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Bayesian Propensity Score Weighting×Propensity Score Weighting (PSW / IPW)×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr20091983 (propensity score); 2003 (efficient IPW estimator)
UrheberMcCandless, Gustafson & AustinRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypBayesian causal weighting estimatorCausal inference / reweighting
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 ↗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 ↗
AliasnamenBayesian PSW, Bayesian IPW, Bayesian inverse probability weighting, Bayesian propensity weightingPSW, inverse probability weighting, IPW, propensity-based weighting
Verwandt66
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.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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ScholarGateMethoden vergleichen: Bayesian Propensity Score Weighting · Propensity Score Weighting. Abgerufen am 2026-06-18 von https://scholargate.app/de/compare