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Ponderación Inversa de Probabilidad Robusta (IPW Robusta)×Ponderación por Puntuación de Propensión (PSW / IPW)×
CampoInferencia causalInferencia causal
FamiliaRegression modelRegression model
Año de origen2000-20041983 (propensity score); 2003 (efficient IPW estimator)
Autor originalLunceford & Davidian (2004); Robins, Hernán & Brumback (2000)Rosenbaum & Rubin (propensity score); Hirano, Imbens & Ridder (efficient weighting)
TipoCausal weighting estimatorCausal inference / reweighting
Fuente seminalLunceford, J. K., & Davidian, M. (2004). Stratification and weighting via the propensity score in estimation of causal treatment effects: a comparative study. Statistics in Medicine, 23(19), 2937-2960. 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 ↗
AliasRobust IPW, Stabilized IPW, Trimmed IPW, Variance-robust IPWPSW, inverse probability weighting, IPW, propensity-based weighting
Relacionados56
ResumenRobust Inverse Probability Weighting is a causal inference estimator that reweights observed units by stabilized or trimmed propensity score weights, then applies sandwich or bootstrap variance estimation to guard against model misspecification, extreme weights, and inflated standard errors. It extends standard IPW to improve finite-sample performance and inferential reliability in observational studies.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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  3. PUBLISHED

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ScholarGateComparar métodos: Robust Inverse Probability Weighting · Propensity Score Weighting. Recuperado el 2026-06-19 de https://scholargate.app/es/compare