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Mehrperioden-Inverse-Wahrscheinlichkeitsgewichtung×Propensity Score Weighting (PSW / IPW)×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr20001983 (propensity score); 2003 (efficient IPW estimator)
UrheberRobins, Hernan & BrumbackRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypWeighted causal estimatorCausal inference / reweighting
Wegweisende QuelleRobins, J. M., Hernan, 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 ↗
Aliasnamenlongitudinal IPW, multi-period IPW, time-varying IPW, sequential IPWPSW, inverse probability weighting, IPW, propensity-based weighting
Verwandt66
ZusammenfassungMulti-period Inverse Probability Weighting (IPW) estimates the causal effect of a treatment that varies across multiple time periods by reweighting observations according to the probability of receiving each period's treatment given past treatment history and time-varying confounders. It creates a pseudo-population where treatment at each period is independent of measured confounders, enabling unbiased estimation of sustained treatment strategies.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: Multi-period Inverse Probability Weighting · Propensity Score Weighting. Abgerufen am 2026-06-19 von https://scholargate.app/de/compare