Methoden vergleichen

	Doppelte robuste Schätzung heterogener Behandlungseffekte	Propensity Score Weighting (PSW / IPW)
Fachgebiet	Kausale Inferenz	Kausale Inferenz
Familie	Regression model	Regression model
Entstehungsjahr	2018-2023	1983 (propensity score); 2003 (efficient IPW estimator)
Urheber	Kennedy (2023); building on Robins, Rotnitzky & Zhao (1994) and Chernozhukov et al. (2018)	Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
Typ	Semiparametric causal inference	Causal inference / reweighting
Wegweisende Quelle	Kennedy, E. H. (2023). Towards optimal doubly robust estimation of heterogeneous causal effects. Electronic Journal of Statistics, 17(2), 3008-3049.	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.
Aliasnamen	DR-HTE, augmented IPW for HTE, doubly robust CATE estimation, semiparametric HTE estimation	PSW, inverse probability weighting, IPW, propensity-based weighting
Verwandt	5	6
Zusammenfassung	Doubly robust estimation of heterogeneous treatment effects (HTE) estimates how the causal effect of a treatment varies across subgroups or individual covariate values. By combining an outcome model and a propensity score model, it retains consistency if either model is correctly specified, and supports flexible machine learning nuisance estimators through cross-fitting to produce valid conditional average treatment effect (CATE) estimates.	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).