2026-06-18 von https://scholargate.app/de/compare