Panel Data Propensity Score Weighting
Panel Data Propensity Score Weighting (panel PSW) extends inverse probability weighting to longitudinal settings where the same units are observed across multiple time periods. It reweights observations by the inverse of each unit's time-varying probability of receiving treatment, creating a pseudo-population in which treatment is balanced on observed covariates at each period, and then estimates causal effects from repeated-measures data.
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- Hirano, K., Imbens, G. W., & Ridder, G. (2003). Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score. Econometrica, 71(4), 1161-1189. · DOI 10.1111/1468-0262.00442
- Robins, J. M., Hernan, M. A., & Brumback, B. (2000). Marginal Structural Models and Causal Inference in Epidemiology. Epidemiology, 11(5), 550-560. · DOI 10.1097/00001648-200009000-00011
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