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Robustes marginales Strukturmodell×Propensity Score Weighting (PSW / IPW)×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr2000–20041983 (propensity score); 2003 (efficient IPW estimator)
UrheberRobins, Hernán & Brumback; robustness extensions by Scharfstein, Rotnitzky, Lunceford & DavidianRosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TypCausal inference / weighted regressionCausal inference / reweighting
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 ↗
Aliasnamenrobust MSM, doubly-robust MSM, sandwich-SE MSM, robust IPTW marginal structural modelPSW, inverse probability weighting, IPW, propensity-based weighting
Verwandt66
ZusammenfassungRobust Marginal Structural Models (robust MSMs) extend the standard MSM framework — which uses inverse probability of treatment weighting to handle time-varying confounding — by pairing IPTW estimation with sandwich (robust) standard errors or doubly-robust estimators. This combination yields valid causal estimates and reliable inference even when the outcome regression model is mildly misspecified or weights are moderately variable.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: Robust Marginal Structural Model · Propensity Score Weighting. Abgerufen am 2026-06-17 von https://scholargate.app/de/compare