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Inverse Probability of Treatment Weighting (IPW / IPTW)×Propensity Score Matching×
FachgebietKausale InferenzForschungsstatistik
FamilieRegression modelProcess / pipeline
Entstehungsjahr20001983
UrheberRobins, Hernán & BrumbackPaul Rosenbaum and Donald Rubin
TypCausal inference weighting estimatorMethod
Wegweisende QuelleRobins, J. M., Hernán, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. 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 ↗
AliasnamenIPW, IPTW, inverse probability of treatment weighting, marginal structural model weightingPSM, propensity score weighting, covariate balance
Verwandt53
ZusammenfassungInverse 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.Propensity score matching (PSM) is a method for reducing confounding bias in observational studies by balancing baseline characteristics between treatment groups, simulating randomization. Developed by Rosenbaum and Rubin (1983), it estimates the probability of receiving treatment given observed covariates, then matches or weights treated and control individuals with similar treatment probabilities. Widely used in medicine, epidemiology, and policy evaluation when randomized trials are infeasible or unethical, enabling estimation of treatment effects while controlling for selection bias.
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ScholarGateMethoden vergleichen: Inverse Probability Weighting · Propensity Score Matching. Abgerufen am 2026-06-18 von https://scholargate.app/de/compare