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Bayesian Instrumentaalmuutujad (Bayesian IV)×Kalduvusskoori sobitamine×
ValdkondPõhjuslik järeldamineUurimisstatistika
PerekondRegression modelProcess / pipeline
Tekkeaasta20031983
LoojaKleibergen & Zivot (2003); Lancaster (2004)Paul Rosenbaum and Donald Rubin
TüüpCausal inference / Bayesian estimationMethod
AlgallikasKleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. 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 ↗
RööpnimetusedBayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIVPSM, propensity score weighting, covariate balance
Seotud63
KokkuvõteBayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small.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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ScholarGateVõrdle meetodeid: Bayesian Instrumental Variables · Propensity Score Matching. Loetud 2026-06-18 aadressilt https://scholargate.app/et/compare